View Full Version : No Market Data
05-03-2007, 01:51 AM
I am getting this message when my Tradestation strategy submits an order:
No market data available.
I see that NT is "Connected - External". Perhaps this is a symbol mapping problem.
I am using @ES.D; @ER2.D; @NQ.D for symbols. I have them in Symbols External as:
What's my problem?
05-03-2007, 01:59 AM
Hello RTS Trading:
Thank you for your post.
Are you able to receive data within the Control Center or any other Order Entry window prior to enabling the ATI?
Your symbol mapping is correct for the ES, it should be ES|06-07.
Please verify your datafeed setup for TS. Instructions can be found here:
05-03-2007, 02:25 AM
I did not have the ELD installed. However, the instructions mention to insert the NTExternalFeed strategy? I get an error in the User DLL? I am using the email method, not DLL method.
Do I need to use this strategy?
05-03-2007, 02:44 AM
Thank you for your reply. There are 2 things here:
1. Your datafeed connection to TS.
In order to receive data via the External Feed from TS into NT, the NTExternalFeed Strategy must be inserted into your TS charts.
When you recieive this message, can you click 'OK' and continue using?
The TS email interface enabled via ATI does not need this strategy inserted in order for automated trading.
05-03-2007, 02:48 AM
Ok, Thanks Ryan,
I cannot get the NTExternalFeed Strategy to work...see prior post with graphic.
I will try using IB feed....is there anything special I need to do to get it to work? I have TWS running but still am not getting any data to the NT Control Center.
I found the connection routine for IB and have it setup....I am getting "Connecting - Interactive Brokers" but no connection. THIS IS with FA TWS. Perhaps it won't connect properly with this TWS?
05-03-2007, 02:56 AM
Our instructions in the Connection Guide should help to verify any issues with the IB TWS connection. Here is the link below:
Ensure that you have these 3 items checked under Configure > API within TWS.
a. Enable ActiveX and Socket Clients
b. Download Open Orders on Connection
c. Fire openOrder on status change
Also, please verify your version. NT officially supports IB TWS Standalone v870.2
Let me know if this works.
05-03-2007, 02:58 AM
I have 871.3.........is that the problem?
05-03-2007, 03:03 AM
This could be the issue. As mentioned, we officially support v870.2.
You may download from our IB page at the link I provided below.
Go to the System Requirements section and choose 'Download'.
Let me know if this works.
05-03-2007, 03:12 AM
Ah! 870.2 works.......thanks, now I will see if orders transmit correctly. :)
05-03-2007, 03:35 AM
Ok, orders are being accepted now!
As for Tradestation, here is a graphic of the error window:
Appears some problem since I have multiple data in my chart? Can the Strategy be revised to avoid this issue?
05-03-2007, 03:42 AM
Unfortunately, we are not intimately familiar with the TS software and why you would receive such an error. Contacting TS directly on this would be the best course of action.
05-03-2007, 05:37 AM
Tried some more with the TS data connection.
1) Revised the NTEXTERNALFEED strategy by setting intrabarordergeneration = FALSE. I am not using intra bar orders. I do use stop/targets but they are set each bar.
2) I placed the NTdirect.dll into the TS program folder.
With these two changes I inserted the strategy once again and then no longer got the errror messages as before.
I did see in the log that the external data feed was "connected". I did see some data in the Control Center, BUT it was not updating?
If there is something else that is obviously wrong, a reply is ok, otherwise I will continue to use IB's feed.
05-03-2007, 06:05 AM
For your TS connection, I think the issue lies within the contract you are using.
Although we support the continuous contract @ER2.D, I have noticed that sometimes data does not get received within NT as efficiently as the individual contracts.
You can test by selecting the ER2M07 contract and change symbol mapping within NT to ER2.
05-03-2007, 10:53 AM
Tried 871.3 TWS again and it does work fine. :)