Operations > Automated Trading > Automated Trading Interface (ATI)

Available Parameters and Valid Values

Parameters	Values
COMMAND	CANCEL, CANCELALLORDERS, CHANGE, CLOSEPOSITION, CLOSESTRATEGY, FLATTENEVERYTHING, PLACE, REVERSEPOSITION
ACCOUNT	The name of the account the command is to be processed (This will reflect the Account's Name property as opposed to the Display Name property.)
INSTRUMENT	Instrument name
ACTION	BUY, SELL
QTY	Any integer value
ORDER TYPE	MARKET, LIMIT, STOPMARKET, STOPLIMIT
LIMIT PRICE	Any decimal value (use decimals not commas 1212.25 for example)
STOP PRICE	Any decimal value
TIF	DAY, GTC
OCO ID	Any string value
ORDER ID	Any string value (must be unique for each line/file)
STRATEGY	Strategy template name (must exist in NinjaTrader)
STRATEGY ID	Any string value (must be unique for each line/file)

Available Commands

The following table displays required (R) and optional (O) values for each different command value.

Command

Account

Instrument

Actions

Qty

Order TYpe

Limit Price

Stop Price

TIF

OCO ID

Order ID

Strategy

Strategy ID

CANCEL

R

O

CANCELALLORDERS

CHANGE

O

R

O

CLOSEPOSITION

R

CLOSESTRATEGY

R

FLATTENEVERYTHING

PLACE

R

O

R

O

REVERSEPOSITION

R

O

R

O

Following are the descriptions of each available command.

CANCEL COMMAND

This command will cancel an order and requires an order ID value and an optional strategy ID value. The order ID value must match either the order ID value given to an order placed through the PLACE command or, an order name such as ENTRY*, EXIT*, STOP*, SIMSTOP* or TARGET*. The star (*) represents an integer value such as TARGET1 or TARGET2. Order names are only valid if a valid strategy ID value is passed. The strategy ID value must match a strategy ID value given to a strategy in the PLACE command.

CANCELALLORDERS COMMAND
This command will cancel all active orders across all accounts and broker connections.

CHANGE COMMAND

This command will change the parameters of an order and requires an order ID value, optional price and quantity values and an optional strategy ID value. The order ID value must match either the order ID value given to an order placed through the PLACE command or, an order name such as ENTRY*, EXIT*, STOP*, SIMSTOP* or TARGET*. The star (*) represents an integer value such as TARGET1 or TARGET2. Order names are only valid if a valid strategy ID value is passed. Pass in zero (0) values for price and quantity if you do not wish to change these order parameters. Price values must be in US decimal format (1212.25 is correct while 1212,25 is not).

CLOSEPOSITION COMMAND

This command will close a position and requires an account name value and an instrument name value. The instrument name value is the name of the NinjaTrader instrument including the exchange name. For equities, the symbol is sufficient. This command will cancel any working orders and flatten the position.

CLOSESTRATEGY COMMAND

This command will close an ATM Strategy and requires a strategy ID value. The strategy ID value must match a strategy ID given to a strategy in the PLACE command. This command will close the specified strategy.

FLATTENEVERYTHING COMMAND

This command will cancel all active orders and flatten all positions across all accounts and broker connections.

PLACE COMMAND

This command will place orders, place orders that initiate a NinjaTrader ATM Strategy, or place orders that are applied to an active NinjaTrader position ATM Strategy. Providing the optional strategy name field with a valid ATM Strategy template name will result in execution of that ATM Strategy once the order is partially or completely filled. Pass in an optional unique string value for the strategy ID in order to reference that ATM Strategy via other commands. To apply an order to an active ATM Strategy (existing strategies Stop Loss and Profit Target orders are amended) pass in the active strategy ID value and leave the strategy name field blank. Pass in an optional unique string value for the order ID in order to reference that order via other commands. If specifying an ATM Strategy template name, there is no need to pass in an order ID as the strategy based orders can be referenced by their internally generated names such as TARGET1, STOP1 and so on.

REVERSEPOSITION COMMAND

This command will close the current position and place an order in the opposite direction. The field requirements are identical to the PLACE command.