Live Trading using 3 Accounts TS to Ninja

[Moog]

Hello, we have some live trading problems. We have TS into Ninja using TS dll and PATS. We have 3 mutually exclusive accounts at the broker, lets call them, A, B and C... Two problems:

1. The broker cant see the trades even though we got fills. Then we saw that EVEN THOUGH we are passing in an accountID into NTCommand its not overriding the default account which is set at SIM1. We are worried that if we set the default account to say "A" that the orders being sent through NTCommand will still not recognise the correct account numbers ie whatever TS strategy they are coming from? What do we do?

2. We have setup the mapping of TS, NT and PATS. We are getting errors in the OIF that "No market data is available" for about 1/2 of the symbols which seems to mean we cant place orders. Orders that are being pinged via TS are being rejected. Its pervasive as well. As an example, looking within the orders tab (even though we dont trade using this window) the energies, CL, HO, NG and RB, we can see data for all excelt CL. Looking at the mapping it all "seems" to be OK, we cant see any NYBOT or the grains or the comex or the CBOT, all we can see is 3/4 of NYMEX and the full CME.

We need help as until this is resolved we are dead in teh water. We bought Ninja as we thought it would do teh job. Can you technical support people help us here. Thank you in advance, I can supply our telephone number.

[NinjaTrader_Dierk]

1) Please make sure your are on latest 6.5.0.8. I recall there was an issue related to account in earlier versions.
2) You likely are trading against the sim feed. You need to set start prices in the instrument manager for each instrument where you see the error on or the sim feed would not be able to emit data to make the order simulator work.

[Moog]

Thanks for specifics

Ok ill look at that but I was specifically told by you guys to go on the 6.1 version because it was more stable, im assuming things are sound with the 6.5 platform now, is that correct?

Also, Im not interested in the simulator mode, just live trading, so the better informed answer im looking for is this...

Does the data you see in order tab have anything to do with live trading? If yes do I have to still set the start prices? Please re-read carefully what my problem is below.

Im firing off all market orders so I dont really care if I cant see the data, as long as the map to PATS is correct and will work for ALL the exchanges I mentioned below, is that correct?

many thanks

Arthur

[NinjaTrader_Dierk]

- NT6.5 is in beta still. If you need the account feature then you would to go with the beta or wait until release (sooner than later).
- the "no market data available" message comes from the simulator. You might see it for low volume instrument, since the simulator can not work without data. This has no bearing on live trading.

[Moog]

Hello Dierk, need further assistance asap

OK 6.5 installed. Ok this post is specificly about taking a trade a few minutes ago in Coffee. TS fired off order to ninja, as Im walking through I have order confirmation on for now...

Came back with buy 1 in coffee... I clicked yes, got message in Log as follows...

2/7/2008 5:19:37 PM,Order,Order='4cb38f9b7b7b4b16af264b02faf03631/Sim101' Name='' New State=Rejected Instrument='CF 03-08' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=OrderRejected Native error='No market data available.',

As you can see it is trying to trade the SIM account, I thought the NTCommand would override the default setting? Im worried to change the default setting to one of the live accounts in case ALL the trades just filter through that...

Heres the NTCommand im using

NTCommand("ClosePosition", AccountNumber, "", 0, "", 0, 0, "", "", "", "", "");

What do I do to ensure successful ping to brokerside?

Thanks in advance

[NinjaTrader_Dierk]

To clarify: the "AccountNumber" parameter really is your live account and NOT the "Sim101"?

If so, then please send me logs and traces by Help->Mail to support to further research (subject "for Dierk").

[Moog]

Correct

The account number is the variable that I am using to pass in each individual account number to on a per trade basis.

We are screwed without this functionality.

Please come back to me asap.

ill send the logs in a few mins.

[NinjaTrader_Dierk]

Sent you mail.

[Moog]

Thank You message

Thanks to Chris, Dierk, and Vincent for exemplary help over these issues. Very timely thanks for logging on.

Just a note to anyone else who has similar setup problems:

1. Setup the instrument manager very carefully, make sure if you are changing the excahnge that you dont send out the instrument to the default list without checking the exchange has updated in the main instrument manager GUI, its easy to send the wrong symbol

2. You are not allowed to have 2 instruments have the same external mapping symbols from TS as it cause issues.

If you say , change W for white sugar to W for wheat and try to plagiarise the W symbol, even though you import a new database it re-writes over the top of existing symbols. So for single symbol names like Corn, Wheat, Beans etc its best to create a new symbol of two letters or just use the Z collections that are inside the instrument manager

3. Even though NYBOT is now on the ICE make sure you still select NYBOT as the exchange otherwise youll miss all the trades like I did yesterday, and be spooning around for 24hrs wondering why.

4. Open a market analyser window and populate it with the default list ( that you created earlier in instrument manager ) check and make sure that you can see data for all symbols. You cant send an order to the broker if you dont see data here for all your instruments. Saying that I still cant see bonds even though I can trade it. That seems to be the exception to the rule.

5. In the orders tab you can see the data in teher too when you select an instrument.

6. If you can trade using the orders tab but not automatically using TS then you have a instrument conflict. Open the instrument manager search for ALL instruments of the same name, ie KC for coffee and CF for coffee fro instance and make syre the "External" is set to KC for only one of them. That will cure it

Hope that helps.

The Moog

[Moog]

One more thing

Oh yes, if you are generating market orders from TS then you are fine. However, I did notice that the magnitude on some instruments is out between TS and the broker data, eg Corn on NYBOT. TS quotes say 501.2/8 where PATS may return data as 5.01 catch my drift? so be careful if using limit and stops and whatever else thats price determinate. Didnt much go into that as it doesnt affect me but thought you should know.

Moog

[NinjaTrader_JoshP]

Thanks for the writeup Moog. It is appreciated.

[Moog]

You Need This

Ray, guys

You definitely need an audio (option to user of course) for an OIF firing in the Log. I found myself staring at the log in my setup phase because theres no prompt for errors as they come in, so you cam miss legitimate trades that you could get on manually while your sorting out the error. Get the girl with the sey voice to do one for you, like "OIF message darling" something like that. Be good for your guys to debug with, saved my eyes...

Moog

[NinjaTrader_Ray]

Thanks for the suggestion.