Hello everyone,
I'm working to test out running one of my WL strategies on Tradestation. I've installed and connected the Tradestation extension
My strategy trades the ES futures, and I use IQFeed for my data. My intent here is to test trade this strategy with trades executing on my Tradestation SIM account
On the order management tab, I used the "symbol mappings" button to configure the following mapping between the IQFeed data and Tradestation's syntax for the ESU24 futures contract (screenshot attached).
However, when the strategy attempts to place an order with Tradestation, I get a "order rejected" notification in Tradestation (at least the order is attempting to go through the extention), as well as the error message on the WL order management tab that you can seen in the screenshot.
Is there another step in configuring the Tradestation extension or order management tab so that futures orders execute correctly?
Thanks once again for the help,
Erik
I'm working to test out running one of my WL strategies on Tradestation. I've installed and connected the Tradestation extension
My strategy trades the ES futures, and I use IQFeed for my data. My intent here is to test trade this strategy with trades executing on my Tradestation SIM account
On the order management tab, I used the "symbol mappings" button to configure the following mapping between the IQFeed data and Tradestation's syntax for the ESU24 futures contract (screenshot attached).
However, when the strategy attempts to place an order with Tradestation, I get a "order rejected" notification in Tradestation (at least the order is attempting to go through the extention), as well as the error message on the WL order management tab that you can seen in the screenshot.
Is there another step in configuring the Tradestation extension or order management tab so that futures orders execute correctly?
Thanks once again for the help,
Erik
Rename
It's using the symbol you're mapping to - it's even in the TS error message.
I don't use TS, by maybe the symbol should be @ESU4 instead?
I don't use TS, by maybe the symbol should be @ESU4 instead?
I believe the @ prefix is for a continuous futures contract, which cannot be traded
Yes I believe from the error message Tradestation doesn't want the @ symbol up at the front of the futures symbol, even though for their charting they require the @ symbol first
I updated the WL order management mapping for Tradestation to remove the @ from the IQFeed mapping, but I'm still getting the same error in Tradestation
Is there anything else I need to configure in WL to ensure the order to Tradestation doesn't have the @? If not, I'll try contacting Tradestation tech support
thanks once again
I updated the WL order management mapping for Tradestation to remove the @ from the IQFeed mapping, but I'm still getting the same error in Tradestation
Is there anything else I need to configure in WL to ensure the order to Tradestation doesn't have the @? If not, I'll try contacting Tradestation tech support
thanks once again
Aha, I see the issue. The TradeStation extension isn't using the mapped symbol. I'll get this rectified and release an update tomorrow.
Thanks very much Glitch :)
Thanks again for updating the tradestation extension for this.
I've updated to release 2 of the tradestation extension and rebooted everything. But today when my strategy had a buy signal I still got the same mapping error from tradestation.
Is there something else in the setup I may be missing?
When I manually edit the order from the order manager tab to remove the "@" the order went through to tradestation and executed. But when I don't do this the order gets rejected, so for some reason the mapping is still not working on my client
I've updated to release 2 of the tradestation extension and rebooted everything. But today when my strategy had a buy signal I still got the same mapping error from tradestation.
Is there something else in the setup I may be missing?
When I manually edit the order from the order manager tab to remove the "@" the order went through to tradestation and executed. But when I don't do this the order gets rejected, so for some reason the mapping is still not working on my client
It looks like you have a mapping from @ES# to ESU24. But the trade is generated from @ESU24 not @ES#. What if you try @ESU24=ESU24?
I'm trying to enable my strategy in WL to execute buy and sell orders for the ES futures on Tradestation
My strategy is pulling futures data from IQ feed using the symbol "@ES#"
Tradestation trade manager uses the format "ESU24" (although their charting uses the format "@ESU24"
So when my WL strategy sends a buy or sell order from the strategy manager to the order manager, I want that order to then auto-place to Tradestation and execute there automatically
I believe I've configured it correctly to do this using the symbol mapping in order manager, but it's very possible I'm missing something
Any thoughts?
My strategy is pulling futures data from IQ feed using the symbol "@ES#"
Tradestation trade manager uses the format "ESU24" (although their charting uses the format "@ESU24"
So when my WL strategy sends a buy or sell order from the strategy manager to the order manager, I want that order to then auto-place to Tradestation and execute there automatically
I believe I've configured it correctly to do this using the symbol mapping in order manager, but it's very possible I'm missing something
Any thoughts?
I'm just trying to figure out where the @ESU24 is coming from. You don't have it in the mapping file yet the trades that errored out are using @ESU24 as the symbol.
I would try adding the line @ESU24=ESU24. Hopefully that will remove the @ when the symbol gets submitted to TradeStation for execution.
I would try adding the line @ESU24=ESU24. Hopefully that will remove the @ when the symbol gets submitted to TradeStation for execution.
Thanks Glitch. I've made that adjustment and will live test it today
Looks like the order auto-executed perfectly now with the extra symbol mapping.
Thanks once again Glitch - much appreciated :)
Thanks once again Glitch - much appreciated :)
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