API -Chart Data 404 when entering YM symbol

API Developers Community Support
1

Good evening,

I am going through the JS tutorial and I am getting 404 when running EX-10a- solution.
The symbol I am using in the UI is YM and I get 404 but when entering other symbols I do not get that bad request. Can you please let me know what is the symbol in TRADOVATE for futures YM data.

2

We do have some continuous charts, but charts usually require using a month code as well. Have you tried the YMH2 symbol?

1 Like
3

Perfect! thank you so much - This worked!!!
Can you please let me know where I can find a list + nomenclature of symbols that I can use with tradovate API. I was looking at this table https://www.tradovate.com/resources/markets/margin/ for symbols and was not aware of the H + month code. Thanks again!

4

Below is a list of the month symbols:

  • January F
  • February G
  • March H
  • April J
  • May K
  • June M
  • July N
  • August Q
  • September U
  • October V
  • November X
  • December Z

The trailing number is based on the year. H2 is kind of a shorthand for H2022. For example, ESH8 would have referred to the ES contract expiring in March of 2018.

Here’s a good list of markets that we have available.

1 Like
5

For what it’s worth… if you want to head down the rabbit hole.
It’s possible to use the websocket api to

  • first lookup contracts by string ‘YM’… using contract/suggest
  • Use the received maturity ids to lookup contract info by expiration using: contractMaturity/items
  • Then use that result to find the front month

Here’s a snippit that works for code that I have… took me quite the effort to get working… and is probably missing a few key points… and may be too complicated for you… but is a cool example to show how you can have code that automatically gets the frontmonth contract using the api

in the onmessage event handler where this.instruments is a javascript array of objects [{'SYMBOL': 'YM'}]
{
//sendContractRequest for each symbol
 for( const instrument of this.instruments ) {
        const request = `contract/suggest\n${++this.messageCount}\nt=${instrument.SYMBOL}&l=10`

        instrument.contractRequestMessageCount = this.messageCount
        log.verbose(`Sending: ${request}`)
        ws.send(request)
    }
    //console.log('instruments:', this.instruments)
}

let instrument = this.instruments.find(instrument => instrument.contractRequestMessageCount === message.i)
if(message.s == 200 && instrument) {
    //find the contract maturities
    instrument.contracts = message.d

    let maturityIds = []
    for(const contract of instrument.contracts) {
        maturityIds.push(contract.contractMaturityId)
    }


    const request = `contractMaturity/items\n${++this.messageCount}\nids=${maturityIds.toString()}`
    instrument.maturityRequestMessageCount = this.messageCount
    log.verbose(`Sending: ${request}`)
    ws.send(request)
}

instrument = this.instruments.find(instrument => instrument.maturityRequestMessageCount === message.i)
//if 200 return code and instrument count matches message 
if(message.s == 200 && instrument) {

    log.verbose(`instrument.contracts:${JSON.stringify(instrument.contracts, 0, 4)}`)
    const maturities = message.d
    log.verbose(`maturities:${JSON.stringify(maturities,0,4)}`)

    //from the maturities.. find the 'isFront=true'.. then find the contract that equals that maturity
    const maturity = maturities.find(function({ isFront, expirationDate }) {
        const expiry = new Date(expirationDate)
        const now = new Date()

        //https://stackoverflow.com/questions/3224834/get-difference-between-2-dates-in-javascript
        const _MS_PER_DAY = 1000 * 60 * 60 * 24;
        const dateDiffInDays = Math.floor((expiry - now) / _MS_PER_DAY)

        //Rollover is 8 days before expiry but..apparently isFront isn't accurrate near rollover - tradovate has value as true through expiration
        //and I don't want to be trading in the final minutes of a contract about to expire

        //expires every 3 months.. so 31 days *3 + 8.. lazy math = 100 days
        return( (isFront && dateDiffInDays > 7) || (!isFront && dateDiffInDays<100 ) )
    })
    log.verbose(`maturity Found:${JSON.stringify(maturity,0,4)}`)
    assert(maturity.id, 'No maturity was found! You like botched the logic near expiration')

    instrument.contract = instrument.contracts.find(({contractMaturityId}) => contractMaturityId === maturity.id)
    log.verbose(`contract found:${JSON.stringify(instrument.contract, 0, 4)}`)

    assert(instrument.contract.id, 'No contract was found!') //throw an error; we are NOT read

    // SEE IF INIT IS DONE now that we've found contracts; use filter to return full array that matches not just one record
    const readyInstruments = this.instruments.filter(instrument => (instrument.contract?.id))
    //now that a contract is found.. check if all instruments are finished.. else continue and dont set ready flag
    if(this.instruments.length === readyInstruments.length){
        this.ready = true  //used to indicate init is done
    }
}
1 Like
6

This is great. I love seeing the community help each other out!

Since you’ve gone down the rabbit hole, it is worth noting that the first result that contractSuggest returns is the front-month contract.

I’m happy to share my implementation, which uses the helper function tvGet from @Alexander’s tutorial:

let contract = await tvGet("/contract/suggest", {
            t: symbol,
            l: 1 // Request first result
        });

        contractId = contract[0].id;
        contractName = contract[0].name;
3 Likes
7

The reason I couldn’t use that was because I ran into trouble right around rollover. Depending on strategy, the last week of a contract’s life is usually not heavily traded. If I’m not mistaken, tradovate supplies frontMonth = true on contracts until expiry… which makes sense in some cases… and not in many others.

8

I see that if I want a continuous contract for the YM - I need to use @YM - does this support trading through the API?