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Importing Trades

Both brokers land in the same place, but they get there differently, and the Tradovate path has a constraint that changes what you should do.

NinjaTrader 8​

Executions come from the CrossTrade Add-On, which keeps a local record inside NinjaTrader and syncs it up to CrossTrade. NinjaTrader holds its own history, so a missed sync is recoverable: the next one catches up.

Tradovate​

Fills are swept from Tradovate's REST API.

Tradovate history is current-session only

Tradovate's standard API returns only the current session's fills. There is no history endpoint to reach back with. CrossTrade works around this by sweeping cumulatively: every sweep captures the whole visible session and de-duplicates, so as long as one sweep lands per trading day, nothing is missed. The nightly maintenance window runs between 5 and 6 PM ET, before the session reset, for exactly this reason.

The consequence: a trading day with no sweep is a permanent gap in the Tradovate side of your journal. It cannot be backfilled from the standard API later. Leave Daily Auto-Import on.

Import and sync​

The Import / Sync button sits in the Journal header, and you can sync on demand from it at any time.

Daily Auto-Import, in Journal Settings, imports your trade data automatically after the futures close. On Tradovate this is the setting that prevents the permanent gap described above, so leaving it on is the difference between a complete record and a missing day you cannot recover.

First Tradovate sweep with a position already open​

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If an account's very first sweep happens while a position opened in an earlier, never-swept session is still open, the entry fills for it were never captured. Until that contract goes flat, its exits can read as opposite-side entries.

It is one-time, limited to that contract, and it corrects itself once the position closes.

What arrives with a fill​

Commissions and fees come across with the fill rather than being estimated, and instrument identity is resolved so the same product buckets identically from either broker. That is why a combined ES record across NinjaTrader and Tradovate reports as one instrument rather than two.