Instrument Settings Miscellaneous

[NinjaTrader_Brett]

Hello,

Not sure if that is the case or isnt the case. All I know is that with IB and these type of contracts there is a situation that can occur where you submit to say the CL 03-11 contract for example and then we get the confirmation for the trade back from IB as the CL 04-11. Which then throughs everything off. So we installed a workaround for this.

Reguardless, we dont have a test IB account enabled for this specific instrument to test this on. I tried on the Demo account we have and our live accounts and I simply dont have data for GOIL>

Therefor the test here is simple on your end however. Test with |||1. If you submit an order to the contract on your demo IB account and it shows up with your entry price your good too go.

If it does not then you need to remove the mapping as we did not get the return confirmation on the right contract expiry.

If you need help with this test please forward me a demo account that is enabled for the GOIL that I can test on to support at ninjatrader dot com.

Let me know if I can be of further assistance.

[NinjaTrader_Brett]

Hello,

When you made the trade can you please let me know what we recieved back in the orders tab?

Or send in your log and trace files for today and the time of the test so I can see what occured.

support at ninjatrader dot com ATTN: Brett/Ryan.

Thanks.

[Harry]

Made a test. NT 7.0.1000.2 with TWS 911.3, Symbol Mapping GOIL|IPE|||1.

Entered order 2 contracts long for G 03-11 with bracket (profit target and stop loss). Order was correctly executed for G 03-11 (checked with TWS). Target and stop loss were also opened correctly.

However, long position G 03-11 is not displayed on DOM.
Long Position is not displayed on chart trader.
Bracket orders are not displayed on DOM.
Bracket orders are not displayed on Chart trader.

Now press close button:

Long position is not closed (you can only know this from TWS)
However the bracket order is closed (you can only know this from TWS)

The order log correctly shows the execution of the long position. It also shows correctly the opening and cancelling of the bracket.

However the long position is not displayed and cannot be closed via NinjaTrader.

It is just the usual problem.

Hello,

When you made the trade can you please let me know what we recieved back in the orders tab?

Or send in your log and trace files for today and the time of the test so I can see what occured.

support at ninjatrader dot com ATTN: Brett/Ryan.

Thanks.

[Harry]

Log file shows that after Close Position all open orders are cancelled, but the position is not closed. Excerpt from log file:

03.02.2011 21:06:45|1|4|SuperDOM close position
03.02.2011 21:06:45|1|32|Cancel all orders for instrument='G 03-11' account='DU20650'
03.02.2011 21:06:45|1|32|Order='340460964/DU20650' Name='Stop1' New state=PendingCancel Instrument='G 03-11' Action=Sell Limit price=0 Stop price=856,5 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
03.02.2011 21:06:45|1|32|Order='340460966/DU20650' Name='Stop2' New state=PendingCancel Instrument='G 03-11' Action=Sell Limit price=0 Stop price=856,5 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
03.02.2011 21:06:45|1|32|Order='340460964/DU20650' Name='Stop1' New state=Cancelled Instrument='G 03-11' Action=Sell Limit price=0 Stop price=856,5 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error='Order Canceled - reason: (202)'
03.02.2011 21:06:45|1|32|Order='340460966/DU20650' Name='Stop2' New state=Cancelled Instrument='G 03-11' Action=Sell Limit price=0 Stop price=856,5 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error='Order Canceled - reason: (202)'
03.02.2011 21:06:45|1|32|Order='340460965/DU20650' Name='Target1' New state=Cancelled Instrument='G 03-11' Action=Sell Limit price=866,5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error='Order Canceled - reason: (202)'

[NinjaTrader_RyanO]

Hi Harry,

Based on the test we would need the full log and trace files, and you can forward those to support[at]ninjatrader[dot]com to review the order entries.

However, since you tested with GOIL|IPE|||1 can you please test with GOIL as well as GOIL|IPE.

[Harry]

Hi Ryan,

tested GOIL|IPE, GOIL, GOIL|IPE|||1, GOIL||||1.

None of them works. For all symbol variations the initial order is correctly executed. For all symbol variations

- the position is not displayed on DOM or chart trader
- the position cannot be closed via the close button

I think that the developpers do not need my trace and log files, as this is 100% reproducible. Also all relevant information on the trace file is shown below. I think the problem is clear and simple. No position displayed, Close position ignored. Simply does not work.

Hi Harry,

Based on the test we would need the full log and trace files, and you can forward those to support[at]ninjatrader[dot]com to review the order entries.

However, since you tested with GOIL|IPE|||1 can you please test with GOIL as well as GOIL|IPE.

[Harry]

Now tested Brent Crude with the symbol mapping COIL|IPE|||1.

This works without any problems. So we have a specific problem with GOIL. The difference between these two instruments is only the expiry date:

BRN 03-11 (COIL) expires in February -> workaround needed
G 03-11 (GOIL) expires in March -> no workaround needed

The first (BRN) works, the second (G) one does not.

[NinjaTrader_RyanO]

Hi Harry,

Thank you for that information, and just to be certain that we are seeing a similar issue would it be possible to send the complete log and trace files to support.

If you reference this forum post we can parse that information in relation to this forum and then see if when testing we can duplicate the issue.

[Harry]

My log and trace files are crowded, because I have been doing several things at once, they will not be helpful. The issue is clear and simple. You just need to connect to IB, open a gasoil position and will see that it is not displayed on the chart and will not be closed, when hitting the close button.

[NinjaTrader_RyanO]

Hi Harry,

Based on what you are saying we will want to confirm that this is true, and to confirm we can review the log and trace files.

However, based on the crowded nature of your files, and the fact that we can not test this with our IB account, nor do we receive data for the GOIL can you please send an email to support[at]ninjatrader[dot]com and let me know if there is a time when and where I can contact you and we can work on this together remotely so that I can get the necessary information to determine the precise cause of the issue.

[unter821]

Guys,

Thanks for your effort, I will make a test with the proposed settings later here on my side. We will solve this as we solved everything up to this point!!

Best, Peter

[Harry]

Hi Harry,

Based on what you are saying we will want to confirm that this is true, and to confirm we can review the log and trace files.

However, based on the crowded nature of your files, and the fact that we can not test this with our IB account, nor do we receive data for the GOIL can you please send an email to support[at]ninjatrader[dot]com and let me know if there is a time when and where I can contact you and we can work on this together remotely so that I can get the necessary information to determine the precise cause of the issue.

I have sent you my log and trace file of the test this morning. It is a new day, so there is only the connection and the execution of a single order on the file. I have done today's test with symbol mapping GOIL|IPE. From the logfile you will notice that the close order would have cancelled all open orders (there were none), but that it did not close the open position. The open position was not displayed on the chart.

Now my question to your development team: How do you ever want to develop a software, if you don't even have a connection to the broker to test whether it is working?

No problem, you can remote access my machine here today after the market close. I will test a number of other instruments as well to find out if they work and post my findings here.

[Harry]

RB order execution works but charts not displayed correctly

Made a short test and entered a new instrument RB.

Used symbol mapping RB||||1 for Interactive Brokers, and symbol mapping RB for Kinetick. Order execution works without problems.

However there is a problem with Kinetick data.The high volume below shows that the right contract had been selected (> 40000 contracts per day)

For the first month of the chart, volume data is not displayed although available in the historical data base for that contract month. The chart displays daily data, Kinetick only seems to suppy the settlement and not open, high and low. As this is a liquid futures contract, it is quite disappointing.

See chart and screenshot from historical database.

[NinjaTrader_RyanO]

Hi Harry,

In testing this issue I notice that for the RB contract from IB you are charting you will want to use the symbol for Kinetick of QRB, which will be the Nymex exchange.

I have compared the data I am getting when using Kinetick symbol QRB to the exchange values and am able to get that data for the RB 03-11 contract with that symbol.

[Harry]

Thank you for your help. RB daily data from Kinetick looks correct with symbol mapping QRB.

Hi Harry,

In testing this issue I notice that for the RB contract from IB you are charting you will want to use the symbol for Kinetick of QRB, which will be the Nymex exchange.

I have compared the data I am getting when using Kinetick symbol QRB to the exchange values and am able to get that data for the RB 03-11 contract with that symbol.