I'm using a Trade Station --> NT --> MBT setup. It has come to my attention that Trade Station uses a factor of 100 when providing quotes for continuous Japanese Yen contract. For example, CME quote for @JY = 0.0112, TS quote for @JY = 1.12. NT is getting quotes from MBT feed. I was getting ready to start trading the @JY when I discovered this discrepancy. My concern is that NT will not execute the orders from TS correctly. Any thoughts / suggestions? Thanks.
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Trading Japanese Yen futures
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Trading Japanese Yen futures
Hello,
I'm using a Trade Station --> NT --> MBT setup. It has come to my attention that Trade Station uses a factor of 100 when providing quotes for continuous Japanese Yen contract. For example, CME quote for @JY = 0.0112, TS quote for @JY = 1.12. NT is getting quotes from MBT feed. I was getting ready to start trading the @JY when I discovered this discrepancy. My concern is that NT will not execute the orders from TS correctly. Any thoughts / suggestions? Thanks.Tags: None
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Hello DTRADE88,
I believe order signals will use the TS format, which causes orders to be submitted at unexpected prices. You could test the strategy by trading the NinjaTrader sim101 account.
Unfortunately I am not aware of a workaround. The workspace naming convention will allow you to increase order size, but not alter order price. Perhaps you can configure your startegy in a way, so it will send signals for prices divided by a 100?
JasonNinjaTrader Customer Service
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