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NYMEX problems when connected to both TT and Zen-Fire

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    NYMEX problems when connected to both TT and Zen-Fire

    I am doing a demo of the TT feed provided by Velocity Futures. I am using it simultaneously with my existing Zen-Fire connection (live, not demo).

    I am connecting to TT first in order to receive market data through this connection. I am connecting to Zen-Fire without historical data enabled.

    The problem is that for NYMEX instruments (CL, NG, etc), Zen-Fire uses NYMEX as the exchange and TT uses Globex. I updated my CL entry in the instrument manager to have both Globex and NYMEX as exchange options. Then I added two CL items to my active instrument list (i.e., one for each exchange). My initial plan was to run the charts off the Globex one (i.e., TT), and the DOM off the NYMEX one (i.e., Zen-Fire). Well, the NYMEX (Zen-Fire) feed doesn't provide any market data (which makes sense since I connected to TT first), so I am only selecting the Globex version for charts and DOM. When I try to place an order in my live account (RCG via Zen-Fire) it tells me that my order cannot be submitted (I assume because of the exchange mismatch between TT and Zen-Fire).

    All of the other non-NYMEX products I've tested work fine using TT and Zen-Fire simultaneously. Has anyone gotten these two connections to play nicely for NYMEX?

    Thank you.

    #2
    What error do you receive in the log tab when placing these rejected orders? If it is related to an invalid exchange then this combination will not work.
    JessicaNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Jessica View Post
      What error do you receive in the log tab when placing these rejected orders? If it is related to an invalid exchange then this combination will not work.
      My log tab entry simply states "Order Unable to submit order '96116b450a0f4e1b8223c12119f27d42' (23) Affected Order: Sell 1 Limit @ 114.17"

      In my trace file it has the following:

      2008-08-18 10:38:43:642 (Zen-Fire) Hosted.Adapter.Submit: Order='96116b450a0f4e1b8223c12119f27d42/xxxxxxxx!RCG!Mirus' Name='' State=Initialized Instrument='CL 09-08' Action=Sell Limit price=114.17 Stop price=0 Quantity=1 Strategy='(null)' Type=Limit Tif=Day Oco='' Filled=0 Fill price=0 Token='16ed46bb68e24158b71e180f2ad7a2a0' Gtd='12/1/2099 12:00:00 AM'

      2008-08-18 10:38:43:657 (Zen-Fire) Cbi.Connection.ProcessEventArgs.OrderStatusEventAr gs: Order='96116b450a0f4e1b8223c12119f27d42/xxxxxxxx!RCG!Mirus' Name='' New State=Rejected Instrument='CL 09-08' Action=Sell Limit price=114.17 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=OrderRejected Native error='Unable to submit order '96116b450a0f4e1b8223c12119f27d42' (23)'

      2008-08-18 10:38:43:657 (Zen-Fire) Cbi.Order.Update1: oldid='96116b450a0f4e1b8223c12119f27d42' Order='96116b450a0f4e1b8223c12119f27d42/xxxxxxxx!RCG!Mirus' Name='' New State=Rejected Instrument='CL 09-08' Action=Sell Limit price=114.17 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=OrderRejected Native error='Unable to submit order '96116b450a0f4e1b8223c12119f27d42' (23)'


      Thank you.

      Comment


        #4
        Then you will need to connect directly to Zen-Fire for these contracts since there is a substantial difference in the instrument setup between the two feeds.
        JessicaNinjaTrader Customer Service

        Comment

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