Futures calendar spread chart

[Oleg S.]

Hello! Is it possible to plot a calendar spread chart as a custom instrument in Ninjatrader? I don't wont an opportunity to trade it, I just want to plot a chart from my IQfeed data feed...

[NinjaTrader_JustinD]

Hello Oleg,

Thank you for your message.


Are you currently connected to IQFeed on your NinjaTrader 8 platform? If not, is it available on the list of Available Connections in the Control Center > Connections > configure window?

In regards to the specific instrument itself, do you know the symbol for this instrument?

[Oleg S.]

Yes, I have already connected to IQFeed on my Ninjatrader 8 platform.

Calendar spreads have symbols like SBTH22-SBTK22. But I can only find futures in the available instruments in my terminal.

[Oleg S.]

In earlier threads I read that calendar spreads were not available in Ninjatrader, but I hope this only applies to trading, but not plotting charts from connected data.

[NinjaTrader_JustinD]

Hello Oleg S.

Thank you for your repsonse.


While spreads are not supported in NinjaTrader 8 by default, an indicator is publicly available on our NinjaTrader Ecosystem website that will allow you to view the spread for two contracts on one Chart. From there, you will need to submit each order manually so long as IQFeed and your broker support it:

• https://ninjatraderecosystem.com/use...load/spread-2/
• https://ninjatraderecosystem.com/use...andlesticks-2/

Here is a basic guideline of how to import NinjaScript add-ons in NinjaTrader 8:

Note — To import NinjaScripts you will need the original .zip file.

To Import:

1. Download the NinjaScripts to your desktop, keep them in the compressed .zip file.
2. From the Control Center window select the menu Tools > Import > NinjaScript Add-on...
3. Select the downloaded .zip file
4. NinjaTrader will then confirm if the import has been successful.

Critical - Specifically for some NinjaScripts, it will prompt that you are running newer versions of @SMA, @EMA, etc. and ask if you want to replace, press 'No'

Once installed, you may add the indicator to a chart by:

• Right-click your chart > Indicators... > Select the Indicator from the 'Available' list on the left > Add > OK

Here is a short video demonstration of the import process:

• Install a 3rd Party Indicator or App

Please let me know if I can be of further assistance.

The NinjaTrader Ecosystem website is for educational and informational purposes only and should not be considered a solicitation to buy or sell a futures contract or make any other type of investment decision. The add-ons listed on this website are not to be considered a recommendation and it is the reader's responsibility to evaluate any product, service, or company. NinjaTrader Ecosystem LLC is not responsible for the accuracy or content of any product, service or company linked to on this website.

[Oleg S.]

I don't need an indicator showing the difference between two futures. Calendar futures spread is a separate instrument that has its own bid, ask, traded volume, and so on. Please tell me how to create a custom chart based on this data from IQFeed in Ninjatrader 8?

[NinjaTrader_JustinD]

Hello Oleg S.

Thank you for your response.

Unfortunately, it will not be possible to add these instruments in Ninjatrader 8 as they are not supported. The indicator above should help you view these instruments as a workaround since they are not supported in the platform currently.

Please let me know if you have any additional questions.

[shufu852]

Justin,

I installed the spread and spread candlestick indicators but they are not showing any data when applied? Any thoughts as to why im seeing a blank indicator?

[NinjaTrader_JustinD]

Hello shufu852,

Thank you for your message


From your screenshot, you are viewing CL 12-22 which is not available yet. The furthest any contract starts will be 6 months before its expiration, and your data provider may not support any data for it until even closer to its expiration.

In other words, you will need to test to see if your data provider supports contracts that are not too far away and are not being recorded yet.


Please let me know if you have any additional questions.

[shufu852]

Justin, This is blank on all contract comparisons. Unable to load on ones which are current. Thoughts?

[NinjaTrader_JustinD]

Hello shufu852,

Thank you for your response.


Please write into PlatformSupport[AT]NinjaTrader[DOT]Com along with your log and trace files and a link to this forum post. In your response, please also include 'ATTN Justin' in the subject line so it arrives in my inbox.

Follow the steps below to manually attach your log and trace files to your response so I may investigate this matter further.

• Open your NinjaTrader folder under Documents.
• Right-click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
• Send the 2 compressed folders as attachments to this email.
• Once complete, you can delete these compressed folders.

Thank you in advance for these files. I look forward to assisting you further.