US 10 Year bonds instrument NinjaTrader Support Forum (2024)

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      • EastLondonKiwi

        Junior Member

        • Sep 2016
        • 69

          #1

          US 10 Year bonds instrument

          Hi

          I am struggling to find the US 10 year bonds instrument, in the instrument list I have.

          Can support either point me at the correct instrument name or point me at a help guide reference that explains how to load it.

          Kind regards

          Duncan

          Tags:None

            • NinjaTrader_EricB

              NinjaTrader Customer Service

              • Aug 2014
              • 2736

                #2

                Hello EastLondonKiwi,

                Thank you for your post,

                The 10 Year US Bonds is listed in NinjaTrader as "ZN."

                To view this, I suggest going to New > Chart > Select the magnifying glass > Search "ZN" and select by double-clicking > OK to open the chart.

                Once this is complete, you'll then be able to access the ZN from every instrument drop-down list.

                https://ninjatrader.com/support/help...ntselector.htm

                Let us know if we may assist further.

                Eric B.NinjaTrader Customer Service

                Comment

                • EastLondonKiwi

                  Junior Member

                  • Sep 2016
                  • 69

                    #3

                    Thanks Eric. I'll check out ZN.

                    in Ninja script 8 what is the method I could call that lists all the Instruments? and what properties can be derived from it?

                    Eg Name, Type (Futures, Forex) etc...

                    Kind regards

                    Duncan

                    Comment

                    • NinjaTrader_JessicaP

                      NinjaTrader Customer Service

                      • Dec 2015
                      • 2457

                        #4

                        Thank you for your question Duncan. While there is no supported method for doing this, other users have had some luck investigating the undocumented object NinjaTrader.Cbi.InstrumentList.All . Undocumented code can not be supported nor guaranteed to be maintained. However, for the moment, the following block of code will work.

                        Code:

                        [FONT=Courier New] protected override void OnBarUpdate() { foreach(NinjaTrader.Cbi.InstrumentList l in NinjaTrader.Cbi.InstrumentList.All) { Print(l.Name); foreach(Instrument i in l.Instruments) { Print(i.FullName); } } }[/FONT]

                        Jessica P.NinjaTrader Customer Service

                        Comment

                        • EastLondonKiwi

                          Junior Member

                          • Sep 2016
                          • 69

                            #5

                            Thanks Jessica you are a star

                            Comment

                            • EastLondonKiwi

                              Junior Member

                              • Sep 2016
                              • 69

                                #6

                                Jessica Ok I am getting there.

                                Firstly. Calling NinjaTrader.Cbi.Instrument must be within the method OnStateChange, trying to call it from OnBarUpdate causes an error

                                Once I figured that out I got results I was after

                                Then I realised the Instrument list is a derived list made by a User, and is not the list of Instrument I want to check. I am after the entire list of instruments my NinjaTrader database contains. So based on your example I got to this point.

                                Code:

                                foreach (NinjaTrader.Cbi.Instrument l in NinjaTrader.Cbi.Instrument.All){ Print(l.MasterInstrument.Name){

                                However. this is now more data than I need and I want to only add to a variable those name where the InstrumentType equals "Forex"

                                but I am having a blond moment and can not figure out how to cast l.MasterInstrument.InstrumentType to a string. I had thought this would work, but I was wrong:

                                Code:

                                foreach (NinjaTrader.Cbi.Instrument l in NinjaTrader.Cbi.Instrument.All){ where(l.MasterInstrument.InstrumentType.ToString.Contains("Forex")) { Print(l.MasterInstrument.Name) }{

                                Can you advise

                                Thanks

                                Duncan

                                Comment

                                • NinjaTrader_JessicaP

                                  NinjaTrader Customer Service

                                  • Dec 2015
                                  • 2457

                                    #7

                                    We are discussing undocumented functionality and parts of NinjaTrader we do not directly support. Discovering how to filter down to a specific instrument list is a trial and error investigative process. This said the code example I posted earlier was tried inside an indicator's onbarupdate routine, and if you will carefully analyze the difference between my code and your code I believe you will be able to see a point where the code I posted is capable of making this distinction already. I recommend running it in a new indicator as the indicator's entire onbarupdate method, with a ninjascript output window already open, then pressing ctrl+a, ctrl+c inside the output window, and finally pasting the copied output into your favorite text editor. If you look inside the output for a known symbol, for example, the ES 06-17, then look upward from there, and compare this to the code, you should be able to discover how to filter based on instrument list.

                                    Jessica P.NinjaTrader Customer Service

                                    Comment

                                    • EastLondonKiwi

                                      Junior Member

                                      • Sep 2016
                                      • 69

                                        #8

                                        Thanks Jessica

                                        I will look at your code again and access, however I am still sure the list in your code is the derived lists to enable a user to group specific instruments together making finding them later easier, and while I could use these lists as the basis for my indicator, I would rather have a more generic method I can use for wider purposes. So I will keep battling on with figuring out how to address the output. Oh and for clarification I am using the Output window for assessing the results.

                                        Ok that said can you also have a look at the instrument ZN 06-17 that is the US 10 year bonds futures instrument.

                                        I found that instrument in the database, and I can add that to a chart, but I get no data from it? does that mean I am limited in the data type my licenses allows me to access or is there some other issue I need to address.

                                        Thanks

                                        Duncan

                                        Comment

                                        • NinjaTrader_JessicaP

                                          NinjaTrader Customer Service

                                          • Dec 2015
                                          • 2457

                                            #9

                                            Originally posted by EastLondonKiwiView Post

                                            I found that instrument in the database, and I can add that to a chart, but I get no data from it? does that mean I am limited in the data type my licenses allows me to access

                                            Usually this is the case. I would like to invite you to visit Tools -> Instruments, find and edit your ZN instrument, and compare your settings to those I have attached, to ensure that your instrument mappings are not causing this. 06-17 is a recent expiry date.

                                            Attached Files

                                            Jessica P.NinjaTrader Customer Service

                                            Comment

                                            • EastLondonKiwi

                                              Junior Member

                                              • Sep 2016
                                              • 69

                                                #10

                                                Thanks Jessica

                                                My settings match your settings, so I have to assume it's my data feed.

                                                Thanks

                                                Duncan

                                                Comment

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