Sending MES orders from ES trading

[blar58]

Hi

I am trying to set up an Addon that would trigger trades to a different account account with a different instrument.

Let me try to explain my goal here.

I want to trade ES from SIM1 account that would trigger same MES trade levels but different size to a SIM Apex 100000 account.

When I try to do it it takes the trade but I get the attached error message.

[NinjaTrader_Emily]

Hello blar58,

Thank you for writing in.

Is this an Add-on that you developed yourself, or was it imported from a third party?

The error message you are receiving usually means one of two things:

• The connection is not enabled for real-time data for the instrument being traded
• The order is being placed to an expired contract

Do you receive any additional errors in the Log tab of the Control Center? If so, what do these errors report?

I look forward to your reply.

[blar58]

Hi Emily

Yes this is an Addon developped by me.
The connection is enabled for real time data
The order being placed is for MES DEC 2022 contract as I have printed the instrument full name and expiry in my output window.

I did not receive any additional errors in the Log Tab

[blar58]

Emily

I have looked at the trace file and I see this as my instrument for the order submitted ::

instrument='ES 12-22'

instrument='MES'


It seems that MES is not showing expiry.

Here is the code I use to get MES instrument from my Addon :

Instrument intrumentTotrade = Cbi.Instrument.GetInstrument("MES");
intrumentTotrade.Expiry = Instrument.Expiry;​


if(e.Order.OrderAction == OrderAction.Buy)
copierOrder = copierAccount.CreateOrder(intrumentTotrade, OrderAction.Buy, OrderType.Limit, TimeInForce.Day, (int)(e.Quantity*fa.Ratio), e.Order.LimitPrice, 0, e.Order.Oco, e.Order.Name, null);
else
copierOrder = copierAccount.CreateOrder(intrumentTotrade, OrderAction.BuyToCover, OrderType.Limit, TimeInForce.Day, (int)(e.Quantity*fa.Ratio), e.Order.LimitPrice, 0, "", e.Order.Name, null);

copierAccount.Submit(new[] { copierOrder });
AssociatedOrder.Add(copierAccount.Name+" "+e.OrderId, copierOrder);
NinjaTrader.Code.Output.Process(" Main Instrument "+Instrument.FullName+" "+Instrument.Expiry+" New Instrument "+intrumentTotrade.FullName+" "+intrumentTotrade.Expiry, PrintTo.OutputTab1);​

My output window is showing this :
Main Instrument ES 12-22 2022-12-01 12:00:00 AM New Instrument MES 2022-12-01 12:00:00 AM

[NinjaTrader_Emily]

Hello blar58,

Thank you for your reply.

I suspect that you will need to include the expiry with the full name of the instrument for the instrumentName parameter in GetInstrument()

https://ninjatrader.com/support/helpGuides/nt8/getinstrument.htm

This would mean that the first line you shared should reflect Instrument.GetInstrument("MES 12-22"); and then the second line could be removed/commented out.

Please let us know if we may be of further assistance.