TS8 to IB via Ninjatrader

[Widgetman]

Hi,

I am trying to get the email interface working from TS to Ninja with the sim account. I have IB as a data feed with a special 3rd party interface. I would like to use Ninjatrader as my trade platform if this works.

My question is when I get a strategy email fired off to Ninjatrader Sim account it sees the order come in ok, but always has a error message that the Instrument is not found. The email from TS sends the symbol as IB:6EU6 for the euro. can this be mapped to the Euro symbol in Ninjatrader so that Ninja knows this is the 6EU6 symbol and handles it appropriately. Please tell me the mapping conversion if it can be done. I have tried many different combo's with no luck. Any suggestions would be appreciated. Can it also be done with the Sim account so I can test it before I commit to leasing Ninjatrader ?

-Thanks

[NinjaTrader_Ray]

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Yes the simulation account can be used. Have you reviewed the following link:

http://www.ninjatrader-support.com/H...lMapping1.html

Ray

[Widgetman]

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Hi Ray,

Yes I have reviewed all info I could find on your help site. I have also tried all combinations I could think of. Can you or someone in technical please post a conversion for me so I can see what your program is looking for. what I need to know is what mapping symbol do I need to change. Is it the one for IB ? Also would it be something like IB:6EU6|6E ? Obviously I can not change it on the TS side since the email is canned and automated. Any help would be appreciated

-Thanks

[NinjaTrader_Ray]

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The link I posted below shows where the mapping needs to be. Mapping is for "External" and only needs to be set to "6E".

I am not sure what you mean by email is canned/automated in TS. TS natively doesnot send a symbol by the name of IB:6EU6. Where does that come from? Have you purchased a trading system or is this your own? Can you not have TS send the native symbol which is either going to be @6E or 6EU6 both of which will correctly map to NinjaTrader.


Ray

[Widgetman]

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Hi Ray

Thanks for trying to help me. As I stated earlier I have a 3rd party interface to my old version of TS I purchased a long time ago. This allows me to have IB and other sources act as a datafeed to my TS. Listed below are 2 lines from the Log I get back when a strategy order fires off a email to Ninjatrader. I have tried putting IB:6EU6 in the external field for the 6E symbol in ninja as well as several other combinations. No matter what I do Ninjatrader does not see this instrument. I tried to build a new Instrument called IB:6EU6 but the Instrument manager forces me to put in a expiry number which then makes it IB:6EU6 09-06. This results in a new instrument name that does not match.

At this point I am not sure ninjatrader will allow me to use my system as is and setup auto trades with it. I was hoping I could get this to work so I could switch to Ninjatrader. I have a custom system I developed over the last several years and unfortuneatey I can not change it. Any suggestions or help is appreciated. As always you try to help out even the weirdest of customers.

Thanks



9/5/2006 10:13:11 PM,ATI,TradeStation - Strategy Active Order for IB:6EU6: unknown instrument 'IB:6EU6',


9/5/2006 10:13:11 PM,ATI,TradeStation - Strategy Active Order for IB:6EU6: Buy 1 IB:6EU6 @ 1.2828 Limit on account 'Sim101'

[NinjaTrader_Dierk]

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Try setting the mapping to 'IB:6E'

[Widgetman]

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Hi,

Thanks for the suggestion. I tried it and also 'IB:6EU6' and IB:6EU6 in the external map on the 6E symbol. I am gonna give up on this project for now. Thanks for all the help.

[Widgetman]

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Hi Ray,

I decided to make one last attempt at trying to get the email interface working so I could evaluate Ninjatrader with some custom stuff I trade with. Listed below is the data sent over on a order sent from my TS interface. If I had to guess I would say that because I can not put a symbol in the left side of the manager screen that matches (IB:6EU6) without selecting a month date added onto it (IB:6EU6 09-06) I am getting the Instrument not found error. I have tried to add in the IB:6EU6 in the external slot on the symbol 6E, but it still does not convert and regonize it.
I know there are a lot of us out there who still use the old version of TS with a 3rd party interface to IB as a datafeed. It would open up a lot of potential customers for leasing each month if somehow you could make the instrument manager allow a symbol to be entered without having to select a contract expiry date. I tried a while back to also get the script interface working, but also ran into issues there on reliability. I had a couple friends who are current customers try my interface scripts and they also experienced the same issues using IB as a datafeed. I realize this may be asking a lot to fix,but I think you may gain a lot of customers if someone else does a proof of concept first using IB and TS. I am willing to beta test for you if the need arises. Thanks for your support and I wish you well in your venture with ninjaTrader.



Diagnostic Shows:


18:40:19:187 Server.SmtpServer.ConnectNow: new connection
18:40:19:250 Server.SmtpServer.Command: 'EHLO LOCALHOST'
18:40:19:312 Server.SmtpServer.Command: 'MAIL FROM:<[email protected]>'
18:40:19:375 Server.SmtpServer.Command: 'RCPT TO:<[email protected]>'
18:40:19:437 Server.SmtpServer.Command: 'DATA'
18:40:19:500 Server.SmtpSlot.Data: FROM:[email protected]
TO:<[email protected]>
SUBJECT:TradeStation - Strategy Filled Order for IB:6EU6

TradeStation - Strategy Filled Order for IB:6EU6
Order: Sell 1 IB:6EU6 @ Market
Account:
Occurred: 9/6/2006 6:40:18 PM
Signal: Sell
Interval: 5 Tick Bar



Log Screen Shows:
9/6/2006 6:40:19 PM,ATI,TradeStation - Strategy Filled Order for IB:6EU6: unknown instrument 'IB:6EU6',
9/6/2006 6:40:19 PM,ATI,TradeStation - Strategy Filled Order for IB:6EU6: Sell 1 IB:6EU6 @ Market on account 'Sim101'

[NinjaTrader_Dierk]

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I just checked by coding some hack to test the NT mapping routines using "IB:6EU6" -> worked fine.

Make sure you have set "IB:6E" for the "External" mapping on 6E.

[Widgetman]

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Hi Ray,
Well I will have to go back and see what I am doing wrong then. Thanks for testing it.
It must be something I am doing wrong.

[Widgetman]

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Hi Direk
Sorry I did not see that you posted the message instead of Ray. Did you leave the " marks as well when you typed the symbol in the 6E Instrument. I think what you mean is I should put "IB:6EU6" under the misc tab for the Instrument 6E in the External field.

[NinjaTrader_Dierk]

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Just IB:6E and not (!) IB:6EU6

[Widgetman]

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Hi Dierk,
Thanks a bunch for all the help. I think I have it working now. Now back to the real test of running and developing my own stuff. If this all works out ok you guys have a new customer.

[NinjaTrader_Dierk]

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Great