Mini Nikkei Level 2 data

[cmv727]

When is Ninjatrader going to support level 2 data from the Osaka exchange?

The mini-Nikkei futures contract is one of the most liquid in the world. There are many futures traders who would like to trade the Asian session.

Is this going to change soon? If so, will it be available on NT8?

Ninja support: please provide an update on this. There are lots of people waiting for this.

[NinjaTrader_DrewO]

Hello,

Thanks for posting.

The data you would be able to receive in the platform would be determined by who you are connected to.

Who are you connecting to for data this market depth data? This is displayed by green on lower left corner of the Control Center window.

[cmv727]

Using CQG.... I see they may not have the mini-Nikkei. If I were to get the data elsewhere, would NT8 support it? From previous posts on this subject, I understand that in the past NT7 does not support tick data from the Osaka Exchange.

Can you clarify?

[NinjaTrader_DrewO]

Hello,

Thanks for your reply.

CQG should be able to provide real-time data for this instrument. However, you would want to check with your broker to find out what exchanges your account connection would be enabled for.

However, it's worth noting that CQG as a data provider does not provide Historical Data and instead would use NinjaTrader Historical Data Servers for its historical data. The NinjaTrader Historical Data Servers do not record any data for this instrument (tick, minute, or day data.) At this time there are not plans to add support for this instrument, but I'm happy to track this case in case that changes.

[cmv727]

Perhaps the easiest way to approach this very simple:

Is there a way to trade the mini Nikkei 225 on NT8? If yes, which data feeds support level 2 data for the mini NIkkei?

[cmv727]

Thanks. My broker is Ninjatrader. Do you know the correct symbol for the mini Nikkei? Normally it is JNM. However, CQG does not appear to support this symbol.

AMP futures has this feed. Is Ninjatrader still not cooperating with AMP?

[NinjaTrader_ThomasC]

Hello cmv727,

Thank you for the post.

This symbol would be JNM in the NinjaTrader platform. Are you enabled for this data with your brokerage?

The data-feed only providers are IQFeed, BarChart and eSignal. You will want to contact them directly regarding the fees associated with live data for this symbol.

Please let me know if I may be of additional assistance.

[FMtrader]

Thanks. My broker is Ninjatrader. Do you know the correct symbol for the mini Nikkei? Normally it is JNM. However, CQG does not appear to support this symbol.

AMP futures has this feed. Is Ninjatrader still not cooperating with AMP?

My findings so far have been:

1. IQFeed didn't have a feed the last time I emailed them and had no near future plans to offer it. My last email to Dave Forss, their Sales/Business Dvelopment Manager was in mid July and to quote his words exactly "Very slight chance that we will get it in the near future."
2. You can trade this contract through Interactive Brokers but their data feed is highly filtered and restrictive.
3. I don't believe an Osaka feed is available through Barchart.
4. If you email eSignal they do offer a data only feed for this symbol but it is quite expensive and despite what eSignal tells you it doesn't support level II data in either NT7 or NT8. NinjaTrader support have also confirmed both directly to me and in other places in this forum that Osaka Nikkei level II is currently not compatible with either NT7 or NT8. I was able to get level I Osaka Nikkei eSignal data working in NT7 satisfactorily and place orders through Interactive Brokers. I could never get level I to work properly with NT8 despite numerous emails to NT support. I had weird issues with volume charts and volume based indicators. Attemps to use the tick replay mode made things worse and from what I could see eSignal's feed didn't support historical bid/ask data. Things are made more complicated by the fact that NinjaTrader recommend using different versions of eSignal for NT7 and NT8. Unless I have missed something you can't have both versions loaded at the same time.
5. You cannot trade this contract through NinjaTrader brokerage. There are a number of postings spread throughout this forum requesting NinjaTrader look at adding this contract.
6. AMP no longer support new NinjaTrader customers so their CQG based Nikkei feed with supporting historical data is not available. I guess you might be able to get a feed directly from CQG but I understand you will need very deep pockets!
7. Unfortunately if you want a fully functional trading solution for the Osaka Nikkei emini neither NT7 or NT8 are viable. If NT believe this statement is not correct I am happy to be shown how they recommend it be done.
8. In the end I simply gave up trying to use NinjaTrader to trade this contract and cancelled my eSignal subscription. Most of my third party packages simply would not function with the eSignal feed due to the level II issues. I can only hope that one day NinjaTrader brokerage find a way to add one of the most liquid contracts in the Asia Pacific region to their tradeable contract listing.

[NinjaTrader_PatrickG]

Many traders use supported brokers to trade the JNM with NinjaTrader. There may be some limitations, but I could not make a blanket statement about all users. One would need to write in to PlatformSupport[AT]NinjaTrader[DOT]com so we could look into their individual case.

NinjaTrader's historical data servers do not currently record the JNM (Mini Nikkei), and there is no plan to do so at this time. You would need both a real-time and historical data provider.

NinjaTrader Brokerage does not currently support trading on the JNM.

[FMtrader]

Many traders use supported brokers to trade the JNM with NinjaTrader. There may be some limitations, but I could not make a blanket statement about all users. One would need to write in to PlatformSupport[AT]NinjaTrader[DOT]com so we could look into their individual case.

NinjaTrader's historical data servers do not currently record the JNM (Mini Nikkei), and there is no plan to do so at this time. You would need both a real-time and historical data provider.

NinjaTrader Brokerage does not currently support trading on the JNM.

Hello Patrick

You make the comment above that many traders use supported brokers to trade JNM with NinjaTrader. Apart from eSignal and Interactive Brokers which I have mentioned in my earlier posting do you specifically know of any other data suppliers and/or brokers that can provide both a live and historical data feed for JNM?

Do you specifically know of any JNM data feed that will allow Jigsaw Tools to operate in either NT7 or NT8?

Similarly do you know of any data feed that will allow a user to take advantage of the tick replay feature in NT8 and allow a third party vendor supplied footprint chart to correctly populate with historical bid/ask data?

[NinjaTrader_PatrickG]

Hello Patrick

You make the comment above that many traders use supported brokers to trade JNM with NinjaTrader. Apart from eSignal and Interactive Brokers which I have mentioned in my earlier posting do you specifically know of any other data suppliers and/or brokers that can provide both a live and historical data feed for JNM?

Do you specifically know of any JNM data feed that will allow Jigsaw Tools to operate in either NT7 or NT8?

Similarly do you know of any data feed that will allow a user to take advantage of the tick replay feature in NT8 and allow a third party vendor supplied footprint chart to correctly populate with historical bid/ask data?

To my knowledge, those are the only currently supported brokers which supply JNM data. My colleague Thomas mentioned the other supplementary data providers a few posts ago.

Typically, built-in tools like Tick Replay and also third-party tools do not have an aversion to any particular instrument. If that data it needs is being supplied, then it should function. However, I have not tested your specific example so I am not 100% certain.

In any case, it would be best to reach out to your potential broker/data provider to learn more about the data that they would supply to NinjaTrader.

A general overview for what providers supply to NinjaTrader 7 can be found in the "Understanding the data provided by your connectivity provider" section of the link below:

http://ninjatrader.com/support/helpGuides/nt7/historical_data.htm

Here is the link which covers this information for NinjaTrader 8:

http://ninjatrader.com/support/helpGuides/nt8/en-us/data_by_provider.htm

[ZefiCLo]

I agree with cmv727 this is taking WAY too long for NT to acquire historical data for the mini Nikkei. It is such a well traded product and I am seriously considering switching over to Multicharts as they provide historical data for the products.

[NinjaTrader_PatrickG]

I agree with cmv727 this is taking WAY too long for NT to acquire historical data for the mini Nikkei. It is such a well traded product and I am seriously considering switching over to Multicharts as they provide historical data for the products.

I will forward your concerns and desire for JNM historical data on NinjaTrader's historical data servers to the Development Team.