View Full Version : Symbol Mapping from TS to NT
I trade though Global Futures with executions going through Patsystems. For my trading platform, I'm currently using Tradebolt to autoexecute trades from TS using various TS strategies.All of my strategies use TScontinuous contracts which I then "map" to Tradebolt so that Tradebolt knowswhich contract to trade.
For instance, I"map" the continuous contract, @ES.D, to trade the June E-mini S&P in Tradebolt. I also, "map" the continuous contract for the big S&P, @SP.P, to trade the same June E-miniS&P in Tradebolt since some of my strategies were designed to give signals using the big S&P.
CanI set up NT to do the same? I've tried setting up the Instrument Manager such that the symbol name ES has the "Symbol map - External" as ES|06-06. Is this correct or should the symbol map be ES.D|06-06. Also, what about mapping the big S&P to trade the e-mini S&P?
NinjaTrader_Ray
04-19-2006, 10:13 AM
Symbol mapping for the S&P emini in TS to NT should be ES|06-06. I am not sure if mapping the pit contract to the electronic is possible. Will research and reply back by tomorrow morning.
Based on your reply, I'm assuming that whether I use @ES.D or @ES as the symbol for my TS strategy, the correct NT symbol to map is ES|06-06. Is that right?
If the pit traded contract cannot be mapped, it sure would be nice to have that ability included in the next release.
Thanks.
NinjaTrader_Ray
04-20-2006, 01:39 AM
You can map the pit contract to the mini. I am not sure what the pit symbol in TS is but lets assume it is "@SP" for the continuous contract.
In the ES instrument in the NT Instrument Manager, you would set the Symbol Mapping - External to : SP|06-06 which would then map the @SP symbol to the ES 06-06 contract.
Downside: There is only a one to one mapping from TS symbol to NT symbol. If you set up the mapping as described above, you would not be able ot trade @ES in TS to ES in NinjaTrader since NinjaTrader is mapped to @SP.
Ray
Will opening two NT platforms(both with separate accounts) work around this downside? Then I could set up separate workspaces in TS and assign each workspace a different "Account=xxx;" for each NT platform. Any thoughts?
NinjaTrader_Ray
04-20-2006, 02:43 AM
You should not run two instances of NT at the same time. That being said, here is an idea. I have not tried this but I suspect it should work.
Create another instance of ES in the Instrument Manager. Give it a master name ESALT or something unique. This new instrument should be identical to the default ES that installs with NT.
You now have two instruments in the instrument manager that map to the same broker side instrument (ES).
In the "ES" instrument set mapping to "ES|06-06".
In the "ESALT" instrument set mapping to "SP|06-06"
Try this out in the simulator first.
I'll give it a try and let you know. Thanks.
I created ESBIG and copied everythingas you suggested but it did not work. Is it possible thatbeing on the Demo version of NT has somethingto do with this since the symbols I can trade are predefined?
I also tried just mapping the big S&P externally to the ES and that worked.
So I'm wondering if it is possible to have two like-namedES symbols in the Instrument Manager? The only difference is that one is mapped to take a signal from an ES chart and the other is mapped to take a signal from an SPchart?
NinjaTrader_Ray
04-20-2006, 08:47 AM
Did you set up proper symbol mapping for Patsystems?
I set up the symbol mapping for ES, ER2, NQ, YM & EMD. However, since this is the demo version,neither YM or EMD are included in the patsystems list so I have to wait until I get an actual account to add YM and EMD.
Everything else worked fine except for ESBIG. Also, I tried adding another ES and it deleted theexisting ES in the InstrumentManager. So I'm stillwondering if being in demo mode is in any way affectingESBIG?
NinjaTrader_Ray
04-20-2006, 09:01 AM
ESBIG shoud work if the mapping for Patsystems is set correctly, not the mapping for TS (External Feed).
Howcan I determine if the mapping for Patsystems is set correctly? Is this something I can fix or does this reside within Patsystems?
NinjaTrader_Ray
04-20-2006, 09:43 AM
See image.
Okay...I understand. I didn't realise I needed to map it to patsystems with the ES. Itwas blankbutI've corrected it now. Thanks for all your help.
NinjaTrader_Ray
04-20-2006, 12:23 PM
For ES just put in ES as per the image in the prior post. If you get data then it is correct.
When I manually submit an order for ES, the order shows up in the Control Center as ESBIG. I looked at ES in the instrument manager to make sure the mapping for "Symbol map - External" was ES|06-06 and it is correct. This does not pose a problem with the ATI. However, if I'm manually trading, this bug causes a problem.
The Superdom order entry window does not show that I have a position in ES even though I used the ES instrument to execute the strategy. But it does show the strategy stops and profit targets. If I switch the instrument to ESBIG, it shows the position but does not show the strategy stops and profit targets.
Any suggestions? Thanks
NinjaTrader_Ray
04-28-2006, 04:56 AM
No suggestions, that is a limitation since we are really working around the intended design of the system. You have created two separate instruments and therefore positions willl be attached to the orignal instrument used to create the position.
In this case, the original instrument that created the position was ES, not ESBIG.
My thinking is that if I used ESBIG in the superdom to create a position, it would trade ES but be listed as ESBIG in the control center. And if I used ES in the superdom to create a position, it would also trade ES but be listed as ES in the control center and not ESBIG. It just doesn't make sense to me why it's not working this way.