Operations > Automated Trading > Automated Trading Interface (ATI) > File Interface

OIFs must be written to the folder "My Documents\<NinjaTrader Folder>\incoming" and be named oif*.txt. You can simply send an oif.txt file however, it is suggested that you increment each OIF so that you end up with unique file names such as oif1.txt, oif2.txt, oif3.txt. The reason is that if you send a lot of OIFs in rapid succession, you do run the risk of file locking problems if you always use the same file name. This will result in a situation where your file is not processed.

Each file must also contain correctly formatted line(s) of parameters. You may stack the instruction lines so that each file contains as many instruction lines as you desire. The delimiter required is the semicolon and this section is a good reference for generating correctly formatted OIF. Files are processed the instant they are written to the hard disk without delay.

Please reference the Commands and Valid Parameters section for detailed information on available commands and parameters.

The following are examples of the required format for each of the available commands. Required fields are embraced by <> where optional fields are embraced by [].

CANCEL COMMAND

CANCEL;;;;;;;;;;<ORDER ID>;;[STRATEGY ID]

CANCELALLORDERS COMMAND

CANCELALLORDERS;;;;;;;;;;;;

CHANGE COMMAND

CHANGE;;;;<QUANTITY>;;<LIMIT PRICE>;<STOP PRICE>;;;<ORDER ID>;;[STRATEGY ID]

CLOSEPOSITION COMMAND

CLOSEPOSITION;<ACCOUNT>;<INSTRUMENT>;;;;;;;;;;

CLOSESTRATEGY COMMAND

CLOSESTRATEGY;;;;;;;;;;;;<STRATEGY ID>

FLATTENEVERYTHING COMMAND

FLATTENEVERYTHING;;;;;;;;;;;;

PLACE COMMAND

PLACE;<ACCOUNT>;<INSTRUMENT>;<ACTION>;<QTY>;<ORDER TYPE>;[LIMIT PRICE];[STOP PRICE];<TIF>;[OCO ID];[ORDER ID];[STRATEGY];[STRATEGY ID]

REVERSEPOSITION COMMAND

REVERSEPOSITION;<ACCOUNT>;<INSTRUMENT>;<ACTION>;<QTY>;<ORDER TYPE>;[LIMIT PRICE];[STOP PRICE];<TIF>;[OCO ID];[ORDER ID];[STRATEGY];[STRATEGY ID]