Automated trading / File Interface NJ 8

[holguinmora]

Good morning.

Just send the the filed named oif1.txt to the location described on the documents. On the attach images you can see that nothing happed. What could be wrong?

Is there a place / instance in NJ 8 to see the errors or the logs when a file is paste in the specified location?

[NinjaTrader_Emily]

Hello holguinmora,

Thank you for your post.

You can check the "Registro" tab which would log any error messages thrown by the platform. For your file oif1.txt, please be sure that it follows the format and commands as noted on the following help guide pages:

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

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

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

[holguinmora]

Emily hi

On the first image you will see that receive the file in the Outgoing folder telling me that Im connected

On the second image you will see that Im getting live / real data in the Market Analyzer, DOM and graphs on the 1 minute time frame from 6E 03-24

When I send the file got in the “Registro” tab the next error: “Market data failed for “6E 03-24”: “get_order_book error : 13”

Finally on the 4 attach image the Rithmic connection in which you can see that Im connected to 6EH4 wich is the same as 6E 03-24

What Im doing wrong? How can I fix the situation?

If it helps im trying to use the data from a prop firm called TopStep

[NinjaTrader_Emily]

Emily hi

On the first image you will see that receive the file in the Outgoing folder telling me that Im connected

On the second image you will see that Im getting live / real data in the Market Analyzer, DOM and graphs on the 1 minute time frame from 6E 03-24

When I send the file got in the “Registro” tab the next error: “Market data failed for “6E 03-24”: “get_order_book error : 13”

Finally on the 4 attach image the Rithmic connection in which you can see that Im connected to 6EH4 wich is the same as 6E 03-24

What Im doing wrong? How can I fix the situation?

If it helps im trying to use the data from a prop firm called TopStep

The "get_order_book error : 13" message means that you are not receiving Level II market depth data from Rithmic, though it should not prevent you from placing orders since you have real-time Level I data. Based on your screenshot of the oif1 file, you are not following the required format for the PLACE command, which is described in the help guide as follows:

PLACE COMMAND

PLACE;<ACCOUNT>;<INSTRUMENT>;<ACTION>;<QTY>;<ORDER TYPE>;[LIMIT PRICE];[STOP PRICE];<TIF>;[OCO ID];[ORDER ID];[STRATEGY];[STRATEGY ID]

Required fields are embraced by <> where optional fields are embraced by [].

You have a market order type, but use 0 for the [LIMIT PRICE] and [STOP PRICE] values; I suspect you need to leave those values blank for a market order type.

Please try making the change to leave the limit and stop price blank, since those are optional fields, and test it out after the change.

Please let me know if I may be of further assistance.

[holguinmora]

Emily hi

Made the change to the file and got the same error (Los datos del mercado fallaron para '6E 03-24': 'get_order_book error : 13') , its been 13 different variations from the file and still getting the same error.

Also on the second screen shot try to place an order manually and was rejected as the market was closed but when try to place the order using the file instead of getting the closed market error got the "Los datos del mercado fallaron para '6E 03-24': 'get_order_book error : 13"

Any other ideas more than apreciated

[NinjaTrader_Emily]

Emily hi

Made the change to the file and got the same error (Los datos del mercado fallaron para '6E 03-24': 'get_order_book error : 13') , its been 13 different variations from the file and still getting the same error.

Also on the second screen shot try to place an order manually and was rejected as the market was closed but when try to place the order using the file instead of getting the closed market error got the "Los datos del mercado fallaron para '6E 03-24': 'get_order_book error : 13"

Any other ideas more than apreciated

Please reach out to your broker for more information about the error messages, as they are related to market data and your subscriptions to level I vs. level II data.

Additionally, you could test this OIF File Submitter addon to see if the OIF files are being read when submitted through this addon:

https://forum.ninjatrader.com/forum/ninjatrader-8/platform-technical-support-aa/1139281-nt-8-not-reacting-to-oif?p=1139294#post1139294

Thank you for your time and patience. Please feel free to reach out with any additional questions or concerns.

[holguinmora]

According to the broker the issue is in your side, according to you the issue is on their side....

Is it possible to escalate this issue inside ninjatrader?
Where can I find tutorials about this procedure?
The file that you send me seams like has to be run manually, no? Meaning the there is no way of sending orders to ninja trader different than manually, correct?

What other options do I have? The api that is mention in the web is not suported by Ninjatrader, the file process do not works as is stated on the documents.... What should I do?

[NinjaTrader_Emily]

According to the broker the issue is in your side, according to you the issue is on their side....

Is it possible to escalate this issue inside ninjatrader?
Where can I find tutorials about this procedure?
The file that you send me seams like has to be run manually, no? Meaning the there is no way of sending orders to ninja trader different than manually, correct?

What other options do I have? The api that is mention in the web is not suported by Ninjatrader, the file process do not works as is stated on the documents.... What should I do?

For the market data errors, please send a support email from the platform so our technical support team may review your log and trace files to determine what is causing the error. You can do this by going to the Control Center-> Help-> Email Support. Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default. Please provide a brief description of the error in the body of the email so they understand what you are requesting assistance with.

The file that I sent you is a test to tell if your OIF file is formatted properly and will send commands to the platform. Support for the API is very limited and more information may be found here:

https://forum.ninjatrader.com/forum/ninjatrader-8/strategy-development/100199-orders-are-not-displayed-in-chart#post793626

As for the file interface, support is also limited. We are able to offer the information found in the help guide and we are able to help troubleshoot any errors related to the file interface, if any appear. In your case, the error messages are related to market data and not the file interface. You can also contact a professional NinjaScript Consultant who would be eager to create or modify this script at your request or assist you with your script. The NinjaTrader Ecosystem has affiliate contacts who provide educational as well as consulting services. Please let me know if you would like our NinjaTrader Ecosystem team to follow up with you with a list of affiliate consultants who would be happy to create this script or any others at your request or provide one-on-one educational services.

Thank you for your time and patience.

[holguinmora]

I appreciate your response.

However, your answers are contradictory throughout the conversation.

Would you think it possible to assign this conversation to another support person?

Along with the above, I shared this case via Twitter as well as a. significant number of people on nijnatrader on linkedin looking for some kind of support situation that can works but usually takes time. Is there any other channel where I can contact someone who has a higher level of knowledge of the platform and who can explain the platform error to me?

[holguinmora]

And your answers do not have any consitency with the case!!!! Told you that I was able to place orders manually and you inisist that I have a data issue.... This is nonse!!!!! How can you argue that some parts of the platform have support and others have limitede support??? If so why is this not stated anywhere? Just assign this case to someone that has the interest of helping and knows whats the problem and will like to help intead of arguing nonsense answers and sendint the problem to anyone else instead of trying to help!!!!!!!!

[NinjaTrader_ChelseaB]

Hello holguinmora,

This is Chelsea the Lead of the Engineering Support team following up for Emily.


With the error message about level 2, this simply means you need to subscribe to level 2 data with your brokerage account.

Below is a link to a support document that details this specific error message.

https://support.ninjatrader.com/s/article/get-order-book-error-13

The screenshot you have provided in post # 3 is confirming that you do not have a subscription for market depth for this instrument.
As there is no market depth subscription you are not seeing all 10 levels of ask data market depth on the left column and you are not seeing all 10 levels of bid market depth on the right column in this screenshot.
Both R-Trader and NinjaTrader are both showing you do not have a subscription for Level II (market depth) data in your screenshots.

The error message you are receiving is due to this lack of subscription with your brokerage account for this instrument while the SuperDOM window is open.


Note, this may not related to any issues with OIF files. Placing orders with OIF files does not require Level II data.

Emily is addressing your inquiry about this error message.

"When I send the file got in the “Registro” tab the next error: “Market data failed for “6E 03-24”: “get_order_book error : 13”
What Im doing wrong? How can I fix the situation?"

Emily has not stated this is the cause of any issues with OIF and is attempting to assist you with multiple unrelated inquiries in the same forum thread.

Emily is correct. The error is being caused by a lack of Level II (market depth) data subscription.


Regarding the OIF files. I am not seeing any OIF messages on the Log tab of the Control Center that an OIF file has been processed.

May I confirm you have Tools -> Options -> Automated trading interface -> General -> AT Interface, checked and enabled?
May we have a screenshot of this window to confirm this is enabled?
Have you restarted NinjaTrader since enabling this?

In the screenshots, your symbology is set to numeric. (6E 03-34)
You should be using the numeric instrument symbology in the OIF as well.
Attached is a sample OIF for you to test.
oif1.txt

After confirming AT Interface is enabled and NinjaTrader has been restarted, please test this sample OIF file.
Then provide a screenshot of the Log tab of the Control Center once more so that I may see the file has been processed.

[holguinmora]

I cannot understand why you give so much importance to the situation of not having access to second level market data, since I had the opportunity to tell Emily that the only thing I am looking for is to be able to place orders automatically from python applications using the Oif system....

Below are screenshots of the entire process organized in a chronological manner that seeks to facilitate the understanding process and consequently wait for a concise and precise response.

In the image below rithmic initiation with 6EH4 data similar to 6E 03-24 from ninjatrader. It is the Euro Dollar pair with expiration in March 2024.
https://postimg.cc/tZzbdmtG / https://i.postimg.cc/LXcspcJ5/Captur...-24-22-a-m.png

In the following image the initialization of ninjatrader with real-time data from 6E 03-24 in 1min timeframe
https://postimg.cc/NLfvqDkL / https://i.postimg.cc/fWYzdg37/Captur...-27-14-a-m.png


In the following image the validation of the trading authorization via files
https://postimg.cc/CR8WHQSr / https://i.postimg.cc/htZcnkwn/Captur...-25-59-a-m.png


In the following image, the logs of the platform show a long purchase order, seeking to prove again that the platform places orders manually and that it is not a data problem.
https://postimg.cc/WDnY5RK8 / https://i.postimg.cc/rmX6FMNB/Captur...-29-32-a-m.png

In the following 3 images a photo of the empty reception folder, an image of the uploaded file and an image of the file in the folder

https://postimg.cc/gallery/9jpBNfL

Finally, a new photo of the log in which no type of action implemented by the platform is evident.
https://postimg.cc/xc3mJ0b6 / https://i.postimg.cc/MKhmLHZJ/Captur...-a-m-copia.jpg


What steps should I follow to be able to implement purchase orders via files as described in the platform documents?

[NinjaTrader_Emily]

Hello holguinmora,

Thank you for your reply.

I see based on this screenshot that you have the AT interface enabled:

https://postimg.cc/CR8WHQSr

Please confirm; did you restart NinjaTrader after enabling this item? As a test, please close and re-open NinjaTrader then test the OIF file provided in post # 11. Per the messages in your log, I see that you have been able to successfully place manual orders but the platform does not seem to be reading the OIF file from the incoming folder. I suspect that the platform needs to be restarted to pick up any changes to the Automated Trading Interface settings.

I look forward to your reply.

[holguinmora]

Hi, i have restrt the system many times and the trading using files option remains enabled all the time. Is it possible to send you the ip and password in a private message so you can take a look and validate?

If you ask me the option of placing orders using files is simply not available which is completely on line with the option of not having api or any other integration system and you should state it

[NinjaTrader_Emily]

Hi, i have restrt the system many times and the trading using files option remains enabled all the time. Is it possible to send you the ip and password in a private message so you can take a look and validate?

If you ask me the option of placing orders using files is simply not available which is completely on line with the option of not having api or any other integration system and you should state it

Please advise: what were the results when testing the oif1.txt file in post #11 of this thread? I have changed my platform into Spanish and tested with the file provided by my colleague and it submitted an order to the Sim101 account successfully. Here is a video of that process:

https://www.screencast.com/t/lkcmUrUqH5tY

Are you also able to get the market order to submit successfully on the Sim101 account? If not, please check the Log (Registro) tab for any error messages.

I look forward to your reply with the results.