ER2 is going away

[cassb]

The CME will stop trading the ER2 at the end of the current contract period. The suggest trading the E-mini S&P SmallCap 600 Futures (SMC) instead. I tried to add this as a new instrument, but NT says the data server does not support this instrument. Am I doing something wrong?

Bryan

[NinjaTrader_Dierk]

No, the data server just has no historical data for that instrument. But for the TF which will be the ER2 successor on Nybot.

[cassb]

No, the data server just has no historical data for that instrument. But for the TF which will be the ER2 successor on Nybot.

Ah OK, I see: https://www.theice.com/publicdocs/fu...Fact_Sheet.pdf

Thank you -- I didn't know that the E-mini Russell 2000 would still be traded somewhere else. I hope everything is the same with TF as it was with ER2, or my strategy setup will be all messed up! :-)

[Rmos22]

I don't see symbol TF under the Instrument Manager. I thought it's already trading at NYBOT. Will Ninja still support the russell?

[NinjaTrader_Dierk]

- please make sure you are on latest 6.5.1000.5
- Tools->Options->Misc->Reset Instruments
- restart NT

[Nereus]

Switching to TF

Hello,

I too trade the ER2, now called TF. I followed the instructions provided by ninja. Upgraded TWS for IB version 887, and upgraded NT to 6.5.1000.6

My first trade that I entered had some weird things happen. Bear in mind that I have been using Ninjatrader for approximately 3 years... I am not a rookie.

I use the SuperDom with a target and stop strategy. I do not use the "pay credits" version.

I placed a Short limit order on the dom. When the was order filled, a message pops up indicating "not enough margin to complete the trade" ... however, the trade was completed... IT FILLED.

BTW, I have plenty of capital to meet the margin requirement.

OK.. next... When my target is reached, it fills my target and anounces the usual "Target Filled". Immediatly after that.. and I Mean within 1 second. Ninja announces "Stop Filled" and puts me into another position which I did not initiate, and its in the same direction as the original position(short). Completely suprised, I was in shock and did not believe I as actually in a position until I noticed my P&L on TWS going negative. I had to exit the new postion quickly using the "Close" button.. with a large loss. Needless to say.. I was a bit pissed since this was not a trade I initiated.

I tried 2 more trades and had the exact same thing happen. Fortunately I was able to exit without a loss on these two trades.

I have been using the same strategy on the SuperDom for a quite some time now. I made no changes to the settings or strategies. This only started happening after the upgrades.

Can someone please help me out here.

Thanks greatly.

[NinjaTrader_Ray]

Two different issues.

- The insufficient margin is a message that comes from IB servers, you would need to check with them on this. We had another person report this as well but it has nothing to do with NT
- It is very possible that both a stop and target filled at the same time if the market moves quick enough and your stop/target as very close. In any case, this is a function of the market and not NT since both orders were at the market. Also, IB is responsible for the OCO cancellation of the stop once the target is filled.

[Sanchandler]

I had the exact thing happen. After talking to IB and looking at the order sequence I think I see what is the cause. I placed a sell order through NT and filled at 693.6. Then NT was suppose to place a stop at 694.3 but instead placed it at 6943. It's off by a decimal point. IB interprets this as another order and not a stop, thus more margin is needed.

NT, please check and fix quickly.

Also, when I manually bought back the contract through the IB page, It shows up on NT Control Center page as 69357. Please check all of the code for RUT regarding decimal places.

Thanks
Dave

[NinjaTrader_Jessica]

Did you build your ATM strategy in Ticks or Price?

[Sanchandler]

My ATM is in Ticks.

Also, I described my trade from memory and was not quite accurate.
The Stop order was actually 2 decimal places off

Dave

[NinjaTrader_Jessica]

Please go to Help--> Mail to Support and send your trace and log files in attn Jessica. I will review the trade and let you know what I find.

[Sanchandler]

Jessica,

I don't have email on the PC where NT is installed. Tell me which files you need and I will email them from my other PC.

Thanks
Dave

[NinjaTrader_JoshP]

The Mail to Support feature should work regardless of where your email address is located.

[Sanchandler]

Well, I thought that too but I got an error message on all of my attempts to send. It went like this.

Failed to send mail
Error - Expecting:220, Recieved:421 Cannot connect to SMTP server
(81.xxx.xxx.xx) Connect error 10060

Dave

[NinjaTrader_JoshP]

Please check your settings in Tools->Option->Misc. Try inputting in your ISP's SMTP server information.