Unable to Open Position

I am trying to trade the ES spread ( buy the Mini ES existing contract and sell the future March contract). This works fine when I am paper trading using Rhitmic data on a simulation account; however, it doesn’t work on the real account as the system weirdly opens the third position.

Here is a screenshot of the buy and sell positions on the paper trading account. Works fine. (Photo 1)

The profit loss statement on the paper account also confirms this (Photo 2). It includes fees for two open legs.

However, when trading on a real account, the system opens the third instrument (which I guess is the spread on ES Dec - ES March) besides the buy-and-sell leg. I can’t understand why the third trade opens. In fact, only the P/L on the third instrument counts toward the balance without taking into consideration what happens with the other two open (buy and sell) positions when I close them.
(Photo 3).

The data feed is from Rhthmic. Why is it happening? Do I need to turn something off on Ninjatrader or I am missing something? THANKS!

1 Like

@Cryptontrader thank you for your question. As an FYI, we do not support the platform you posted here. Our main platform is Free Futures Trading Platform | Optimus Flow | $50,000 Practice Account

However, it seems your third-party platform breaks it down to the actual spread contract and then to the actual contract that is within that futures spread. We do not think it is the third trade.
image
You are long the spread (as indicated), Long March, and Short Dec.
Your P&L should reflect that.

The liquidity between the two contacts could be an additional factor that may affect your P&L when executed. For the most part, the two contracts move up and down in tandem, so it would be hard to capitalize, again, based on the different liquidity of the two contacts.

We hope this helps.

Best,
Matt Z
Optimus Futures