How to cross over the instrument between Mini, Micro, and Nano? (Cross Order)

The Cross Order feature in Replikanto lets you copy trades between different instruments on leader and follower accounts. You can use a Mini instrument on the leader and copy to Micro on the follower, or vice versa.

How Cross Order Works

Note: Replikanto 1.7.0.0 has not been released yet. The three-state toggle and nano tier described below are part of a planned/upcoming release and are not yet available in the current version of Replikanto.

To enable Cross Order, click the Cross Order square for the follower account. Starting in Replikanto 1.7.0.0, that square is no longer a simple on/off toggle — it cycles through up to three states each time you click it:

• Off (red) — Cross Order is disabled for this follower.
• First crossed instrument (green) — the follower trades the first available crossed instrument for the leader's product.
• Second crossed instrument (amber) — the follower trades a second, smaller crossed instrument, when one exists.

Clicking again from amber returns to off, and the cycle repeats.

Most instrument families have only two tiers (for example ES/MES or GC/MGC), and for those Cross Order behaves exactly as it always has — a simple red/green toggle. You'll only see the amber state on families that actually have a third, smaller tier available. See Cross Order Now Has Three Instrument Tiers (1.7.0.0) for the full details.

Understanding Contract Quantity

When you use Cross Order, the number of contracts stays the same on both accounts. For example:

• If you trade 1 contract of ES (Mini S&P 500) on the leader, the follower trades 1 contract of MES (Micro S&P 500)
• If you trade 10 contracts of NQ (Mini Nasdaq-100) on the leader, the follower trades 10 contracts of MNQ (Micro Nasdaq-100)

Predefined Cross Order Instruments

Replikanto includes these standard cross order pairs:

• ES (Mini S&P 500) ↔ MES (Micro S&P 500)
• NQ (Mini Nasdaq-100) ↔ MNQ (Micro Nasdaq-100)
• YM (Mini Dow) ↔ MYM (Micro Dow)
• RTY (Mini Russell 2000) ↔ M2K (Micro Russell 2000)
• CL (Mini Crude Oil) ↔ QM (Mini Crude Oil) or MCL (Micro Crude Oil)
• GC (Mini Gold) ↔ MGC (Micro Gold)
• SI (Mini Silver) ↔ MSI (Micro Silver) or SIL

See the product description for the complete list, or customize your own cross order instruments.

Nano-sized contracts

CME is launching a smaller E-nano tier on 2026-08-24 — NES (S&P 500), NNQ (Nasdaq-100), NDOW (Dow), and N2K (Russell 2000). These sit below the existing Micro contracts, which is why the Cross Order square now supports a third state.

Until NinjaTrader lists those symbols, those instrument families simply keep behaving like the old two-state toggle. Nothing breaks; the third tier just isn't available yet.

Instrument Compatibility

Cross Order works between related futures instruments. You cannot cross orders between instruments with vastly different prices, such as:

• ETFs vs. futures (e.g., QQQ ↔ NQ or SPY ↔ ES)
• Different asset classes entirely

Using Ratio Copy with Cross Order

You can combine Cross Order with the Ratio copy method to:

• Define a contract ratio between leader and follower
• Use a negative ratio value to reverse the direction of orders

How to Customize Cross Order Instruments

If the predefined pairs don't meet your needs, you can add or edit cross order instrument relationships:

1. Locate the JSON file — Find ReplikantoCrossOrderRelationship.json in the Replikanto zip file or in \Documents\NinjaTrader 8\bin\Custom
2. Edit the file — Open it with a text editor and add or modify instrument relations. For example, change CL <> QM to CL <> MCL
3. Save the file — Keep the same filename: ReplikantoCrossOrderRelationship.json
4. Place the file — Copy it to \Documents\NinjaTrader 8\bin\Custom
5. Restart NinjaTrader — Restart NinjaTrader and reopen Replikanto to apply the changes

Example JSON Structure

{
  "CrossOrderRelations": [
    {
      "LeaderInstrument": "ES",
      "FollowerInstrument": "MES"
    }
  ]
}

When Cross Order May Fail

Even when two instruments usually move together, their prices can differ by a few ticks. During high volatility, you might see:

• Leader order filled but follower order not filled
• Partial fills on one side only
• Different fill prices between leader and follower

This is normal behavior — the two instruments have separate order books and slightly different pricing.

Price increments are adjusted automatically

Note: Replikanto 1.7.0.0 has not been released yet — the automatic price adjustment described below is not yet available.

Some instruments price in different increments than the instrument they cross into — one might move in $0.25 steps while its counterpart moves in $0.50 steps. As of Replikanto 1.7.0.0, a copied order's price is automatically adjusted so it lands on a valid price for the destination instrument, so the follower's order isn't rejected by the broker for an invalid price.

This matters most for the new nano contracts, and it also already applies to existing crossed pairs such as Gold (GC/MGC) with 1oz Gold (1OZ), Crude Oil (CL/MCL) with QM, Silver (SI/SIL) with SIC, and VIX (VX) with Micro VIX (VXM).

VIX crossing needs a CFE-capable broker connection

Crossing between VX and Micro VIX (VXM) only works if your broker connection can reach Cboe CFE — for example, Interactive Brokers. NinjaTrader Brokerage does not support that exchange, so this pairing won't resolve on that connection type.

Additional Considerations

• Multiple Instruments — If copying multiple instruments from one leader to followers, open a separate Replikanto window or tab for each instrument
• ATM Copy — When using Cross Order, enable the ATM copy feature for better exit order management
• Updating to 1.7.0.0 — Saved workspaces and follower settings that already had Cross Order turned on keep working automatically. There's no manual migration step, and they resolve to the same instrument they always crossed into before