How to customize the Cross Order instrument map?

The Cross Order feature in Replikanto lets a follower account trade a different but related instrument than the leader. For example, you can trade the E-mini S&P 500 (ES) on your leader account while your follower account executes the same trade in the Micro E-mini (MES). Cross Order changes the instrument, not the quantity: 1 ES contract on the leader becomes 1 MES contract on the follower. To trade a different number of contracts, combine Cross Order with the Ratio copy method.

Which instruments can cross into which is set by a map of instrument families. Replikanto has a built-in map of 36 families (see Cross Order Instrument Map: Supported Futures and Tiers), and you can replace it with your own ReplikantoCrossOrderRelationship.json file. This article explains the file's format, how to create or edit it, and what to do with an existing file after updating to Replikanto 1.7.0.0.

How the file works

• Location: Documents\NinjaTrader 8\bin\Custom\ReplikantoCrossOrderRelationship.json. Replikanto only looks for it there, with exactly that name.
• No file is normal. If the file doesn't exist, Replikanto uses its built-in map. You only need the file if you want a family or tier the built-in map doesn't have, or want to change or remove one.
• The file replaces the whole built-in map. When the file exists and has at least one valid entry, Replikanto uses only the families in your file. A family that isn't in your file doesn't cross at all. That's why you should start from the complete file shipped with Replikanto and edit it, rather than create a file that contains only your addition.
• When it's read: each time a Replikanto window or tab opens. Closing and reopening the Replikanto window (or restarting NinjaTrader) applies your changes.

File format

The file holds one list, CrossOrders, with one entry per instrument family:

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

• Each entry needs mini and micro; nano is optional. An entry without mini or micro is ignored.
• Use the instrument names as NinjaTrader's Instrument Manager lists them (for example ES, not a contract month such as ES 12-26). The follower always trades the same contract month as the tab's instrument.
• The keys mini, micro and nano are the first, second and third positions of the family — the order in which the Cross Order square cycles through them. They don't have to be literally mini, micro and nano contracts; for example, the built-in Crude Oil family is CL / MCL / QM.
• A family can have at most three tiers, and each symbol can appear only once in the whole file. An entry that reuses a symbol already used by another entry is skipped, and the Log tab shows the Warning Replikanto: [CrossOrder] Skipped a Cross Order relationship because one of its instruments is already mapped elsewhere.
• Older files that described a three-tier family as two linked pairs (for example GC→MGC plus MGC→1OZ) still work: Replikanto joins them into one family.
• Lines that start with // are treated as comments; the file shipped with Replikanto uses them to name each family.
• If the file can't be read as valid JSON in this format, Replikanto writes the Warning Replikanto: [CrossOrder] Could not read ReplikantoCrossOrderRelationship.json, falling back to the built-in mini/micro/nano relationships. to the Log tab and uses the built-in map instead.

Step-by-Step Instructions

1. Get the current file
   Take ReplikantoCrossOrderRelationship.json from the Replikanto 1.7.0.0 installation file (Replikanto-1.X.X.X-xxxxx.zip), or download it from the downloads section of your FlowBots profile. The 1.7.0.0 file contains the full 36-family map.
2. Back up any existing file
   If Documents\NinjaTrader 8\bin\Custom already has a ReplikantoCrossOrderRelationship.json, make a backup copy before replacing or editing it.
3. Edit the file
   Open the JSON file in a text editor and add, change or remove entries using the format above.
4. Save the file
   Save it to Documents\NinjaTrader 8\bin\Custom. Do not change the file name.
5. Reopen Replikanto
   Close and reopen the Replikanto window, or restart NinjaTrader, for the changes to take effect.
6. Verify the configuration
   Check the Log tab for any [CrossOrder] Warning. Then select one of your family's instruments on the tab and confirm the Cross Order column appears and cycles through the instruments you defined.

1 = one of your family's instruments on the tab (here ES 12-26); 2 = Cross Order checked in the menu that opens when you right-click the left panel; 3 = the Cross Order column. Click a follower's square to cycle through the instruments you defined.

Example Configuration

Crude Oil is a common example. The built-in map already has it as a three-tier family, { "mini": "CL", "micro": "MCL", "nano": "QM" }. If you only want CL to cross into MCL, change that entry in your file to { "mini": "CL", "micro": "MCL" }.

After changing the entry to { "mini": "CL", "micro": "MCL" }, a CL tab has only two states: 1 = off (grey), Sim102 trades CL; 2 = green, Sim103 trades MCL.

Replikanto version 1.4.5.4 and higher includes the CL <> MCL cross-order relationship pre-configured out of the box.

Updated to 1.7.0.0 and you have your own file?

Replikanto's automatic update never overwrites ReplikantoCrossOrderRelationship.json. Any copy of the file from before 1.7.0.0 — customized or not — keeps working after the update, and keeps the old 26-family map: no nano tiers and none of the 10 families added in 1.7.0.0.

• How to tell: open the file. If no entry has a "nano" key and there are no entries for the families added in 1.7.0.0 (such as FESX or SOL), it's the old map.
• You never customized it, or the new map already covers your changes: delete the file. Replikanto then uses the built-in 36-family map.
• You have changes the new map doesn't cover: replace the file with the one from the 1.7.0.0 installation file and re-add your changes.
• Installing by importing the .zip: if you install a new version by importing the .zip in NinjaTrader and NinjaTrader asks whether to replace an existing file, answering yes replaces your file with the new 36-family map. Back up your file first.

Three Tiers for the Same Leader Product

Before Replikanto 1.7.0.0, a leader instrument could map to exactly one crossed instrument. Starting with 1.7.0.0, a family can have up to three tiers, so the Cross Order square cycles through off (grey), the first other tier of the family (green) and the second other tier (yellow), in mini, micro, nano order, skipping the tab's own instrument. 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 shows, next to the square, the instrument that follower will trade.

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

A family you define with only mini and micro keeps the familiar grey/green behavior. See Cross Order Now Has Three Instrument Tiers (1.7.0.0) for the full explanation.

Important Considerations

• File location: Ensure the modified file is saved in the correct directory: Documents\NinjaTrader 8\bin\Custom. If the file is in the wrong location, Replikanto will not detect your customizations.
• No coded limitations: There is no hardcoded limit on the number of families you can define. Each family can have up to three tiers.
• Supported instrument types: Cross orders work best when converting between micro, mini, and nano versions of the same underlying asset (e.g., ES to MES, NQ to MNQ, CL to MCL). The instruments must have equivalent price movements for the conversion to work correctly.
• Different price increments are handled for you: If the instrument you cross into moves in a different price increment than the leader's, Replikanto 1.7.0.0 rounds the copied order's price to a valid price for the follower's instrument, rather than letting the broker reject it. Buy prices are rounded down and sell prices up. This applies to pairs such as GC/1OZ, CL/QM, SI/SIC, and VX/VXM, and to any family you add.
• Unsupported conversions: Cross orders between instruments with different price structures are not possible, such as:
  • ETFs vs. futures (e.g., QQQ <> NQ or SPY <> ES)
  • Futures instruments with different expiration dates
  • Instruments from different asset classes
• Some pairs require a specific exchange: Crossing VIX (VX) with Micro VIX (VXM) only resolves on a broker connection that can reach Cboe CFE, such as Interactive Brokers. NinjaTrader Brokerage does not support that exchange.
• Pre-defined relationships: Replikanto includes a built-in map of 36 families. Your file replaces it, so keep every family you still want in your file.
• Multiple instrument trading: If you need to copy multiple symbols from a leader account to followers, open a separate tab for each symbol. Replikanto can run with multiple windows or tabs in parallel.
• Downloading the original file: You can download the original ReplikantoCrossOrderRelationship.json file from the downloads section of your FlowBots profile.
• JSON syntax validation: Ensure your JSON syntax is correct when editing the file. If the file isn't valid, Replikanto logs a Warning and falls back to the built-in map, so your changes are not applied. Consider using a JSON validator if you're unsure about the syntax.
• After changing the tab's instrument: Each follower with a Cross Order target keeps its tier, the same position (mini, micro or nano) in the new instrument's family: a follower set to MES on an ES tab trades MNQ when the tab moves to NQ. If the new family 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. Moving the tab back to the target's family restores the target, unless you checked the follower in the meantime without choosing a target. A follower that was turned Off stays Off until you check it again.

Troubleshooting

• Changes don't appear: Verify the file is saved in the correct directory and that the file name hasn't been changed, then close and reopen the Replikanto window. Look in the Log tab for a [CrossOrder] Warning: "Could not read ReplikantoCrossOrderRelationship.json" means a syntax error (the built-in map is in use); "Skipped a Cross Order relationship" means a symbol is used twice.
• File not found: That's normal — without the file, Replikanto uses its built-in map. Extract the file from the Replikanto-1.X.X.X-xxxxx.zip installation file only if you want to customize the map.
• A family you didn't touch stopped crossing: your file replaces the whole built-in map. Add that family to your file, or start again from the complete 1.7.0.0 file.
• No nano tier after updating to 1.7.0.0: an old copy of the file is still in Documents\NinjaTrader 8\bin\Custom. See "Updated to 1.7.0.0 and you have your own file?" above.
• Orders not converting: Confirm that the family is correctly defined in the JSON file and that both instruments are available in NinjaTrader's Instrument Manager for the same contract month. If the Log shows No cross order instrument is mapped for this instrument with a symbol, NinjaTrader couldn't find that instrument on your connection.
• Existing settings after updating: Saved workspaces and follower settings that already had Cross Order enabled keep working automatically after updating to 1.7.0.0. There is no migration step, and they continue resolving to the same instrument they already crossed into. 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.