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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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Join Date: Nov 2006
Location: Bologna, , Italy
Posts: 7
Thanks: 0
Thanked 0 times in 0 posts
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Hi everyone,
i use TS8 with Owndata, from TSSupport, and Interactive Brokers. Because of Owndata i have in my TS8 the symbol of Dax future like IB:FDAX instead of FDAX, so i need to use IB: prefix for all symbols. When i use ATI trading, Ninja Trader dasn't recognise the symbols, then i create the respective symbols whith IB: prefix. Again Ninja Trader says in its log "TradeStation - Strategy Active Order for IB:FDAX DEC 06: unknown instrument 'IB:FDAX' ". Can anyone help me? Thank very much Gianluca |
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#2 |
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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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Use "FDAX 12-06".
Ray
Ray
NinjaTrader Customer Service |
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#3 |
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Join Date: Nov 2006
Location: Bologna, , Italy
Posts: 7
Thanks: 0
Thanked 0 times in 0 posts
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Hi Ray,
than i must set all the symbol mapping to 'FDAX 12-06' ? Sorry but is the first time i try to use ATI function. Thank you |
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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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Let me clarify.
By default, there is an FDAX instrument that existsin NinjaTrader Instrument Manager. The mapping to IB is already set up. You can check by going to the Instrument Manager, selecting FDAX, then add it to the default list (lower section of Instrument Manager, select expiration and exchange and press the "<" button). You will see "FDAX 12-06" for example if you selected the December contract. You can then connect to IB, open up any order entry window, select "FDAX 12-06" and see market data. When using the ATI, for the instrument name parameter, pass in "FDAX 12-06". Ray
Ray
NinjaTrader Customer Service |
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#5 |
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Join Date: Nov 2006
Location: Bologna, , Italy
Posts: 7
Thanks: 0
Thanked 0 times in 0 posts
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Hi Ray,
sorry i can't find the field 'instrument name parameters'. Thank you |
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#6 |
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Join Date: Nov 2006
Location: Bologna, , Italy
Posts: 7
Thanks: 0
Thanked 0 times in 0 posts
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Sorry Ray,
my problem is that Ninja Trader dasn't recognize the symbol sent from TS8 strategy with ATI and i don't understand what i must modify in Ninja Trader. Thak you |
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#7 |
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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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Are you using the DLL interface or the Email interface. If you are using the Email interface, what is the TS chart symbol you are using?
Ray
Ray
NinjaTrader Customer Service |
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#8 |
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Join Date: Nov 2006
Location: Bologna, , Italy
Posts: 7
Thanks: 0
Thanked 0 times in 0 posts
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Hi Ray,
i use the e-mail interface, and the symbol is IB:FDAX in TS8 and Owndata. |
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#9 |
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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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So in TS8, you open a chart using the symbol IB:FDAX ? If not, what is the symbol used in TS.
Thanks.
Ray
NinjaTrader Customer Service |
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#10 |
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Join Date: Nov 2006
Location: Bologna, , Italy
Posts: 7
Thanks: 0
Thanked 0 times in 0 posts
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Hi Ray,
yes i open a workspace named 'NinjaTrader' and then a chart with symbol IB:FDAX. |
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#11 |
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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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Virtu,
I just checked with development, this symbol will not work since we can not map from IB:FDAX to any symbol in NT. You need to use the standard TS symbol names such as @FDAX. Ray
Ray
NinjaTrader Customer Service |
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#12 |
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Join Date: Nov 2006
Location: Bologna, , Italy
Posts: 7
Thanks: 0
Thanked 0 times in 0 posts
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Hi Ray,
i use Interactive Brokers as a broker andOwndata and InteractiveBrokers to receive data from Eurex-DTB because Tradestation work only with US data. When i create symbols with Owndata, i must set a prefix for every data provider i use, for example with esignal i must use the prefix ES:<symbol>, with Metastock data i must use the prefix MS:<symbol>, with ASCII i must use ASC:<symbol> and for Intersctive Brokers i must use the prefix IB:<symbol>. So for every symbols i have the sintax <prefix>:<symbol>. Then when i open a chart the symbol i load are all with <prefix>:<symbol>. There is another solution with the Eurex-DTB market? Thank you very much. Gianluca |
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#13 |
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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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Hi,
Unfortuntatelywe do not have a solution since our internal symbol mapping/conversion expects to see TS formatted symbols. You could use NT6whichis currently in beta which supports full automated strategy development and backtesting. You couldeliminate TS altogether. Ray
Ray
NinjaTrader Customer Service |
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#14 |
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Join Date: Dec 2006
Location: , ,
Posts: 2
Thanks: 0
Thanked 0 times in 0 posts
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Hi,
If I use the DLL interface can "IB:FDAX" be mappedto any symbol in NT? Thanks, |
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#15 |
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Administrator
Join Date: Mar 2005
Location: Bamberg, Germany
Posts: 9,994
Thanks: 0
Thanked 6 times in 6 posts
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Sorry, not at this point.
Dierk
NinjaTrader Customer Service |
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