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Tradestation CUSTOM Continuos futures data directly into SQ

4 replies

giuseppe fumoso

Subscriber, bbp_participant, 5 replies.

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3 years ago #259967

Ninjatrader, Excell, Multicharts and many other platforms trading admit load directly data from  Tradestation to them.

Now the process of importo and export of dfati in ascii is obsolete, and slow

Here example how could is it possible do it

mapping continuos futures from tradestation to all other platform like ninjatrader8, ninhatradert, adptrade…

https://ninjatrader.com/support/helpGuides/nt8/?tradestation_symbol_mapping.htm

https://ninjatrader.com/support/helpGuides/HelpGuideV6/helpguide.html?ConnectingToTradeStationDataFeed
https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/109811-connecting-tradestation-to-nt8
https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/100199-orders-are-not-displayed-in-chart
https://ninjatrader.com/support/helpGuides/nt8/?tradestation_email_integration.htm

 

COuld you enable directly data api transfer please?

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tomas262

Administrator, sq-ultimate, 2 replies.

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3 years ago #259972

Hello,

we will check what could be done with the direct data load from TS. You can now import data export from TS using a text file

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Mark Fric

Administrator, sq-ultimate, 2 replies.

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3 years ago #260000

Hello Giuseppe,

some things you mention are about mapping symbols an dsending tradign signals, not about sending data from Tradestation to external programs.

 

According to this topic:

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/109811-connecting-tradestation-to-nt8

 

it seems it was discontinued in NT8. Are you actively use it? What script or method do you use in Tradestation to send data to external programs?

 

It probably isn’t that difficult to create such script, but its use would require yo uto put in on a chart as same as normal strategy. I don’t think it is much simpler than saving data and importing it to SQ.

 

 

 

Mark
StrategyQuant architect

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giuseppe fumoso

Subscriber, bbp_participant, 5 replies.

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3 years ago #260034

Well, I just want to focus to connect in easy way Tradestation data feed to Stratequantx as Multicharts do.

Could you connect the data feed of Tradestation to Stratyequantx?

 

TradeStation is perfect working datafeed into Multicharts
https://www.youtube.com/watch?v=JO5VS9lIshQ

These are examples of symbols of back adjusted data from TradeStation that I’d like to have in NT8

http://help.tradestation.com/10_00/e…_symbology.htm
Example 1

@ESM20=11INC represents a custom continuous contract based on the E-Mini S&P 500 June 2020 with a rollover to the 1st nearest contract based on the 1st instance of higher open interest and using a constant back adjustment calculation.

Example 2

@ES=209XR represents a custom continuous contract based on the E-Mini with a rollover to the 2nd nearest contract occurring 9 days before expiration and using a ratio back adjustment calculation.

Example 3

@ESM20=105NC+MZ represents a custom continuous contract based on the E-Mini S&P 500 June 2020 with a rollover to the 1st nearest contract occurring 5 days before expiration and using a constant back adjustment calculation. Note the December contract is the 1st nearest because only the June and December contracts are included in this continuous contract as specified by the +MZ suffix.

MultiCharts | How To Create Continuous Contract Chart
https://www.youtube.com/watch?v=_s_81xpM3Ds

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giuseppe fumoso

Subscriber, bbp_participant, 5 replies.

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3 years ago #260229

Will you offer the possibility of having the tradestation (@es, @ESM20=11INC . @Fdax, @EU50) historical data downloadable in quant strategy as does Multicharts directly?

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