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OrderID and custom strings

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    OrderID and custom strings

    Hi.
    I'm currently working on a system where I use NinjaTrader as base to route incoming orders to their respective brokers. At the moment I am currently working on an application that collects information from NinjaTrader and store that on a webserver (to be able to watch open position etc). Since we will be using a lot of different systems, there is a need to identify all the trades a particular system does.

    One way of identify the system that made the transaction would be to use the OCO or OID field.

    We are currently using the email interface to get all the orders that TradeStation generates.

    Is it possible to set the OCO/OID field from TradeStation before the email is sent, or in any other way, show which strategy that generated the order? I know a product that is based on NinjaTrader that support this by naming the workspace like "NinjaTrader Symbol=Ym 06-12!Exchange=Globex!".

    Another way would be to have our own smtp server that filled in/reconstructed the generated email in some way so NinjaTrader get the OCO/OID field from the mail.

    The third and least attractive way would be to construct a smtp server that parsed the incoming email, connects to NinjaTrader and file the order by ATI (which supports a custom OCO/OID field).

    I hope you understand want we would like to archive.

    best regards,
    Fredrik.

    #2
    imported post

    Hi Fredrik,

    Thanks for your thorough explanation. There currently is no way to ammenduse the existing TS mail interface to send the OCO information.

    Your two other suggestions are valid options and another alternativewould be to use our upcoming NT6 and run your strategies natively in NinjaTraderusing NinjaScript which is C# based. If you have interested in the latter, please let me know.

    Ray
    RayNinjaTrader Customer Service

    Comment


      #3
      imported post

      Thanks for your quick reply. Kind of guessed that it would be impossible to do something from the TS side. Mailed your support before with questions about NT6 beta, and it seems it will provide about everything we need for our product. At the moment I don't know if it will be possible to run the strategies natively in NinjaTrader because of the way they are supplied. Some are made to be executed in TS while the others simply generates signals for us to process. In the end, we will probly use a combination of your ATI interface along with a lot of NinjaScript. But in the beginning we simply decided to use the email interface since it was quicker to set up.

      But in the end it’s hard to say what we will need, since we are only in the beginning of constructing our trade system. But I can say now that it seems NinjaTrader are the best platform to work with because of the ATI and NinjaScript support. So we will put the work on NinjaTrader on ice while we wait for the beta to be launched.



      Havn't found much information about the beta except some topics here in the forums, but from your email reply it seems it will arrive soon for subscribers such as myself. Have the release notes been released yet, or will they get released when the beta is launched?

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        #4
        imported post

        Once beta is launched it will come with full information.

        Ray
        RayNinjaTrader Customer Service

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