Patsystems and SPI

[gert74]

I am using eSignal as the data provider and Patsystems for order executions.

I am getting errors whenever I try to execute orders through NinjaTrader for SPI futures using the default instrument settings.

The error I get is OrderRejected with the following description: "Unknown instrument. Unable to submit order".

However, after entering some orders with the Patsystems software, NinjaTrader picks those up from the account and creates a new instrument called S_AP. It is possible to execute orders from NinjaTrader using this newly created instrument.

I have tried to modify the SPI instrument with the settings from the S_AP entry, but have not been able to get it working.

Could you please have a look at that instrument and tell me if the problem lies with me or NT?

[NinjaTraderEcosystem_Ryan]

Hello:

Thank you for your post.

Let's verify the following...

1. After connecting to Patsystems, go to Tools > Instrument Manager > Pats Button. Click on the Pats button and verify if the SPI is listed as an available tool for trading.
2. Please add the SPI contract to your Default Instrument Manager List. From the Control Center, go to Tools > Instrument Manager > Select the SPI Futures contract and add to the list by clicking your '<' arrow button. More information can be found here:

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

3. Please send us a screen shot of the Instrument specs you are able to receive data for within NT and we can verify if this is the correct contract.

Best regards,

[gert74]

1. It is in there, althoug it is called "AP SP200", but it has the S_AP symbol, so that is the one.
2. Adding to default instruments seemed to make no difference one way or the other.
3. Screenshots attached of the Pats symbol list as well as the two settings tabs of the instrument that NT adds after I enter an external order.

[rt-trader]

gert74,

I notice from the images you posted that the broker authorised symbols include expiry months for Aug, Oct etc when the SPI runs quarterly only contracts. If you are picking up an Aug symbol equivlent then this may be part of your problem.

Also, I understand that the order of connection is important - if your data data coming from eSignal and order execution via PATs then you must connect to eSig first. The eSignal symbol for the SPI is AP|SFE for the day contract and APS|SFE for 24 hour.

That code must be entered next to eSignal in the Symbol map, (and the correct S_AP next to Pats). See attached images...

Once you have the symbols entered correctly in the Instrument Manager, then make sure that you select exchange and expiry 09-07 before before moving it into your default list.

Hopefully that should work.

Out of curiousity which broker are you using?

[NinjaTraderEcosystem_Ryan]

Hello gert74 and rt-trader:

I would like to confirm rt-trader's suggestions on how to proceed to successfully receive data from both eSignal and Patsystems.

Thank you for sharing with the community rt-trader!

Enjoy your day and happy trading.

[gert74]

I can confirm that the selected expiry of the instrument is 09-07.

Also, I have manually edited the automatically S_AP instrument and set the appropriate eSignal symbol (SP|API).

So in the end I am able to trade using that newly created symbol.

The only problem is that as part of our operational routine, we nuke the NT database every Monday morning and start from scratch, in order to clear out old historical data, etc.

This means that the instrument list is also reset and I have to start the whole process over (picking up the instrument from an external order, etc.).

So therefore I would of course prefer that the default SPI instrument works.

I have tried to compre the two instruments side by side, and the only obvious difference I can see is the exchange. The default SPI instrument is set to Snfe, while the instrument created from the external order is set to Sfe.

I tried to change the exchange setting of the SPI instrument to Snfe, but I remember that causing a different error when I did it. I will give it another shot after we clean the database.

In this instance the broker used is ManFinancial.

[NinjaTraderEcosystem_Ryan]

Hello:

Thank you for your reply.

By default, this exchange is preset to the 'SNFE', which works for most of our datafeeds.

If you manually delete your database each week, you will have to change the exchange to the SFE each time you setup the instrument following the dropping of your database.

Best regards,