Please help me add 'small's to my ninjatrader instrument list...

[pjsmith]

Hello,

IB is now supporting 'smalls'. For example https://contract.ibkr.info/v3.10/ind...onid=423904394

These do not appear in the instrument list as yet. I tried updating it. The exchange does not appear in the exchanges list, either. I tried adding it per the attached, but no dice 'ib was unable to locate the instrument' in the ninjatrader log. These will be very popular. Please can you help me add the correct parameters to get them working?

Thanks.

[NinjaTrader_PatrickG]

The Small Exchange instruments and the exchange have not yet been added into NinjaTrader, however, regardless of the outcome of this forum topic I'll be sending a feature request to the Development Team to add the Small Exchange instruments and exchange. The internal tracking number for your feature request is SFT-2381. Please reference this internal tracking number when contacting Platform Support if you ever have questions regarding this feature request.

When a feature request is implemented, you'll find a description of the new feature in the release notes:

• http://ninjatrader.com/support/helpG...ease_notes.htm

My Interactive Brokers test account only has delayed data available for this instrument, however, I believe I've discovered what is needed - since NinjaTrader has no definition for 'SMFE', I tried forcing the exchange into the mapping. When I did this, I received a message about a lack of data subscriptions:

2020-07-15 06:39:39:363|3|4|Received unknown error/warning: Requested market data is not subscribed. Delayed market data is not enabled
2020-07-15 06:39:41:121|0|4|Error on requesting bars series: 'Historical Market Data Service error message:No market data permissions for SMFE FUT'

I suspect this indicates that NinjaTrader is requesting the data correctly with the configuration below:

Instrument type = Futures
Currency = US Dollar
Exchange = choose "Default"
Interactive Brokers mapping = 75SME|SMFE



When making these changes to an existing instrument, make sure to disconnect and reconnect to ensure the changes have been applied.

Please confirm whether or not this works for you

[pjsmith]

Excellent Patrick,

Thanks very much. I will be trying this after today's session is over. I'll let you know how it goes. I know I have the data permissions as I already checked that.

[pjsmith]

Hi Patrick - Right, I dabbled briefly before and had an issue. Just came back to it. Something very weird is going on.

I add the instrument per your screenshot - I checked prior and it is certainly not there. It adds fine, I open either a chart or try to add it to the market analyzer - So far so good. Type 75 and it shows in the instrument list. At this point, it is the only thing listed. I tab over and select 3 day 15 minute, or click it to add it to market analyzer, it pauses a bit, then fails with the log 'IB was unable to locate your instrument.' Odd thing is, when you look back at the instrument list, there are now 2 75SME instruments, one stock, one future. Even if I exit, is states there. NT8 seems to have added that one itself. I can delete it, so I have one again, shut down, verify still one, try again, and same issue. Not sure what is happening there. Some screenshots attached.

[pjsmith]

Just in case it matters, I run 2 data feeds. Ninja continuum one and IB...

[NinjaTrader_PatrickG]

If you simply hit 'ENTER" on your keyboard after entering '75SME' into any instrument selector, I would expect NinjaTrader to think you were attempting to create a stock that would result in what you're describing. You need to be careful to purposefully select the futures instrument that appears while searching if you're using the instrument selector. I'd recommend deleting the stock instrument then restarting NinjaTrader to ensure the changes you've made are saved.

Also, one step I failed to mention earlier is you need to make sure to define contract months. I defined both July and August and chose random rollover dates, but I imagine Small Exchange would have documentation on roll dates or at least expiry dates:

[pjsmith]

Got it, thanks. Avoiding the added stock symbol now, and adding the expires let me request a chart, but I'm still getting errors. Tried various contract months.

I've reached out to Small Exchange. Maybe they have some advice

2020-07-15 18:41:05:273|3|4|Unexpected or unsupported instrument. Full instrument name: 75SME 08-20
2020-07-15 18:41:07:473|0|4|Error on requesting bars series: 'Unknown instrument '75SME 08-20''


2020-07-15 18:43:20:749|3|4|Unexpected or unsupported instrument. Full instrument name: 75SME 09-20
2020-07-15 18:43:22:912|0|4|Error on requesting bars series: 'Unknown instrument '75SME 09-20''

[NinjaTrader_PatrickG]

I'd double-check with Interactive Brokers (even though you've already stated you know the answer to some of these questions) as well to ensure the following:

• Your real-time data subscriptions are correct for streaming real-time and historical data to a third party platform like NinjaTrader
• What symbol mapping, when requesting the data from a third-party platform like NinjaTrader, needs to be used

Also, keep in mind that it is critical that you restart NinjaTrader whenever you make changes to an existing instrument. If you have not been restarting NinjaTrader while editing the existing 75SME instrument, that may be the issue.

[pjsmith]

Patrick, if I may ask, how to tell if the dev team have added this at some point, without me constantly refreshing it? Will it be in the release notes? Thanks.

[NinjaTrader_PatrickG]

Yes. I would expect an addition such as this would get a line item in the release notes.

[autogenix]

Hi, i also would like to add the Small Exchange (SME) Futures. I have them in IB TWS but i do not use IBs data feed for futures in NT8. I use the CQG Continuum data feed via NT Brokerage. IIUC i can not order the SME data feed via https://ninjatrader.com/MDE. Is that correct or how can i get the futures data for SME while using the CQG for futures? Thank you.

[NinjaTrader_PatrickG]

NinjaTrader Brokerage does not currently support the Small Exchange.

[pjsmith]

autogenix I am in same position. IB DOES support small exchange. I also use Ninjatrader brokers, but only as a backup. You can add both an IB data feed AND the ninjatrader data feed to your NT8. If the symbol mapping are correct, you COULD trade small exchange products whilst still using ninjatrader brokerage. The small exchange brokerage products, however, would route to IB and need to be traded at the IB account. I think this would all work very nicely if only Ninjatrader would add the symbols and exchange mappings to the symbol database. I tried to get it working myself, but could not figure it out. I think you have all you need, but there is probably little incentive from NT side to do it.

[autogenix]

pjsmith Thank you for your response. Through IB you can only get the SME futures data atm. Trading is disabled. They are still testing things. At least i get a popup stating this.
But in the future IB will allow you to trade SME Futures. You have to enable the data feed in the data manager. Currently any data fees are waived. With NT8 i get futures data from CQG Contiuum and therefor can not use the data provided by IB. NT8 will use the first data source which provides futures data or the one you configured as preferred data source. But that is not per symbol but per instrument group (futures, fx etc.)

That is why i need SME data trough CQG. When it comes to execution you are right, i can just select my IB account in the DOM and make sure i have the correct symbol mappings in place.

But i guess i will have to wait or use something else to trade at SME when it becomes available through IB.

Thanks for the clarification Patrick.
cheers