PATS/esignal connectivity

[nicko9]

hi
1.) is ICE available via PATS yet? If not will it be in the next release?


2.) Can you add the order types taht are not native to the exchange but available via PATS (sioms) server. These require an "!" suffix. I.e a stop limit order on LIFFE would be sent as "SopLimit!"

3.) also is there a way I can get data from my esignal connection for an unsupported exchange by using the 'default' exchange? I want to get data into NT for the LME, a sample esignal symbol would be ZSD 3M-LME for the continuous contract. I tried using the currency type (as the symbol structure is similar and it is also continuous) but it didn't work.


thanks

N

[NinjaTrader_Dierk]

1) Should work already. Note: you have to set the right ICE ID for the instrument.
2) We'll add to our list.
3) Unfortunately this is not supported.

[nicko9]

thanks dierk I'll try ICE and wait for the order types - next release?

Btw, how do I get DJ news that I subscribe to via esignal to appear in the NT news window - can't find anything in the instructions

Nick

[NinjaTrader_Dierk]

- unfortunately there is no ETA on order types
- all news received live from eSignal (not historical!) are displayed in the new form

[nicko9]

I can't get connected now - i get this message in my log - can you tell me what it means and how to fix it?

9/4/2007 13:43 Default Pats.Callback.StartUp: exception caught: The changes you requested to the table were not successful because they would create duplicate values in the index

[NinjaTrader_Dierk]

It could be related to the order types you mentioned below ("These require an "!" suffix"). Please ask your broker to remove them.

[nicko9]

Dierk - the order types come from Pats - nothing to do with any broker


I can't connect to Pats - so its not like i'm trying to use a non-supported order type

[NinjaTrader_Dierk]

Your broker runs a Pats system and enables features for your account. Please ask him to remove the order types below. Thanks

In the meantime you could try to rename your DB file <my documents>/NinjaTrader6/db/NinjaTrader.mdb to get a fresh DB and to get back to working.

[nicko9]

Dierk, the feature called SIOMS enables PATS users to to place 'synthetic' orders such as stops and stop limit orders which are held on PATS servers rather than the exchange server. It would make no sense to disable this, if that were possible.


This was not a problem for NT previously, or currently on another machine using the same login to PATS which has just connected without error. It also worked fine on this machine until I tried connecting just now.

[NinjaTrader_Dierk]

Ok, so please proceed as per below.

On another note: Pats had supported synthetic orders since > 3 years now without needing the order types you described below.

[nicko9]

Dierk,

Patsystems Jtrader 6 user manual (page 58) states that when entering synthetic or time triggered orders "the order types for synthetic/timed orders are those with an exclamation mark" This is a PATS function i.e any message for an order type not native to an exchange must have an ! suffix for it to be accepted and held on PATS servers. If I send a stoplimit order type via Pats to to Liffe without the ! then it will always be rejected. Clearly I don't want to disable the SYOMS functionality (which works fine on my other NT connection).

Are you saying that it is possible to send such non-exchange supported orders via PATS without the ! because this is not their understanding (as I just discussed with them on the phone)? If it can be done then please explain how.

I now have the PATS connected to ICE (via another instance of NT taht works). The symbol code for ICE in the PATS page in the instrument manager is a long numeric relating (i think) to specific contracts months. Do I need to change the symbol map each timne the contract month changes for ICE and NYBOT instruments?

[NinjaTrader_Dierk]

- NT now had supported PATS synthetic orders for > 3 years. NT tries try use exchange native orders on Pats (if supported) and then goes with synthetic orders if native orders are not supported by the exchange. You can not control that, this is done NT internally.
As pointed out below: to get going I suggest renaming the DB.

- >> Do I need to change the symbol map each time the contract month changes for ICE instruments?
Correct. Not sure about NYBOT instruments.

[nicko9]

Dierk I placed a stoplimit through NT via PATS for Z Sep-07 that was rejected. I have attached the error message to this post.

this is what I have bbeen referring to - should this have been accepted?

Nick

[nicko9]

Also tried it as a GTC - log entries below:

Date
Category
Message




9/5/2007 15:39
Order
Combination order type 'StopLimit' and time-in-force 'Gtc' not supported by exchange 'Liffe' Affected Order: Buy 1 StopLimit @ 6400 x 6402

9/5/2007 15:39
Order
Order='e6ecbdb533c946ee85d808b785209d74/ND2MAELDN' Name='' New State=Rejected Instrument='Z 09-07' Action=Buy Limit price=6402 Stop price=6400 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=OrderRejected Native error='Combination order type 'StopLimit' and time-in-force 'Gtc' not supported by exchange 'Liffe''

9/5/2007 15:39
Order
Submitting order without strategy...

9/5/2007 15:35
Order
Combination order type 'StopLimit' and time-in-force 'Day' not supported by exchange 'Liffe' Affected Order: Buy 1 StopLimit @ 6400 x 6402

9/5/2007 15:35
Order
Order='831cea01e7f14f1fa6f8b9749f7e5dde/ND2MAELDN' Name='' New State=Rejected Instrument='Z 09-07' Action=Buy Limit price=6402 Stop price=6400 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=OrderRejected Native error='Combination order type 'StopLimit' and time-in-force 'Day' not supported by exchange 'Liffe''

9/5/2007 15:35
Order
Submitting order without strategy...

[NinjaTrader_Dierk]

Please ask your broker to setup your account for trading on LIFFE. He should enable the same order types and time-in-force (Day/Gtc) like you have e.g. for ES/Globex which I suspect works as expected.

[nicko9]

My account is set up for trading on Liffe - we trade many times every day in LIFFE financials and commodiites via NT. However, when I wnat to send an order like a stoplimit order which is not native to LIFFE I have to use PATS JTrader front-end to send the order. If i try to send this order type via NT then it is rejected in the way I just described to you.

globex works fine because it accepts just about any order type and synthetics are rarely required.

[NinjaTrader_Dierk]

Great.

If unfortunately your broker can not setup your account to support simulated orders as on other exchanges (CBOT/GLOBEX) then NT does not support these orders.

[nicko9]

Dierk, maybe I'm not making myself clear.

my account is set up to support synthetic orders on LIFFE, Eurex, etc -I place them regularly - but only via the PATS JTrader front-end .

The problem is that I can't place the same order type using the NT front-end.

So the problem I have, is that I must run both NT and Jtrader concurrently (using the same PATS connection) so that I can place all order types (native via NT and synthetic via Jtrader). If I could get NT to send a synthetic order (i.e. stoplimit to LIFFE) via Pats as you suggest is possible, then I wouldn't have to use the Jtrader.

I want to use NT to transmit all my order types - but I can't. this is what I need help with?

[NinjaTrader_Dierk]

>> I want to use NT to transmit all my order types - but I can't. this is what I need help with?
As explained below
a) NT only can submit only order types supported by your broker
b) NT does not support '!' orders
c) NT does support synthetic orders in general though

If your broker can not setup your account as explained (LIFFE similar to CBOT/GLOBEX etc.), then there unfortunately is no resolution to your problem.

Thanks for your understanding.