SGX Nikkei 225 Esignal Mapping

[homeandaway]

Just having some trouble setting up a mapping for the SGX Nikkei 225 Futures contractm, this is NOT the N225 Contract already setup in Ninja which is the OSA exchange traded contract.

The symbol in Esignal is different to other futures contract as it has the Month and Year in reverse, e.g. current traded contract is NK 9Z-SGX

So i'm not sure how to add the mapping in Ninja for Esignal as just putting NK|SGX doesn't seem to work, i suspect its related to the fact that Esignal has the Month and Year in reverse to all other futures contracts?

[NinjaTrader_Jason]

Hello homeandaway,

Please see the information below to setup new future instruments with eSignal as data feed in NinjaTrader.

To support a futures instrument XXX Z8-YYY, whereas XXX is the eSignal instrument name and YYY is the eSignal exchange name, you need to check this in the Instrument Manager:

• ‘Default’ exchange should be assigned. If the instrument is traded on a different connection, then the native exchange needed to be assigned too
• Set rolling period accordingly
• Set mapping to XXX|YYY. This would be translated to XXX Z8-YYY for the Dec 08 expiry

If this will not work, then it must be not supported due to the reverse year-month notation that this instrument is using (9Z).

[homeandaway]

Thanks Jason, I just spoke to Esignal and it would appear all futures contracts on the SGX exchange are transmitted by Esignal with the reverse month and year format.

Are you saying Ninja can't support contracts from Esignal when it is
Year-Month format? Just spoke to Esignal and they said the ICE exchange also puts dates this way... (Not that i can confirm this as i don't have ICE access)

[NinjaTrader_Jason]

Unfortunately the reverse year/month is not supported.

[homeandaway]

Ok, I think this is quite a significant problem then, considering that all the contracts on SGX and ICE are represented this way, can Ninja do anything about adding this support?

[NinjaTrader_Kyle]

Hello homeandaway,

Thank you for your reply.

I will forward you request on to my development team for further consideration.

[MXASJ]

FWIW I get SGX data from IQFeed and its fine.

[homeandaway]

I think this is an Esignal specific issue in the way the dates are formatted for these exchanges, unless your saying IQFeed formats it as Year-Month aswell?

[MXASJ]

No the symbols seem "regular." SSZ9, NKZ9, etc

[ddch25]

Hi,

Has this reverse-mapping situation been resolved for e-signal? If not how to get SGX Nikkei 225 data from esignal into ninja?

[NinjaTrader_Jason]

Unfortunately this is not supported.

[garfielalvin]

The problem seems to persists till today with NT7 and eSignal for SGX products (sequence of the date code in symbol). Can the NT support staff confirm on this issue. Thank you.

[NinjaTrader_Kyle]

Hello garfielalvin,

Unfortunately, this remains as something which is not currently supported but a change here is something development is considering for future versions of the software.

[garfielalvin]

I am able to connect eSignal to NT download data for SGX products, can I confirm that the issue (symbol month and year sequence) has been resolved by changes made by NT or eSignal?

[NinjaTrader_Bertrand]

garfielalvin, to clarify - this was addressed in NT7's eSignal adapter, so the specific mapping for SGX contracts could now be supported.