Tradestation Symbol Handling

[jonno]

I am having a problem with the ATI and Tradestation.

Before I say its an ATI issue I wanted to check something.

I noticed that the ATI functions use "GetSymbolName" (Tradestation function) to automatically figure out the chart symbol. Can you please explain the symbol mapping that goes on between Tradestation and NinjaTrader via the ATI ?

For example, I am using a Tradestation chart that has the symbol "ER2H06.D". In the ATI function, the embedded GetSymbolName translation will therefore literally be "ER2H06.D".

As a second example, I am using a 3rd party product to get eSignal data into Tradestation. This enables me to trade the DAX, SPI200 etc.. on foreign markets but using Tradestation strategies/charting

The SPI200 symbol that is returned via GetSymbolName is "AP Z5-SFE" (the equivalent symbol in NinjaTrader Instrument Manager is "SPI" on the SNFE exchange). I cant see any way that this can be recognised by NinjaTrader ATI so that an order can be placed. In fact I have tried already and the ATI does not successfully place an order. My assessment is that it is because of the symbol mapping limitation built into the functions.

Can you please explain the symbol mapping that goes on between Tradestation and NinjaTrader via the ATI ?

Hope that is clear. Please let me know if not.


Thanks

[NinjaTrader_Dierk]

a) ER2H06.D will not work. Only ER2H06 is supported by the automated mapping logic.
b) There always is the option of providing the accurate NT symbol at the DLL interface level. However, since requires tweaking the shipped (EasyLanguage) wrapper functions and taking care of the mapping by yourself. By the looks of it this would be the recommended solution for your sample (2).

[jonno]

ok thanks.

can you please confirm the exact format required for the SPI. lets say its the March 2006 contract. should it be "SPIH06" or should it be "SPI200603" or "SPI0603" or something other......? appreciate if u can confirm.

cheers

[Merv]

janno,

Would be very interested in what 3rd party software you are using to get the DAX into TradeStation to allow it to be used in strategies. Could you share what and how please?

Merv

[jonno]

merv
www.tssupport.com

OwnData product

[NinjaTrader_Dierk]

jonno wrote:
ok thanks.

can you please confirm the exact format required for the SPI. lets say its the March 2006 contract. should it be "SPIH06" or should it be "SPI200603" or "SPI0603" or something other......? appreciate if u can confirm.

cheers



"SPIH06" (NT will map) or "SPI 03-06 Snfe" (NT native).