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.
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