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The NTExternal interface for tradestation does not work for indices and I have found the problem and done a quick fix.
The external interface does symbol mapping and that is the problem.
For futures, the mapping almost works and @ES in TS gets mapped ok to ES 06 - 16 and ES 03 - 16 ok. However, ES ## - ## does not receive data.
Stocks, mapping does not work but most stocks have the same name so it has not been noticed. MSFT is the same with most systems but if you put in a name in mapping of say MSFTA it would not be mapped.
This is the problem with indices, mapping does not work. so $SPX.X. does not get mapped to ^SP500. However, if you make a new TSstrategy for SPX and change the symbol name before calling NTDirect.dll to ^SP500 it all works and the data comes through.
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In the how bars are built section it talks about timestamped data. I feed NT fromTradestation and near the end of a bar there can be discrepancies. The way round it would be to send a timestamp. I cant see a way off getting timestamped data in to TS except through the market replay connection. I that how to do it?
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I do not follow. You should be able to import timestamped data in NinjaTrader from TradeStation. Please review our documentation on this at the following link: http://ninjatrader.com/support/helpG.../importing.htmOriginally posted by RobinT View PostIn the how bars are built section it talks about timestamped data. I feed NT fromTradestation and near the end of a bar there can be discrepancies. The way round it would be to send a timestamp. I cant see a way off getting timestamped data in to TS except through the market replay connection. I that how to do it?
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Hello RobinT,
I am not sure I follow your inquiry. Are you connecting via the External Data Feed connection? - http://ninjatrader.com/support/helpG...connection.htm
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