TradeStation Symbol Mapping

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TradeStation Symbol Mapping

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The following section outlines the requirements for proper TradeStation to NinjaTrader symbol mapping when using the Automated Trading Interface (both DLL or Email interface).

 

Note: Mapping is NOT required for stocks or Forex symbols.

 

tog_minus        How to map an individual futures contract

Mapping an Individual Futures Contract

To send orders via the NTExternalFeed strategy through the ATI to NinjaTrader from an individual futures contract such as the Emini S&P June contract "ESM14" in TradeStation you have to correctly set up mapping within NinjaTrader.

 

For this example, let's map the "ESM14" contract.

 

1. From the NinjaTrader Control Center window select the menu Tools and select the Instruments menu item.

2. Highlight the ES contract from the main grid which is the NinjaTrader S&P 500 Emini contract.

3. Press the "edit" button to bring up the Instrument window.

5. In the Symbol Map category for the External data feed set the value to "ES".

6. Press the "OK" button.

 

* The symbol map name "ES" in the image below needs to be the TradeStation symbol base name.

 

Instruments_TradeStationSymbolMap

 

This procedure would be repeated for any other symbols you wish to map between TradeStation and NinjaTrader.

 

* Most popular futures contracts already have mapping set up

tog_minus        How to map a continuous futures contract

Mapping a Continuous Futures Contract

NinjaTrader can map continuous contracts in one of two ways:

 

•Automatically map to the next closest expiration date

•User defined contract mapping

 

For automatic mapping, follow the instructions above for "How to map an individual futures contract" otherwise follow the instructions below.

 

If you run the TradeStation Automated Trading Interface through the email protocol follow the instructions below. We will use the "@ES" continuous contract symbol and front month of June 2014 for example purposes.

 

1. From the NinjaTrader Control Center window select the menu Tools and select the Instruments menu item.

2. Highlight the ES contract from the main grid which is the NinjaTrader S&P 500 Emini contract.

3. Press the "edit" button to bring up the Instrument window.

5. In the Symbol Map category for the External data feed set the value to "ES|06-14".

6. Press the "OK" button.

 

* The symbol map name "ES|06-14" in the image below needs to be the TradeStation symbol base name.

 

Instruments_TradeStationSymbolMapC

 

Automated Trading Interface - Orders generated for "@ES" will now be routed to the NinjaTrader "ES 06-14" contract.

 

Please remember to change this when the contract rolls over.