NeoTicker Blog

Here is an example showing the proper setting for importing trade records from XTrader.

XTrader

XTrader is a very common order placement platform from Trading Technologies. XTrader has a built-in feature to save all the transaction records into an audit trail file upon exit of the application. Thus, if you have been using XTrader on the same computer for a long time and you have enabled the auto export feature, you should have full account of all your trading records on your computer already.

The Import Settings

Here is a screenshot of the Trade Simulator’s Import tab.

 

For my usage, I have chosen to use my own symbol ES #F. If you trade multiple symbols, you will need to modify this setting.

The time stamp I get from the audit trail file seems to point to Chicago time, thus the need to adjust the time by 60 minutes since I track my transactions in Eastern Time.

The option Refactor Price Value is set to 0.01 due to the fact that the fill prices are reported in integers only.

Other Tips

It is pretty easy to work with XTrader’s audit trail file.

Since I am using both J-Trader (as mentioned in another blog article) and XTrader, I find that I need to save the import settings (using the More button on the Import tab to access the Save/Load Import Setting commands) for both platforms so that I can use whichever one when I need to.

One cool thing I can do now is that I can combine the trading records from multiple brokerage accounts to see the combined performance using the System Performance Viewer.

(Sep 10, 2007. Lawrence – following section is added after receiving many emails on how to enable the audit trail auto saving option in XTrader)

Additional Information on Audit Trail Option in XTrader

1. In XTrader main program bar, choose Setting menu, then Properties item
2. In the Edit Properties window, choose the Fill tab
3. At the bottom of the page, you should be able to find the Automatic Data Export option
4. Enable the auto export option and specify your export directory there