Symbol Mapping - stock index to futures index contract

[tmd]

I've used symbol mapping to tradethe e-miniS&P using the big S&P charted in TS. How do I map the S&P index, $SPX.X, to trade the e-mini S&P? I tried the following but it does not work:

Symbol map - External.......$SPX.X

Please let me know if you have any suggestions. Thanks.

[NinjaTrader_Dierk]

imported post

Not sure I follow:
- you need to map the TS instrument "$SPX.X" to NT "ES". I guess you have done that already for the TS "Big S&P" -> mapping should not be the issue
- prices/prices ranges and tick sizes potentially are different (have not checked). This could affect price calculations for limit/stop orders.

[tmd]

imported post

I've rephrased my question. Can you provide an example of how to accomplish symbol mapping from an index to a future contract?

[NinjaTrader_Dierk]

imported post

Rethinking that issue: How about not going through the mapping logic (which could fail for futures due to NT internal expiry handling), but submitting the order on the correct NT instrument in TS right away?

The idea would be to copy/clone e.g. the TS functions NTBuyMarket and NTCommand (called by NTBuyMarket) and put in the actual symbol name, like

(see TS function NTCommand)
NTCommand = Command(Cmd, Account, "ES 12-06", Action, Quantity, OrderType, LimitPrice, StopPrice, TimeInForce, Oco, OrderId, Template, Strategy);

[tmd]

imported post

Maybe I'm missing something, but I cannot find either functions, NTBuyMarket/NTCommand, in TS. By the way, I have the latest TS build 3258.

[NinjaTrader_Dierk]

imported post

These are TS functions provided by NT which you need to import into TS after installing NT (they are not there by default). Please consult the docs for how to import those functions.

[tmd]

imported post

I've imported the functions but I'm confused as to how to implement your suggestion. Are you saying I should use the NTCommand in my strategy? And if so, should Iwrite it exactly as you suggested by putting "ES 12-06" in the NTCommand line?

[NinjaTrader_Dierk]

imported post

No, you need to call the "Command" DLL function directly. I provided the NTBuyLimit and NTCommand wrappers of this DLL function to give you an idea on how this all works.

The "Command" DLL function call then holds the NT instrument name e.g. "ES 12-06".

Please let me know if you need further assistance. I then will try to get you in touch with someone who provides NT consulting services.

[tmd]

imported post

I guess I'll need some help. Please let me know who to contact. Thanks.

[NinjaTrader_Ray]

imported post

http://fin-alg.com/index.html