Problem with IND Futures

[7robert]

Hello! I am operating in real time using Kinetick data source, my broker is Interactive brokers.

I have had problems when exiting a position from my strategy on this instrument since the order is pending and then it is canceled and remains in that loop.

In the NT instrument settings I had to change the IND mapping symbol to IBAA so that I could match with IBrokers.

However, I cannot get out of the positions, also when selling the price is well below what it should, as if I were charting one instrument and executing another.

[7robert]

Hello!

I am operating in real time using Kinetick data source, my broker is Interactive brokers.

I have had problems when exiting a position from my strategy on this instrument since the order is pending and then it is canceled and remains in that loop.

In the NT instrument settings I had to change the IND mapping symbol to IBAA so that I could match with IBrokers.

However, I cannot get out of the positions, also when selling the price is well below what it should, as if I were charting one instrument and executing another.

[NinjaTrader_Jim]

Hello 7robert,

Thanks for your post.

Do you see this issue with your strategy only or are you having issues submitting order manually? If you are having issues with manual order submissions as well, this may be an installation or mapping related issue.

Please first ensure you are using TWS/IB Gateway 978.2c from our Connection Guide, and please also ensure you are updated to the latest version of NinjaTrader 8, Release 23.1. Please then test loading the symbol and submitting orders when only connected to your IB connection.

Do we see issues here? Could you also take a screenshot showing the symbol loaded on TWS and the mapping you have entered in NinjaTrader?

Connection Guide - https://ninjatrader.com/ConnectionGu...nnection-Guide

Download/Update NinjaTrader - https://ninjatrader.com/PlatformDirect

We look forward to assisting.

[7robert]

The strategy makes entry operations without any problem in the IND instrument, but at the moment of closing the position the order does not finish executing. I am thinking that I should have real time market data in IB. Although my Kinetick service is with real time data

[NinjaTrader_Jim]

Hello 7robert,

Sorry, I didn't get the information I was looking for from my last post.

Can you confirm you have updated to NinjaTrader 8 Release 23.1 and that you are using TWS/IB Gateway 978.2c?

Could you also confirm if the issue is seen with manual order submissions as well? I understand that your strategy can enter but not exit, but can you enter and exit positions manually?

When NinjaTrader submitted the order to close the position, do you see the order in TWS?

As for the data being off from where the orders are executing, the mapping you are using may be pointing to another symbol than what is being pulled for data. You may need to edit the instrument definitions in NinjaTrader to get the executions aligned appropriately. Are the prices of the executions matching what you see in TWS?

Editing Instruments - https://ninjatrader.com/support/help...nstruments.htm

I look forward to hearing back.

[7robert]

Hello Jim, sorry for the delay in responding, but I have continued to have problems with NT, my IB version and my NT version are up to date.

At this precise moment my strategy executed a market order, but I placed it at a price which had not yet reached.

I attach a screenshot.


IND 12-20


The mapping is being done with IBAA and the prices are correct, however I do not understand why I execute an order at a price above the real price.


Something strange is that in the field Sim feed start price appears the same price in which I execute my strategy.

[NinjaTrader_Jim]

Hello 7robert,

Please make sure that you are using TWS 978.2c and not the latest version of TWS. There may be some unexpected behavior when using another version of TWS. I am not sure if you are stating you are on this version or later, but we should note that using a different version of TWS than we recommend for NinjaTrader may have some unexpected behavior with order submissions. Issues like what you mention in post #4 could be attributed to this if you are on a different version.

In regards to the last post, I think the issue is with the instrument definitions. If you have the data from Interactive Brokers for this symbol, I would suggest connecting to IB alone, also ensuring that you do not have settings in the Control Center's Market Data menu that would force the data to be pulled rom another data provider. When you open this symbol, do you see the same price levels that you see on a chart in TWS?

After testing the above, if you switch your connection to Kinetick, with IB disconnected, do you see the same chart with the same price levels?

This should point out a difference in the instrument definitions.

We don't have this symbol with our Interactive Brokers test account. If we are still stuck here, please reach out to me at platformsupport [at] ninjatrader [dot] com with the text "Attn Jim 2854397" so we can work more closely together to look into this issue. Please also include a link to this thread when writing in. If you have a paper trading account that we can use to pull that data and test, we can do some testing on our end to help get the instrument properly configured.

We look forward to assisting.

[7robert]

When making the connection only with Interactive Brokers, the correct price of the execution appears. My data source is Kinetick and the IND symbol in IB is IBAA. But I don't understand the price difference when I pull the IND data from Kinetick and the data from IB.

Update:

Could it be that you are not configuring the connections correctly? I have contracted a Kinetick real-time data service. However the executions are made directly in IB. The options are by default, is this correct?

[NinjaTrader_Jim]

Hello 7robert,

Thanks for your reply and confirming the TWS version.

Interactive Brokers can have some symbols that require a different definitions. Some known symbols are KC and SB. This sounds to be another case.

In cases like this, we would suggest configuring 2 symbols with different definitions. One symbol would be used to map the data from Kinetick (default) and another symbol would be used for order submissions.

You could then use the IND chart for studies and you can open any order entry window with the IBAA instrument for trading.

This won't help with getting execution markers to show for IBAA correctly on an IND chart, but it may add for sanity while trading.

Please let us know if we can be of further assistance.

[7robert]

I have been trying to create the IBAA instrument to execute orders but I did not succeed. Since it is an empty instrument and does not have an expiration date or the characteristics that a futures date has. How could I configure it to make this work?

[NinjaTrader_Jim]

Hello 7robert,

I would create a new instrument and first try to match the same definitions as IND. When adding contract months, you can right click in the Contract Months Window and select Load Contract Rollovers from Instrument under the Configured field to quickly pull in the Contract Months from IND.

Once this is set up, confirm that you can chart IND and place orders to your new IBAA instrument. You could then consider adjusting Tick Size and Point Value in the IBAA instrument so it is aligned with what you see in TWS.

I would like to share more specifics on what to modify, but since I do not have this symbol with IB, I could not test to confirm. Any further help I could offer would require we work more closely over email.

Editing Instruments (General) - https://ninjatrader.com/support/help...GeneralSection

Editing Instruments (Contract Months) - https://ninjatrader.com/support/help...tMonthsSection

I look forward to assisting.