Rithmic (maybe ZenFire) CBOT Support

[heech]

Hi,

Is NinjaTrader aware of the Rithmic-based update being rolled out this weekend for CBOT instruments?

"As per the notification, previously sent on August 12, we are migrating the exchange symbology of legacy CBOT instruments and COMEX instruments in the Rithmic 01 Production environment this weekend (effective September 11, 2010). After this weekend instruments which are part of the CBOT (such as YM, ZN, ZS, ZC etc.) will need to be retrieved in R|Trader and R|Api with the exchange of CBOT instead of CME. Orders entered for these symbols will need to be entered with an exchange of CBOT.

After this weekend instruments which are part of COMEX (product codes include GC, HG, OG, SI, etc.) will need to be retrieved with an exchange of COMEX instead of NYMEX. Orders entered for these symbols will need to be entered with an exchange of COMEX."

I need to know how to configure these CBOT instruments in NinjaTrader for proper trading. Instrument manager is currently set (the default) to 'GLOBEX'. Do I need to now select 'eCBOT'?

My broker is Vision Financial

[heech]

I can confirm this is definitely broken.

I am unable to see quotes / trade ZS over Rithmic. I've tried setting the instrument manager to eCBOT and Globex, no joy.

[NinjaTrader_Chip]

Hello heech,

Thank you for your post.

For Critical Instructions For Vision Financial Markets Users, please see the following:

http://www.ninjatrader-support2.com/announcements/VisionFinancialMarkets_Announcement.php

Please let me know if you have any additional questions.

[heech]

Hello heech,

Thank you for your post.

For Critical Instructions For Vision Financial Markets Users, please see the following:

http://www.ninjatrader-support2.com/announcements/VisionFinancialMarkets_Announcement.php

Please let me know if you have any additional questions.

Hi there,

That took care of it, thanks.

[NinjaTrader_Chip]

Hello heech,

Thank you for letting me know. I’m glad to hear the matter is resolved.

Let me know if you need any further assistance.

Have a good one!

[heech]

Hi,

Unfortunately, *NOT* all is good. I'm getting data for the CBOT instruments, and my strategy has been able to place orders correctly. OnOrderUpdate() is also working correctly. I see my order going from Pending -> Accepted -> Working.

However, for whatever reason, OnExecution() is *NOT* working correctly for the new CBOT instruments. OnExecution() is not receiving the actual fill events for orders based on the CBOT instruments. If I look at order status, it actually does go to Filled correctly. It's only OnExecution() that's broken.

I have a single strategy executing on 10 different instruments. It is only the newly revised CBOT instruments that have this problem.

[heech]

Oh, it's even stranger than I thought. I looked at my chart, and it's not showing any of the fills either. (Usually fills show up with the red/blue arrows with price lines.)

So, it looks like NinjaTrader itself is not seeing any of the fills. This means you guys should be able to replicate the problem easily:

- make the change you guys recommend in the link above.
- open up a chart for ZS 11-10.
- sell one contract at market. Do you see an arrow/fill in the chart?

EDIT: Just to be clear, I'm sure the fills are actually occurring. They show up in the order list (in Ninja) as filled, and R|Trader shows the orders/fills as well.

[heech]

Oh, here's the problem right from the log:

9/13/2010 9:12:38 AM Order Order='2869808' Name='ZS 11-10|59|LN 179' New State=Filled Instrument='ZS 11-10' Action=SellShort Limit price=0 Stop price=0 Quantity=5 Type=Market Filled=5 Fill price=1031 Error=NoError Native error=''

9/13/2010 9:12:38 AM Default Hosted.Adapter.FromProvider: unable to convert exchange 'CBOT' and ticker 'ZSX0'

[NinjaTrader_Bertrand]

heech, can you please send me trace / logs via Help > Mail to Support to my Attn so I can review?

Thanks for your support

[heech]

heech, can you please send me trace / logs via Help > Mail to Support to my Attn so I can review?

Thanks for your support

It'll have to be after market, since I know Help->Mail To Support takes a while to zip up all the files.

Alternatively, if you want to tell me the exact path of the log file you're looking for... I can pull that out and send it to you. Feel free to email me direct, I think you have my address.

[NinjaTrader_Bertrand]

Sure, I just replied to your email. Thanks

[heech]

Just to confirm, the problem turns out to be my version was outdated. I was on 6.5.16, rather than the required .17.

I have not yet tested in my code, but I know the chart issue is resolved. Appreciate the prompt reply from NT.