How to use Cross Order between Mini, Micro and Nano

The Cross Order feature in Replikanto lets a follower account trade a different size of the same futures product as the leader — for example, the leader trades ES (E-mini S&P 500) and the follower trades MES (Micro) or NES (E-nano). Starting with Replikanto 1.7.0.0, each product family can have up to three tiers (mini, micro and nano). This article explains how to turn Cross Order on, how the Cross Order square works, and what to watch out for.

Turn Cross Order on

1. Right-click in the Replikanto window and make sure the Cross Order menu item is checked. It is checked by default; its tooltip reads "Enables/Disables the Cross Order copy feature, letting a follower trade a different tier of the same product family (mini, micro or nano)".
2. Select the tab's instrument (the instrument the leader trades), for example ES.
3. In the Follower Accounts grid, find the Cross Order column. The column only appears when the Cross Order menu item is checked and NinjaTrader finds at least one other tier of the tab's instrument. If the instrument isn't part of any family in the instrument map, the column stays hidden.
4. Click the follower's Cross Order square to choose which instrument that follower trades (see below).

How Cross Order Works

The Cross Order square cycles through up to three states each time you click it:

• Off (grey) — Cross Order is disabled for this follower; it trades the tab's own instrument.
• Green — the follower trades the first other tier of the family.
• Yellow — the follower trades the second other tier of the family, when the family has three tiers.

Clicking again from yellow returns to off, and the cycle repeats. The "other tiers" are the family's symbols other than the tab's instrument, in mini, micro, nano order — so yellow is not always the smaller contract. With ES on the tab, green is MES and yellow is NES; with MES on the tab, green is ES and yellow is NES. The grid always shows, next to the square, the name of the instrument that follower will trade.

Families with only two tiers (for example BTC/MBT, 6E/M6E or HG/MHG) behave exactly as Cross Order always has — a simple grey/green toggle. See Cross Order Now Has Three Instrument Tiers (1.7.0.0) for the full details.

An ES tab with one follower in each state: 1 = Off, Sim102 trades the tab's own ES; 2 = green, Sim103 trades MES; 3 = yellow, Sim104 trades NES.

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 1.7.0.0 ships with a built-in map of 36 futures families. Some examples:

• ES / MES / NES — S&P 500 (E-mini, Micro, E-nano)
• NQ / MNQ / NNQ — Nasdaq-100
• YM / MYM / NDOW — Dow
• RTY / M2K / N2K — Russell 2000
• CL / MCL / QM — Crude Oil (standard, Micro, E-mini)
• GC / MGC / 1OZ — Gold
• SI / SIL / SIC — Silver

See Cross Order Instrument Map: Supported Futures and Tiers for the complete list of 36 families, or How to customize the Cross Order instrument map?.

Nano-sized contracts

The third tier of the S&P 500, Nasdaq-100, Dow and Russell 2000 families is CME's E-nano contract — NES, NNQ, NDOW and N2K. Replikanto crosses into them where your data provider lists them in NinjaTrader's Instrument Manager. A tier NinjaTrader can't find is simply left out of the cycle, so that family behaves like the old two-state toggle. Nothing breaks.

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

You can replace the built-in map with your own file, ReplikantoCrossOrderRelationship.json, placed in Documents\NinjaTrader 8\bin\Custom. Each entry lists one family, with the nano tier optional:

{
  "CrossOrders": [
    { "mini": "ES", "micro": "MES", "nano": "NES" },
    { "mini": "6B", "micro": "M6B" }
  ]
}

Keep in mind:

• When the file exists, it replaces the whole built-in map — a family that isn't in your file doesn't cross.
• Replikanto never overwrites the file when it updates, so any copy from before 1.7.0.0 — customized or not — keeps the old 26-family map with no nano tiers. Delete it if the built-in map covers you, or replace it with the 1.7.0.0 file and re-add your changes.

For the full rules and step-by-step instructions, see How to customize the Cross Order instrument map?

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

Some instruments price in different increments than the instrument they cross into — for example, CL and MCL move in 0.01 steps while QM moves in 0.025 steps. Starting with Replikanto 1.7.0.0, a copied order's price is rounded to a valid price for the follower's instrument, so the follower's order isn't rejected by the broker for an invalid price:

• Buy limit and stop prices are rounded down; sell limit and stop prices are rounded up.
• So a follower's limit order is never more aggressive than the leader's (it may not fill where the leader's filled), and a follower's stop sits at or closer to the market than the leader's.
• Each adjustment is written to the Log tab as [Copier] Rounded a cross-tier follower price onto the destination instrument's tick grid.

This applies to crosses such as Gold (GC/MGC) with 1OZ, Crude Oil (CL/MCL) with QM, Silver (SI/SIL) with SIC, and VIX (VX) with VXM. When both instruments share the same increments (for example ES and MES), the price is copied unchanged. The instrument map shows which families differ.

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
• After changing the tab's instrument — Each follower with a Cross Order target keeps its size tier in the new instrument's family (a follower set to MES on an ES tab trades MNQ when the tab moves to NQ), and moving the tab back to the target's family restores the target, unless you checked the follower in the meantime without choosing a target. If the new instrument has no equivalent at that tier, such as a nano target like NES when the tab moves to CL or NG (their third tier is a larger E-mini), Replikanto turns the follower Off instead of letting it trade the tab's own, possibly much larger, instrument, and writes a Warning in the Log tab. The same happens when you load followers with Import... in the follower grid menu or turn Cross Order on for the tab, and to a follower whose connection was down during the change: it comes back Off. Toggle on does not turn such a follower back on, and it is still Off when you reopen the workspace. If you check its Status box without choosing a Cross Order target first, Replikanto clears the old target and the follower trades the tab's own instrument, as its Cross Order square shows; the Log tab says so. Check its Ratio for that contract. Choose a target for it, or turn Cross Order off for it, before turning it back on
• Locked during a trade — With the property Lock follower settings while in a trade turned on (the default), a follower's Cross Order square can't be changed while that follower has an open position or a working order
• 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. Followers that already had Cross Order on before Replikanto 1.7.0.0 keep crossing exactly as they did, through the previous map; to use the new families or the nano tier, click the follower's Cross Order square until it shows the target you want.