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-> I have found some false settings as well: the only legitimate source remains the exchange
-> there are some instruments (softs, including SB, KC, CT) which - although officially quoted in cents - are quoted in $ by some brokers and data providers, so this may need to be adjusted
Some of the details of the ICE softs contracts are doing my head in this weekend, or perhaps its the way the instruments are set up by default in Ninja.
Here is the relevant part of a spreadsheet I'm puttting …
Depending on your data vendor you may or may not have an issue. But correct me if I'm wrong...
Also, its time to get 2012 contracts into Instrument Manager so one can follow the various curves. I recognize that Static Data Management (such as Instrument Manager) is a full-time job at some shops but its great Ninja does most of the work for me.
It had only affected two or three of the less known (but still liquid) futures contracts.
The only problem that I currently have is with SB (same with CT and KC). But this is specific to my configuration. Interactive Brokers quotes these in $ (which is not in line with the contract definition).
The daily data of Interactive Brokers cannot be used with Ninjatrader in CET (GMT+1) , as NinjaTrader will only display four daily bars per week for a number of instruments (all instruments with session close after midnight local time). I am not complaining about this (as I did with NT 6.5), because I can use Kinetick EOD, which is better quality anyhow.
However, Kinetick quotes SB prices in cents (as should be according to contract definition).
Problem occurs, if I use an indicator that loads daily bars onto my intraday chart. I will have daily prices in cents, and intraday prices in USD. This is not a big deal, as all indicators can be adapted for the 3 instruments to comply with the problem (division of daily data by 100).
It would of course be preferable, if the Kinetick adapter would allow for division by 100 via the symbol settings. In this case I would not have to recode the indicators, if I want to trade SB (or KC, CT).
But this is just a suggestion for further improvement.
Someone on my team will be looking into this over the next few days and if we find any inaccuracies, we will report here and resolve them for our next update.
I may have already requested it. But it is really a "nice to have", not a high priority issue. It only occurs with two colliding data feeds and there is a workaround available. So I am not very excited about this
The tick size of the Bobl ( FGBM ) always seems to be set at the old size ( 0.005 ) instead of ( 0.01 ) in NinjaTrader. I go in to the instrument manager and change in on fresh installs since Eurex changed the tick size from 0.005 to 0.01 in the spring of '09.
In NinjaTrader 7.0.1000.4, my FGBM is by default set to 0.01. I don't recall how long ago this was changed but you could try Tools > Options > Data > Reset Instruments to set it factory default.