NinjaTrader Support Forum  

Go Back   NinjaTrader Support Forum > Application Technical Support > Automated Trading

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.

Reply
 
Thread Tools Display Modes
Old 11-27-2006, 12:06 AM   #1
virtu
 
Join Date: Nov 2006
Location: Bologna, , Italy
Posts: 7
Thanks: 0
Thanked 0 times in 0 posts
Post imported post

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
virtu is offline  
Reply With Quote
Old 11-27-2006, 12:53 AM   #2
NinjaTrader_Ray
Administrator
 
NinjaTrader_Ray's Avatar
 
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
Post imported post

Use "FDAX 12-06".

Ray
NinjaTrader_Ray is offline  
Reply With Quote
Old 11-27-2006, 01:35 AM   #3
virtu
 
Join Date: Nov 2006
Location: Bologna, , Italy
Posts: 7
Thanks: 0
Thanked 0 times in 0 posts
Post imported post

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
virtu is offline  
Reply With Quote
Old 11-27-2006, 01:48 AM   #4
NinjaTrader_Ray
Administrator
 
NinjaTrader_Ray's Avatar
 
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
Post imported post

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
NinjaTrader_Ray is offline  
Reply With Quote
Old 11-27-2006, 02:06 AM   #5
virtu
 
Join Date: Nov 2006
Location: Bologna, , Italy
Posts: 7
Thanks: 0
Thanked 0 times in 0 posts
Post imported post

Hi Ray,

sorry i can't find the field 'instrument name parameters'.

Thank you
virtu is offline  
Reply With Quote
Old 11-27-2006, 03:31 AM   #6
virtu
 
Join Date: Nov 2006
Location: Bologna, , Italy
Posts: 7
Thanks: 0
Thanked 0 times in 0 posts
Post imported post

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
virtu is offline  
Reply With Quote
Old 11-27-2006, 03:56 AM   #7
NinjaTrader_Ray
Administrator
 
NinjaTrader_Ray's Avatar
 
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
Post imported post

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
NinjaTrader_Ray is offline  
Reply With Quote
Old 11-27-2006, 04:01 AM   #8
virtu
 
Join Date: Nov 2006
Location: Bologna, , Italy
Posts: 7
Thanks: 0
Thanked 0 times in 0 posts
Post imported post

Hi Ray,

i use the e-mail interface, and the symbol is IB:FDAX in TS8 and Owndata.
virtu is offline  
Reply With Quote
Old 11-27-2006, 04:32 AM   #9
NinjaTrader_Ray
Administrator
 
NinjaTrader_Ray's Avatar
 
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
Post imported post

So in TS8, you open a chart using the symbol IB:FDAX ? If not, what is the symbol used in TS.

Thanks.
NinjaTrader_Ray is offline  
Reply With Quote
Old 11-27-2006, 04:36 AM   #10
virtu
 
Join Date: Nov 2006
Location: Bologna, , Italy
Posts: 7
Thanks: 0
Thanked 0 times in 0 posts
Post imported post

Hi Ray,

yes i open a workspace named 'NinjaTrader' and then a chart with symbol IB:FDAX.
virtu is offline  
Reply With Quote
Old 11-27-2006, 05:28 AM   #11
NinjaTrader_Ray
Administrator
 
NinjaTrader_Ray's Avatar
 
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
Post imported post

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
NinjaTrader_Ray is offline  
Reply With Quote
Old 11-27-2006, 06:36 AM   #12
virtu
 
Join Date: Nov 2006
Location: Bologna, , Italy
Posts: 7
Thanks: 0
Thanked 0 times in 0 posts
Post imported post

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
virtu is offline  
Reply With Quote
Old 11-27-2006, 08:40 AM   #13
NinjaTrader_Ray
Administrator
 
NinjaTrader_Ray's Avatar
 
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
Post imported post

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
NinjaTrader_Ray is offline  
Reply With Quote
Old 12-13-2006, 01:20 PM   #14
learner162
 
Join Date: Dec 2006
Location: , ,
Posts: 2
Thanks: 0
Thanked 0 times in 0 posts
Post imported post

Hi,

If I use the DLL interface can "IB:FDAX" be mappedto any symbol in NT?



Thanks,
learner162 is offline  
Reply With Quote
Old 12-13-2006, 04:27 PM   #15
NinjaTrader_Dierk
Administrator
 
NinjaTrader_Dierk's Avatar
 
Join Date: Mar 2005
Location: Bamberg, Germany
Posts: 9,994
Thanks: 0
Thanked 6 times in 6 posts
Post imported post

Sorry, not at this point.
NinjaTrader_Dierk is offline  
Reply With Quote
Reply

Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off

Forum Jump


All times are GMT -6. The time now is 05:09 PM.