Tradestation Connection Symbol Mapping + some else

[danilam]

Hello,
I was able to connect my TS feed to NT7, which is great!
1) However, I also want to observe some tickers in NT for which I have only delayed (10m) feed from TS. Is there any way I could create a separate instrument in NT, so that it wouldn't be messed up? So i want to have a separate instrument for delayed live feed from TS and normal instrument for historical data (suppose even the same TS), in which there wouldn't be any streaming from TS feed. The reason is inside itself TS corrects time for delay, suppose now is 15.10, TS would show 15.00 in charts, but when NT receives the data it stamps it with current time.

So, I tried to create another instrument with the same Symbol map for External connection, but id didn't work.

2) Also I've read from help section that one should use the instrument with nearest expiration when using live streaming from TS? Is there a way to do it differently? Suppose, to stream to ##-## (continuous) instrument where I had initial historical data?

3) And some other issue regarding my custom indicator and this live feed from TS.
I use onMarketData in my code, so when I was just developing and testing it with internal NT marketReplay, I was told eventually that in order my indicator to work with onMarketData event I have to have any number of bars be preloaded on chart.
It looks like it's still the case for live feed from TS? I don't think it's correct and consider it as bug. Is it? Can I request it to be fixed? It doesn't make a lot of sense, I think..

4) OK. I can work around that for normal candles, but I also wanted to test range bars. So in this case I can't have any preloaded number of those, as I had only 1minute historical data. And even though range bars are generated from live feed I can't apply my custom code to them, as it uses onMarketData event.

Thank you for your help in advance!

[NinjaTrader_Bertrand]

danilam, thanks for the post.

1) We would not support the delayed data here, so we could not correct for the timestamp change TS applies, but with 2 symbols you should be fine - NT will stamp the live data on closing bar time as received. If you don't want to external feed to apply any data to your other symbol then don't set a map for it under External, just set one for the simulator (at least one map needs to be set).

2) Unfortunately that's not supported for this interface as we have seen irregularities with TS's continuous contracts.

3) This is not a bug but expected behavior, please ensure to have some historical bars loaded prior to starting your OnMarketData() related script - this item is on developments list to review for potential changes in a future NT version.

4) Correct that would be a slight limitation for this interface then on your Range bar charts. You can though store the real-time tick data received (Tools > Options > Data >> Store realtime bar data).

[danilam]

Thank you, Bertrand!

Please, indeed take another vote to be able to workaround this issue with onMarketData not working without preloaded bars.

I was able to disable streaming of live feed into native ES symbol. However I can't set up TS feed for newly created for my test purposes symbol ES_DTS. It has External symbol map ES. What do I do wrong?

Thanks.

P.S. By the way, is there any plans of updating version of NT in near future?

[NinjaTrader_Bertrand]

You're welcome danilam, have forward your vote to product management. What futures contract are you using on TS to feed the new symbol?

We update NT periodically and right now are preparing NT7 Release 8 (7.0.1000.8).

[danilam]

I've just started with ES.

So, when I deleted External symbol map (ES) from native NT ES instrument and added the same ES key to my newly created instr named ES_DTS, none of instruments receives updates.
When I set back ES map key to native NT ES instr and leave it also for my ES_DTS instr - only native ES instr receives updates.
So, in any configuration custom-created instrument doesn't receive updates from TS when Symbol mapping is setted the same as native ES instr.

As I said before, I'm using delayed feed in this case, but I don't think it matters, because, again, native NT ES instr receives updates.

{One note - in order for External connection symbol map works after changes you need to restart NT, which is not exactly convenient. I tried to switch off and back on both External connection in NT and feeding strategy in TS - doesn't work until NT restarts.}

Thanks.

[NinjaTrader_Bertrand]

danilam, you correct - after a map change it's recommended to restart NT to make this effective.

Have you setup your custom instrument with exactly the same settings as the native one, so it's of type 'Future' as well?

[danilam]

Yes, looks like exactly the same..
Type: future (grayed out)
Name, tick size, currency USD, pointValue 50, margin 0, sim feed price 1191, merfe policy - Use global settings, session template - CME US IndFut ETH, Exchange - Globex,
on misc tab i've only set External mapping to ES and created 1 contract month 12-11.

[NinjaTrader_Bertrand]

I'll set this up on end as well to test thanks - can you also try mapping to the individual contract so ES|12-11? Is your newly created custom symbol accessed from the default instrument list then after?

Thanks,

[danilam]

I was trying ES|12-11, too. Same result - no good.
One question though - should I try applying both ES and ES|12-11 while having in TS continuous or "real" contract month?

[NinjaTrader_Brett]

Hello,

This is Brett further assisting for Bert who will be out the next few days.

So that I can understand the goal here, what is ES_DTS exactly? Is this a native symbol in tradestation and is this the exact symbol name to pull data for it in tradestation?

Also, you cannot have two symbols in the instrument manager with the same symbol map as you will run into issues. Please insure this is not the case.

After any change also its a good idea to restart NinjaTrader as this also makes a difference.

finally what is the exact format for the symbol in tradestation. I will see if I have it on my side and see if it is possible for me to get it to run on my side.

I look forward to assisting you further.