PATS & SPI Futures Contract

[trumpy]

Hello,

Do you happen to have the order types accepted by PATS with the SPI contract traded on the Australian Stock Exchange/Sydney Futures Exchange. I am getting multiple errors when placing orders in the log. I have called my broker and so far they say they do not have this information so hoping you can help me on this.

Are there any changes I need to make to the DOM to get rid of some of these errors?

I am using NT 7.0.0.18 and this is a LIVE account. I am connected to eSignal first so as to recieve non-filtered data and PATS second.

Here are some of the errors in the log;

"RCG PATS. No Such Exchange affected Order: Sell 1 Market"
"RCG PATS. Pats.Adaptor.Change.GetCurrentOrderType failed affected order: Sell 1 Stop @ 4390"
"RCG PATS. Combination order type 'StopLimit" and time-in-force 'Day' not supported by exchange 'Sfe' affected order Buy 2"
"RCG PATS. Combination order type 'StopLimit" and time-in-force 'Gtc' not supported by exchange 'Sfe' affected order Buy 2"


Any help appreciated.

Thanks

[trumpy]

I just had another thought of something that may be related? I checked my Instrument Manager Settings for the SPI contract and under exchanges the following were checked;

Default
SFE
SNFE

The Sydney Futures Exchange (SFE) was acquired by the Australian Stock Exchange (ASX) so really not sure what exchanges I should have checked in the Instrument Manager setting but wanted to bring this up in case it is related to the errors I am receiving.

Thanks

[NinjaTrader_Bertrand]

trumpy, thanks for the report - can you please check which exchange would be listed for the PATS symbol directly if you click on the little PATS button in your NinjaTrader instrument manager while connected?

[trumpy]

Hi - ok I just checked the PATS button and the exchange for the SPI is listed as SFE. Is it likely that having SNFE and DEFAULT checked in Instrument Manager could be the cause of these issues?

Thanks

[NinjaTrader_Bertrand]

trumpy, if you're connected live to PATS: are you receiving then realtime Level 1 market data for the SPI futures in the Control Center for the frontmonth?

If not, then please set the symbol up with the SFE exchange and move it fresh to your default instrument list and recheck.

[trumpy]

Hi - Yes if I am connected to PATS only I am receiving L1 and Market depth through PATS. I have removed the "SNFE" and "DEFAULT" from the Exchange list in the Instrument Manager.

Do you have the list of order types that the SFE supports by chance? Do you think this might have been the cause? I would like to trade tonight so just looking for a clear answer before trading live again.

Thanks

[trumpy]

Also just to add to this I have recieved the Exchange Admin Guide for the Sydney Futures Exchange (SFE) that lists accepted order types etc. After reviewing this I am still a little confused about translating this with Ninja using the DOM. If you like I can send it to you to review.

Thanks

[NinjaTrader_Bertrand]

trumpy, I would unfortunately not have an info for the SNFE supported order types on PATS, the most up to date info on what would be supported / TIF setting to use would likely be known by your broker. You can of course also fwd me the admin guide you got and I take a look (support at ninjatrader dot com Attn Bertrand).

Thanks

[trumpy]

I traded again tonight and got more errors with both Stop Market and Stop Limit. When my Stop Market order was touched by price Ninja also crashed after an error popped up on the screen. This is while I had an open position. I have emailed in the log and trace files so you can review them.

Thanks

[NinjaTrader_Bertrand]

Thanks, I just replied to your note directly.

[trumpy]

I had a conversation with my Broker (RCG) IT Support today who have been liasing with PATS. I had sent my broker the PATS Trace files ()My Documents\Ninja Trader 7\bin\PATS) and the Order ID"s of the Stop Orders that had been rejected. PATS reviewed the trace files and say that the problem is that when Ninja submits the Stop Market or Stop Limit order (which is simulated on my PC) that it is not sending it to the correct Exchange (SFE - Sydney Futures Exchange). They claim it is just blank in this field.

Does this shed any light on things and do you have any suggestions of what I can change in the Instrument Manager Settings to troubleshoot this issues?

Thanks

[trumpy]

Guys could I get some help with this one please? I can help setup a call with PATS if needed but right now it looks like the problem is with Ninja according to them.

Thank you

[NinjaTrader_Bertrand]

trumpy, sorry for my late follow up - could you please fwd me the trace / logs / PATS trace files to support at ninjatrader dot com to my Attn - I'll then work on getting a test account to simulate this issue here on my end - thanks for your support and patience.