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Adding a historic future contracts?

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    Adding a historic future contracts?


    Hi, I am using NT8, and connected w/ Interactive Broker. I want to load past contracts but getting log error as,

    ''Ib was unable to locate insturement. Pls verify your symbol mapping is correct for Instrument ES 12-21''

    How can i add 2020- 2021 quarterly contracts?

    #2
    Hello Murphy67,

    Please note that you may type in the instrument in the Instrument field of most NinjaTrader windows. For example:
    • Left click in the Instrument field first and hit Backspace on your keyboard.
    • Type in ES 12-21 and hit Enter on your keyboard.
    If you like to add instruments to instrument lists, please follow the steps below.
    • Go to Control Center-->Tools-->Instrument Lists.
    • Click the instrument list on the left side.
    • Click add on the right.
    • Type ES 12-21 and hit Enter on your keyboard.
    JasonNinjaTrader Customer Service

    Comment


      #3
      As you see, on the chart i wrote ES 12-21, after entering, chart price and dates part empty.. And, i got same log error ''Ib was unable to locate insturement. Pls verify your symbol mapping is correct for Instrument ES 12-21''

      Comment


        #4

        Comment


          #5
          Can you please reset the instruments in NinjaTrader and check if the error persists.
          • First, disconnect from any data providers by navigating to the Control Center > Connections menu, and left-click on “disconnect” that appears to the right when hovering your mouse over any active connection
          • Next, reset your instruments by navigating to the Control Center > Tools > Database Management
          • In the Database Management window, under the “Update instruments” section, ensure that “General properties”, "Futures expiries" and “Symbol mappings” options are checked and then click Update
          • Lastly, restart NinjaTrader for the changes to occur
          What date do you have selected for 'End date' in the Data Series menu of the chart? The 12-21 expiry month was the front month between 9 September 2021 and 9 December 2021. I suggest to use an end date that is between these two dates.

          Did you perhaps create an additional instrument for the ES futures at Control Center-->Tools-->Instruments?
          JasonNinjaTrader Customer Service

          Comment


            #6
            Hi Jason, Thank you very much. I fixed it.

            After update database management, and restart ''future Expires'' is ''not checked'', is this normal?

            My second question is;
            I want to backtest quarter contracts. How i will find the right dates of contracts in past. I want to choose the contracts volume based not by rollover dates.
            Does Ninja have any list of active volume dates of future contracts, or something else?

            Comment


              #7
              Yes, this is as expected. It is not enabled by default.

              Unfortunately we don't have such a list. I suggest to proceed as follows.
              • Go to Control Center-->Tools-->Instruments
              • Double click the instrument in question
              • Set 'Merge policy' to 'Do not merge'
              Subsequently create charts for the individual expiry months and add the VOL indicator so you can compare them.
              JasonNinjaTrader Customer Service

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                #8
                Thank you...

                Comment

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