Symbol mapping with OwnData

[alekstraj]

I have TradeStation and use OwnData for data feeding. I'd like to use NT's DLL interface to place orders but the problem is that OwnData maps the symbols in a format that NT (it seems) does not support. The format is Data_Source:Symbol_Name (for example ESC:EURJPY). When I apply strategy on such symbol NT returns "unknown instrument" error. Such symbols cannot be mapped because of the colon : sign (i.e. when i try to add it to instrument manager is says that only characters and underscore can be used). So is there a way to solve this?

[NinjaTrader_Ray]

What you would need to do is take a look at the underlying DLL function "Command" that all of the NinjaTrader TS functions wrap. For example, NTBuyMarket() function wraps NTCommand() which wraps Command(). At the lowest level you will see a parameter for instrument. What you can do is ensure that the instrument paramter being passed is something NinjaTrader would recognize.

For example - "$EURJPY" should work as would "ES 03-08".

[NinjaTrader_Dierk]

You also could try to set the mapping for the provider "External" of the existing EURJPY instrument to "ESC:EURJPY" (not tested though).

[Rocket130713]

Hi Dierk and Ray, I need to use OwnData + TradeStation + E-signal + NinjaTrader set-up too.

Did you manage to find out whether your recommendation / solution actually worked, for AlekStraj's problem regarding whether NT will recognise OwnData's special symbol format (eg. ESC: EURJPY with a colon: inserted) ?

I would really appreciate a reply to this question, as it will save me hundreds of dollars in subscribing to OwnData and E-signal to actually "test" if this set-up does in fact work.

If you dont know an answer to this question, is it possible that you could email "Alekstraj" for me (as he has not provided the public with his email address) and ask him if he was able to get the TradeStation + OwnData + Esignal + NinjaTrader set-up working to do fully automated trading in real-time?

Thank you in advance.

Regards

Rod

[NinjaTrader_Dierk]

Sorry, I don't recall any feedback from user below.

[Rocket130713]

Hi Dierk,

Would you please be able to email "alekstraj" and ask him if yours or Ray's solution did in fact work?

I realize that this might be a big ask, but i thought i should still ask you in case you say yes, and help me save many hundreds of dollars and time?

Thanks again.

Regards

Rod

[NinjaTrader_Dierk]

Please email him yourself by checking his profile. We have not further options than you have.

[Rocket130713]

Hi Dierk,

How much would it cost me to get your programming team to fix this problem ASAP, so that NT supports symbols in the specific format of Data_Source:Symbol_Name, for example, symbols like ES:JGB, which is data from e-signal provider on the "10-year Japanese Government Bond" which is traded on the Tokyo Stock Exchange (TSE).

Then we could all use TradeStation + OwnData + E-signal + NinjaTrader set-up to do fully automated trading (i can see that there quite a few others who would like to use the same set-up to do auto-trading). This would mean we can auto trade markets that are on non-US exchanges like Sydney Futures Exchange, Tokyo Futures Exchange, Tokyo Stock Exchange, Montreal Exchange, etc, using TradeStation to generate the trade signals. Could you please ask John from Sales about this, or someone else, who can give me a quote for this very small project. You can also PM me about this, and we can organise a phone call so we can speak about this request.

Thanks in advance.

Regards

Rod

[NinjaTrader_Dierk]

Thanks for your offer. Unfortunately we do not take custom development requests at this time.

[Rocket130713]

i think i found a solution (due to someone PM me). to void the colon : problem with owndata symbol format, you can use symbol substitution in owndata, so in owndata you map the ES:EC8U symbol to EC by placing a text file in installation folder in owndata saying EC=ES:EC8U, then just need to type in tradestation EC to pull up the EC market chart using e-signal data source in tradestation, and then NT recognises the EC symbol in the format of "EC". hope this helps someone else in the same boat as me.

[NinjaTrader_Dierk]

Thanks for providing this valuable information.

[Rocket130713]

Hi Dierk, no worries. its always a pleasure to help other people. if this solution works, this will mean traders that want to use OwnData with TradeStation + NinjaTrader set-up to do fully automated hands-free strategy trading can in fact do so, which means more business for NinjaTrader.

BTW, do you think NT will in fact recognise TS chart symbols in the simple format of EC, TY, GC, etc. (with no colon : or @ sign involved) ?

Thanks Dierk. Much appreciated.

Regards

Rod

[NinjaTrader_Ray]

Rod, I believe it should.

[papace]

Infi

Hi,

Thanks for the solution to automate Owndata + TS + esignal + NJ. Do you test it ?

Where and how to do you specify in a txt file ( as your axample) ES=ES:ECU09

Thanks for your help?

Papace

[boboinuk]

Hi,

Thanks for the solution to automate Owndata + TS + esignal + NJ. Do you test it ?

Where and how to do you specify in a txt file ( as your axample) ES=ES:ECU09

Thanks for your help?

Papace

Hi,
Have you worked it out? If not, say so and I will try and find the document I have on this. I cannot find it now but if it is still important to you, then may be I can check my archives.
Cheers.