Adding a Custom Instrument Family to Replikanto Cross Order

New futures products don't have to wait for a FlowBots release before you can copy trades into them with Cross Order. You can add a new instrument family yourself as soon as your broker and NinjaTrader list it, by using your own ReplikantoCrossOrderRelationship.json file.

Why you don't need to wait for a release

Replikanto has a built-in Cross Order map of 36 instrument families (see Cross Order Instrument Map: Supported Futures and Tiers). You can replace that map with your own file, ReplikantoCrossOrderRelationship.json, placed in Documents\NinjaTrader 8\bin\Custom. The copy of the file included in the Replikanto installation file contains the same 36 families — for example ES/MES/NES, NQ/MNQ/NNQ, GC/MGC/1OZ, CL/MCL/QM and SI/SIL/SIC — and you can add your own family to it at any time. The only real requirement is that the new instrument is already listed as tradable by NinjaTrader and your broker.

Starting with Replikanto 1.7.0.0, a family can have up to three tiers, and the built-in map includes CME's E-nano contracts (NES, NNQ, NDOW and N2K) as the third tier of the S&P 500, Nasdaq-100, Dow and Russell 2000 families, so those don't need hand-editing. For any family the built-in map doesn't cover, the JSON file is still the way to set one up as soon as the instrument exists. See Cross Order Now Has Three Instrument Tiers (1.7.0.0) for what ships built in.

Before you edit: the file replaces the built-in map

When ReplikantoCrossOrderRelationship.json exists and has at least one valid entry, Replikanto uses only the families in that file and ignores the built-in map. A family that isn't in your file doesn't cross at all. So always start from the complete file shipped with Replikanto 1.7.0.0 and add your family to it, rather than creating a file that holds only your new family. Without the file, Replikanto uses the built-in map — that's the normal setup.

File format

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

One entry per family. mini and micro are required; nano is optional. The keys are the first, second and third positions of the family (the order the Cross Order square cycles through), not necessarily the literal contract sizes.
Use the instrument names as NinjaTrader's Instrument Manager lists them (for example ES, not ES 12-26). The follower always trades the same contract month as the tab's instrument.
Each symbol can appear only once in the whole file. An entry that reuses a symbol is skipped, with the Warning Replikanto: [CrossOrder] Skipped a Cross Order relationship because one of its instruments is already mapped elsewhere.
If the file isn't valid JSON in this format, Replikanto logs the Warning Replikanto: [CrossOrder] Could not read ReplikantoCrossOrderRelationship.json, falling back to the built-in mini/micro/nano relationships. and uses the built-in map.

Add a new instrument family

Get the complete 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.
Back up any ReplikantoCrossOrderRelationship.json already in Documents\NinjaTrader 8\bin\Custom before replacing or changing it.
Edit the file in a text editor and add the new family as one more entry in the CrossOrders list, alongside the existing ones.
Save the file to Documents\NinjaTrader 8\bin\Custom, keeping the file name unchanged.
Close and reopen the Replikanto window (or restart NinjaTrader) for the change to take effect.
Verify there's no [CrossOrder] Warning in the Log tab, then select one of the new family's instruments on the tab and check that the Cross Order column shows the other tiers.

Example: a contract the release doesn't cover

Say a broker lists a new smaller version of a futures product that isn't in the built-in map. Once NinjaTrader and your broker support that contract as a tradable instrument, you can add it to ReplikantoCrossOrderRelationship.json as a new entry, the same way the built-in families are written, without waiting for FlowBots to ship it as a built-in relationship.

Already have a file from before 1.7.0.0?

Replikanto's automatic update never overwrites ReplikantoCrossOrderRelationship.json. Any copy from before 1.7.0.0 — customized or not — keeps the old 26-family map, with no nano tiers and none of the 10 families added in 1.7.0.0. If the new built-in map already covers what you need, delete the file. Otherwise, replace it with the 1.7.0.0 file and re-add your changes. 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 map — back it up first.

Limits to keep in mind

Quantity isn't rescaled automatically. Cross Order converts the instrument, not the quantity: 1 contract on the leader becomes 1 contract on the follower, regardless of the size difference between the two products. If you want a different follower size, combine Cross Order with the Ratio Copy method, which supports a ratio from -100 to 100.
Not every instrument pair can be converted. Cross orders aren't supported between instruments with very different price structures, such as ETFs versus futures. Cross Order works best between mini, micro and nano versions of the same underlying asset, where price movements track closely.
Differing price increments are handled for you. Starting with 1.7.0.0, if the instrument you cross into prices in a different increment than the leader's, Replikanto rounds the copied order's price to a valid price for the follower's instrument (buy prices down, sell prices up), so the broker doesn't reject it. This applies to built-in families like GC/1OZ, CL/QM, SI/SIC and VX/VXM, and to any family you add.
Some pairs need a specific exchange. Crossing VIX (VX) with Micro VIX (VXM) requires a broker connection that can reach Cboe CFE, such as Interactive Brokers. NinjaTrader Brokerage does not support that exchange.
Up to three tiers per family, and no hardcoded limit on the number of families you can define in the file.
After changing the tab's instrument, each follower with a Cross Order target keeps its tier: it trades the symbol in the same position (mini, micro or nano) of the new instrument's family, including a family you added. For example, 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 when that family has only two tiers, or 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. 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. A follower that was turned Off stays Off until you check it again.