Operations > Automated Trading > Automated Trading Interface (ATI) > File Interface >

Information Update Files

 Print this Topic Previous pageReturn to chapter overviewNext page

NinjaTrader provides update information files that are written to the folder "My Documents\<NinjaTrader Folder>\outgoing". The contents of this folder will be deleted when either Automated Trading is disabled or the NinjaTrader application is restarted.

 

tog_minusUnderstanding order state files

Order State Files

Orders that are assigned an order ID value in the "PLACE" command will generate an order state update file with each change in order state. The file name is 'orderId.txt' where orderId is the order ID value passed in from the "PLACE" command. Possible order state values can be found here. The format of this file is:

 

Order State;Filled Amount;Average FillPrice
tog_minusUnderstanding position update files

Position Update Files

Position update files are generated on every update of a position. The name of the file is Instrument Name + Instrument Exchange_AccountName_Position.txt. An example would be ES 0909 Globex_Sim101_Position.txt. The format of the file is:

 

Market Position; Quantity; Average Entry Price

 

Valid Market Position values are either LONG, SHORT or FLAT.
tog_minusUnderstanding connection state files

Connection State Files

Connection state files are written with each change of connection state. The name of the file is ConnectionName.txt where connectionName is the name of the connection given in the Connection Manager. The format of the file is:

 

Connection State

 

Valid connection state values are CONNECTED or DISCONNECTED.