Symbol Mapping

[tmd]

I use the ATI function in NT along with the TS email interface and have the NT option of "Submit market order on TS fill" selected for routing orders from TS to NT. Recently, I mapped @SP.P to ESU07 but instead of being filled at market when TS issued the fill, I received a rejection. The NT Log gave the following reason: "No limits set for given account and contract type Affected Order: Buy 1 Market".

Do you have any ideas as to why this is happening and what I can do to fix it?

Thank you.

[NinjaTrader_Chris]

Hello,

The error message that you are receiving within NinjaTrader, is coming from your broker.

Please contact your broker and see if your account is set up for the order you placed as well as the contract you were trading.

[tmd]

I trade the e-mini S&P all the time so I'm pretty certain the problem is not with my broker.

Looking at the NT log again, I see that NT is trying to trade the symbol 'SP 09-07' but it should be trying to trade 'ES 09-07' according to how I set up the map in my TS workspace. That shouldn't be happening. Maybe symbol mapping in NT needs to be fixed for the following symbol map:

NinjaTrader;Account=xxx;Map=@SP.P,ESU07

[NinjaTrader_Ray]

I suspect your configuration is not complete. Can you check if you have properly mapped the ES instrument in NinjaTrader.

http://www.ninjatrader-support.com/HelpGuideV6/TradeStationSymbolMapping.html

[tmd]

That is not the problem either. My External Symbol Map is ES|09-07.

[NinjaTrader_Ray]

Could you try mapping it to:

ES

Thanks

[geoMEAN]

Hi,

I just found this thread and seems to be most relevant to what I'm trying to do. I just set up NT with Zen-Fire this afternoon and trying to get things set up to send signals via SMTP interface from Tradestation to NT/zen-fire.

Question:
I'm using the hybrid continuous contracts in tradestation such as:
@ER2M08.D and @ESM08.D
instead of the regular @ER2 or @ES

Do I need to do anything special with regards to:
a) naming my workspace specially (i.e. NinjaTrader;Map=@ER2M08.D,ER2M08)?
b) setting up mapping in instrument manager in NinjaTrader? I see the defaults are set to ER2 and ES for "external."

I guess I'm a little confused on when i have to map or not.

Thank you for your time.

[NinjaTrader_Vincent]

Hi,

Please take a look at the following for instructions on this:
http://www.ninjatrader-support.com/HelpGuideV6/TradeStationSymbolMapping

[geoMEAN]

I've already read that entire section of the user manual and it doesn't answer my questions.

My question is: Do I always have to map symbols in the workspace name when using tradestation?

And, what do I put as the second symbol? I ask because I don't know the format that NT uses for it's symbols. Do I put in ESM08 or will I have to put in the apparent NT format seen in the Instrument Manager: ES 06-08 ?

Thank you.

[NinjaTrader_Ray]

You do not have to add any mapping in the workspace name. Mapping is done in the Instrument Manager only.

[geoMEAN]

Ok now I'm very confused! :confused:

This what I want to do:

Use chart in Tradestation: @ER2M08.D. within workspace named "NinjaTrader". Based on what you just said, I don't need to name the workspace "NinjaTrader;Map=@ER2M08.D,ER2M08". However, I would need to go into the instrument manager for ER2 and change the 'external' field to @ER2M08.D.

Is this all correct, and if not, how should I do it?

[NinjaTrader_Ray]

You would use

ER2

for the mapping in the Instrument Manager. There was a time that we did not support the .D extension however, I believe with the latest version this has been overcome.

[geoMEAN]

How does NT know that when it gets a signal from @ER2M08.D in TS that it should go to the ER2 symbol in NT? Does NT ignore the @ symbol and parse out the ER2 and that's why you put ER2 into the instrument manager's external field?

Just trying to understand how on earth it would know the difference between a chart of @ESM08.D sending a signal and @ER2M08.D sending a signal...

Thanks

[NinjaTrader_Ray]

Yes, we parse information given to us from the TS generated email.

[tmd]

I'm trying to set up a TS workspace such that when the chart symbol @EMD.D signals a trade, the ES contract is substituted for execution in NT using the email interface. I'm using the following in my workspace name: Map=EMDU08,ESU08 but the EMD contract is being executed instead of the ES contract. I've been successful mapping a separate instrument in the past but cannot seem to get mapping to work this time. Please let me know what I need to correct for it to substitute the ES symbol properly. Thank you.

[NinjaTrader_Ray]

Please check Tools > Instrument Manager, double click on ES, click on Misc tab, under symbol mapping for "External" make sure you see "ES" excluding quotations.

[tmd]

It reads ES|09-08. That is how I set it up so that it would continue trading the September contract until I roll it over to the new December contract. Otherwise my swing positions would be a mess during rollover.

[NinjaTrader_Ray]

Not sure if this will work but can you try:

Map=EMDU08,ES 09-08

[tmd]

Did you mean "Map=EMDU08,ES|09-08"?

[tmd]

Never mind, TS does not allow | in the workspace name. I will give it a try and let you know.

[tmd]

The ES 09-08 designation does not work. It caused a rejected order from another strategy that trades the ES contract even though it was in a different workspace. This makes me think that mapping a contract in one workspace has an effect on another workspace even if they have unique names. Any other suggestions?

[NinjaTrader_Ray]

What if you just put in "ES" for the "External" map for the ES instrument? If you try this, restart NT afer you make the change before you try it.

[NinjaTrader_Ray]

Or, leave the map as you had it before "ES|09-08" and in the workspace try:

"Map=EMDU08,@ES"

[tmd]

I will give it a try. Can you please respond to whether mapping in one workspace affects another workspace even if it is not mapped. Thank you.

[NinjaTrader_Ray]

The map in NT is what is used anytime we parse an incoming email from TS.

TS send us a symbol (indpendant of workspace name) of the symbol charted. We take this information and use the map set in NT to properly route to the correct instrument.

[tmd]

So you are saying that using the Map=xxx,xxx in naming in a workspace, also affects other workspaces using the same symbol regardless of whether each workspace has a unique name and only one workspace has the Map=xxx,xxx in it. Is that correct?

[NinjaTrader_Ray]

That's not what I am saying.

What I am saying is that a workspace mapping has no affect on other sybmols. More to the point, a workspace name is irrelevant.

[tmd]

From my recent experience, it seems to have an affect on other symbols because the workspace mapping setup you gave me yesterday, Map=EMDU08,ES 09-08, appears to have caused me to have a rejected trade in a different workspace that did not have any Map=xxx,xxx in the workspace name. The NT Log shows this rejection was due to the ES 09-08 designation. It reads "...Rejected Instrument='ES 09-08' ". I have a couple years of experience trading the ES through the email interface and this is the first time I can remember having a rejected trade. So I have no other conclusion to make other than the Map=xxx,xxx designation does affect other workspaces even if they do not have the Map=xxx,xxx in the name. I can email my log if you'd like to see it.

[NinjaTrader_Ray]

The workspace name has no affect.
The change in mapping in the Instrument Manager --> This is what had the affect.

[tmd]

I did not change the mapping in the Instrument Manager. The last time I changed it was during rollover in June from the June to the September contract. The external mapping in the Instrument Manager is ES|09-08. Your literature/forum replies also show this is a correct way to map. And from my experience, I've never had a rejected order using the external map ES|09-08. Only when I added the Map=EMDU08,ES 09-08 to my other workspace did I receive a rejection. When I removed the Map=... from my other workspace, my stategy in the workspace that never had a Map=... initiated a trade as before without a problem.

[tmd]

In the past, when I executed trades through Patsystems I was able to use the Map=xxx,xxx with no problem but now I'm executing throught Zen-Fire. Could executing through Zen-Fire have anything to do with Map=xxx,xxx not working?

[NinjaTrader_Ray]

No, that has no impact either.

Did you try my suggestion in post #23?