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    bug API > symbol

    Hi

    Tradestation<>NinJa:
    Error with the continus contract ES

    @ES > 24/24 continus is OK work
    @ES.D > open session daily is NOT OK and don't work

    For your information: symbol".D" = Tradestation daily version

    Regards
    Vincent

    #2
    Sorry, I read your post several times but I don't understand what you mean. Guessing: NT session settings are only applicable to intraday data but not to daily data.

    Comment


      #3
      Hallo Dierk

      simple:

      "@ES" symbol is recognized by NinJa

      "@ES.D" symbol is NOT recognized by NinJa

      Comment


        #4
        Please be specific: what do you mean by "not recognized"?

        Comment


          #5
          // IB, interactive brokers
          on interactive brokers (IB) trader workstation (TWS)

          I have one ticker line:
          Symbol = ES
          Position = 4 (= long 4)

          //TS, tradestation
          in Radarscreen
          with
          a) with Symbol = @ES
          and f.e. realpos= NTMarketPosition("") > then REALPOS = 4 = OK

          b) with Symbol = @ES.D
          and f.e. realpos= NTMarketPosition("") > then REALPOS = 0 = NOT OK

          the NT api work also with @ES and deliver correct result, but it doesn't work with @ES.D and deliver 0

          Comment


            #6
            Your findings are correct. NT is working as expected.

            However, we'll add a feature request to our list.

            Comment


              #7
              no Dierk... NT is NOT !! working as expected

              if you developp a strategy only with the daily ES (= @ES.D )
              and you ask
              realpos= NTMarketPosition("")

              then the variable REALPOS = 0 = and this is not working as expected

              this is a critcal big difference between @ES and @ES.D

              @ES = continuous = from 0:00 to 24:00
              @ES.D = open session only = from 09:30 to 16:00

              Comment


                #8
                NT is working as expected, since you only have one ES position in NT which is reported as you call NTMarketPosition for @ES.

                Comment

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