Using Exchange-Suffixed Contract Symbols in VeighNa Strategies

Summary

This discussion addresses a VeighNa strategy-creation error indicating that a local contract symbol lacks an exchange suffix. The response explains that a contract identifier should pair its instrument code with an exchange code, separated by a period. It gives examples for several Chinese futures exchanges and notes that exchange codes should be uppercase and must correspond to the instrument. The suggested practical step is to look up the contract and its exchange in VeighNa Trader before entering the symbol in strategy configuration.

The response also mentions historical data loading as a possible source of strategy initialization problems, but does not connect it directly to the missing-suffix error. The central explanation is a symbol-formatting diagnosis, not a trading method. The examples and guidance come from an AI-generated forum response; the discussion contains no follow-up confirming that the proposed format resolved the user's problem. Traders should verify current contract identifiers and exchange mappings in their own installation, especially where symbol conventions differ across gateways or instruments.

Key ideas

• VeighNa strategy symbols are described as requiring an instrument code and exchange code separated by a period.
• The exchange suffix should match the contract and use uppercase lettering.
• VeighNa Trader's contract lookup is suggested as a way to confirm an instrument's symbol and exchange.
• The discussion offers no user follow-up confirming that the suggested correction fixed the error.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.