PATS and eSignal

[rt-trader]

Hi,

I use a PATS connection to trade the SPI on SFE. The volume data from PATS is filtered (apparently randomly) to somewhat less than 50%.

I also have e-Signal connected as a second feed.

In an attempt to get accurate volume data into NT I have tried a number of times to setup a different Master Instruments for the SPI - one for PATS, the other for e-Signal with single symbol codes for each provider.

However, I cant seem to get this to work properly (the eSignal chart doesnt update with live data)

Am I missing something (if so what should I do) or is this a limitation of NT. If it is a limitation are there any plans to address this situation (I imagine many IB users would have the same issue).

Thanks

[NinjaTrader_Jason]

Hello rt-trader,

Can you please tell me what symbol mapping is used for the SPI for eSignal.

Please try "APS" and check if you receive data

[rt-trader]

Hi Jason,

Yes, I did use APS|SFE as the symbol mapping... the chart loaded data up to the current last price then did not update further as price changed...

Any other suggestions?

Thanks

[NinjaTrader_VinceB]

Can you check in the Format Data series if last date is set to today.

[rt-trader]

Hi Vincent,

Yes - it was

[NinjaTrader_Jason]

Could you please reverse your connection sequence and check if this will make a difference.

[rt-trader]

OK,

Have reversed the connection order and the result is the same - ie whichever connection is second will not display live data, even though for each connection there is a unique Instrument name with a single symbol mapped to match the connection.

Presumably this must work correctly in the Multi Broker version of NT - is there anything different in this area in the standard version?

Thanks

[rt-trader]

After much testing and experimentation I now have some more to add..

With PATS connected first and eSig second;
.live futures data (from both SFE and Globex) from first connection but not from second
.live stock data available on second (from ASX)

With eSig connected first and PAST second
.live futures (and stock) data (from SFE and Globex) on first connection but not from second
.not sure about stock data on second as PATS doesnt provide

The Instruments I have set up all have connection specific mapping and each delivers live data providing the relevant connection is first.

Thats as far as my testing can go based on my available exchange subscriptions.

It would seem that NT will only accept live data on second connection providing it is a different Type from first.

Is this a bug or an inbuilt limitation?

How does Multi Broker version handle this situation?

Thanks

[NinjaTrader_Jason]

Hello rt-trader,

Have you tried using one instrument only for the SPI that has the symbol mapping for both Patsystems and eSignal?

I suggest to try both connection sequences and check if you display all data for the SPI.

[rt-trader]

Hi,

Yes, I have tried this - in fact of course it was what lead to trying independent instrument names and mapping.

[NinjaTrader_Jason]

The outcome of your tests are as expected. NinjaTrader uses the first connection to retrieve data. Only if the data request failed for the first connection, NinjaTrader will retrieve data from your second connection. More information can be found at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/MultipleConnections1.html

When you connect to eSignal first and Patsystems second, do you receive real-time data for the SPI in the Control Center?

Is there a difference when connecting solely to eSignal?

[rt-trader]

Hi Jason,

I have been laboring under the misconception that the broker connection was the one which needed to be first. I reverted to the SPI instrument as provided within Instrument Manager and connected to eSignal first, PATS second.

I get eSig data yet can place orders with broker, so that is now working - not certain why I couldnt do this before so apologies for all the questions.

However another question arises - when I place a live order via Chart Trader it displays correctly on the chart until filled. At that point Chart Trader 'loses' it. It doesnt show up either on the chart or as a position (although it does appear in the Control Center tabs). Also, Plot Execution markers do not display. Once closed the PnL updates accordingly.

Yet if I place a Sim order, everything displays and updates as expected.

Any suggestions here?

Thanks

[NinjaTrader_Jason]

Hi rt-trader,

Please double click the canvas of the chart to bring up the properties menu. Set "Plot executions" to "TextAndMarker" and click OK. You should now display plot executions in your chart.

As per your position, please right click in ChartTrader and select properties. Check what settings are used for "Position entry price".

[rt-trader]

Hi Jason,

re your suggestions - Plot Executions was already set to TextAndMarker and the settings in Chart Trader Properties are the defaults (which show in Sim mode but not Live).

Cheers

[NinjaTrader_Jason]

Hi rt-trader,

Could you please send me a note to "support [at] ninjatrader [dot] com". Please let me know if this behavior occurs as well when solely connected to Patsystems.