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| Automated Trading Support for automated trading systems using NinjaScript. Support for our ATI (Automated Trading Interface) used to link an external application such as TradeStation and eSignal to NinjaTrader. |
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#1 |
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Member
Join Date: Apr 2006
Location: , ,
Posts: 38
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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. |
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#2 |
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Guest
Posts: n/a
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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. |
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#3 |
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Member
Join Date: Apr 2006
Location: , ,
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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 |
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#4 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
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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/H...olMapping.html
Ray
NinjaTrader Customer Service |
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#5 |
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Member
Join Date: Apr 2006
Location: , ,
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That is not the problem either. My External Symbol Map is ES|09-07.
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#6 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
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Could you try mapping it to:
ES Thanks
Ray
NinjaTrader Customer Service |
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#7 |
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Member
Join Date: Mar 2008
Posts: 69
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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. |
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#8 |
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NinjaTrader Customer Service
Join Date: Mar 2005
Location: Amsterdam, The Netherlands
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Hi,
Please take a look at the following for instructions on this: http://www.ninjatrader-support.com/H...nSymbolMapping
Vincent
NinjaTrader Customer Service |
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#9 |
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Member
Join Date: Mar 2008
Posts: 69
Thanks: 0
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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. |
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#10 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
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You do not have to add any mapping in the workspace name. Mapping is done in the Instrument Manager only.
Ray
NinjaTrader Customer Service |
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#11 |
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Member
Join Date: Mar 2008
Posts: 69
Thanks: 0
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Ok now I'm very 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? |
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#12 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
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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.
Ray
NinjaTrader Customer Service |
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#13 |
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Member
Join Date: Mar 2008
Posts: 69
Thanks: 0
Thanked 0 times in 0 posts
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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 |
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#14 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
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Yes, we parse information given to us from the TS generated email.
Ray
NinjaTrader Customer Service |
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#15 |
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Member
Join Date: Apr 2006
Location: , ,
Posts: 38
Thanks: 0
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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.
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