esignal - interactive brokers - DAX futures

[dadarara]

Hi
I am using the NT8.
found some old instructions that dont work for me.

my needs are:

esignal as data provider for DAX (FDAX) and mini DAX (FDXM) - gives TICK data
Interactive brokers - execution of orders. (they dont provide TICK data)

what exactly is the configuration I need to have in the symbol mapping definition ?
how will NT8 know where to route the orders?

I am yet to operate as live account. so i dont know how it will behave.
I am successful with strategy working with FDAX big future. both esignal and IB data feeds. but its not working with FDXM mini contract.

[NinjaTrader_Jason]

Hello dadarara,

Please note that unfortunately you cannot use the FDAX and FDXM simultaneously with Interactive Brokers in NinjaTrader. This is because both instruments use "DAX" in its symbol mapping.

If you like to use the FDXM, please go to Control Center-->Instruments, type FDXM and double click the FDXM futures. Change the symbol map from DAX-disabled|||5 to DAX|||5. Click OK. The symbol in between is a "pipe". You can type it by holding Shift and the "\" key.

Type FDAX in the Instruments window and double click it as well. Change the symbol map from DAX|||25 to DAX-disabled|||25. Click OK twice.

If you like to use the FDAX again, you will need to change back the symbol mapping to the original settings. So FDAX --> DAX|||25 and FDXM --> DAX-disabled|||5.

[dadarara]

I have seen this in the forums.
This is for the Interactive Brokers mapping as far as I see ?
what about the Esignal ? to get the data and charts?

P.S I indeed dont need both simultaneously.

[NinjaTrader_Jason]

The eSignal symbol mapping does not need a change. This limitation is only with Interactive Brokers in NinjaTrader.

[dadarara]

for esignal the mapping is very strange. pls confirm :
FDAX (big contract) - FDAX|EUX
FDXM(mini) - DDX

is it correct ?
again for the esignal connection of data:
when I want to choose to chart the FDXM 12-17 contract. what should I write as the contract name?
if I create FDXM ##-## will it be the continuous contract ?

[NinjaTrader_Jason]

Yes, that is the default mapping setup for eSignal. If you solely connect to eSignal, do you not receive data for the FDAX and FDXM?

You would enter FDXM 12-17 in the Instrument field of the chart, SuperDOM, etc.

Yes, ##-## is used for continuous contracts.

[dadarara]

dont get data for FDXM 12-17 from esignal.
I do get for FDAX12-17

I see the loading... disappears after a few seconds. but the chart is empty. no errors in the LOG
any ideas ?

[NinjaTrader_Jason]

Can you please try FDXM|EUX as symbol map for the FDXM instead.

[dadarara]

Now it works.
the NinjaTtrader mapping for mini DAX is indeed : FDXM|EUX
at least in my setup.

[NinjaTrader_PatrickG]

dadarara, thanks for bringing this to our attention.

We've made this change to the mapping in the NinjaTrader 8 database so that no other users should need to make this manual change.

[dadarara]

Hi
reviving this thread

is it still the same issue with the DAX and mini DAX in naming for the interactive brokers API ?

DAX|||25 and FDXM --> DAX-disabled|||5. ...... etc.


according to the IB support they dont have any problem if we send the name like "FDAX SEP 18"
so what the issue ?
or maybe it is solved already ?

Another problem:
the IB API has the historical TICK data available. So why the NINJA implementation for this API is not working ?

[NinjaTrader_PatrickG]

Yes. With the way Interactive Brokers handles these instruments with the same base symbol, there is really no way for us to differentiate between the two without making significant changes to the NinjaTrader core.

The IB API needs to be updated before historical tick data can be received by NinjaTrader. This update has not yet occurred. The way in which IB allows tick data to be requested is very restricted, making a tick data request outside of IB TWS very slow.

[dadarara]

it is strange because they can accept the name "FDAX Sep 18" so why cant I make a translation in the Instrument table, specifically entering this name ? what is this DAX|||5 and DAX|||25 ? it is a code inside Ninja NOT in IB as far as I understand. NINJA should give me the option to send whatever code I need. the restriction is indeed on the NINJA side.

And the Tick data we are taking about is the HISTORICAL so I dont really care that it takes more time.
the realtime TICK data is flowing alright as I see, what I miss is the history. For example if I start the computer 1 hour late, I dont have this hour on chart. so I need the history to work, I dont know what you mean by "VERY SLOW" . define please. is it 5min, 30 min, 1 hour? to load how much data?
NINJA should give me the option, I will decide if it slow and unusable.

it feels like NINJA are deliberately NOT fixing this. so that people will choose to leave IB and move to NINJA Brokerage.

[NinjaTrader_PatrickG]

The 5 and 25 are multipliers on Interactive Broker's end. You can see this within TWS if you look at each instrument's description:

FDAX has a multiplier of 25
FDXM has a multiplier of 5

Notice that they both have the same underlying symbol. This is the root of the issue.

We are considering implementing the tick data from Interactive Brokers in an API update. I'll add your vote to this internal tracking. The internal tracking number for your feature request is SFT-2837. Please reference this internal tracking number if you ever have questions regarding this feature request.

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

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

EDIT - Brett, the NinjaTrader Product Manager, has made an update on the status of this feature here.