Symbol Mapping for Alias Extensions Will Not Work
NinjaTrader will NOT map symbols that have alias extensions; .P, .C or .D. For example: ESZ06.D chart in TradeStation will NOT send data or orders to NinjaTrader. Use either the @ES continuous contract or the ESZ06 individual contract.
I Want to Map an Individual Futures Contract
To send either market data via the NTExternalFeed strategy or orders through the ATI to NinjaTrader from an individual futures contract such as the Emini S&P March contract "ESH06" in TradeStation or the Euro FX March Contract "ECH06", you have correctly set up mapping within NinjaTrader.
For this example, let's map the "ECH06" contract.
1. From the Control Center window select the menu Tools-->Instrument Manager
2. Highlight the 6E contract from the main grid which is the NinjaTrader Euro FX contract
3. Press the "Edit" button to bring up the "Instrument Editor" window
4. Select the "Misc" tab
5. Next to "Symbol map - External" set the value to "EC"
6. Press "OK"

This procedure would be repeated for any other symbols you wish to map between TradeStation and NinjaTrader.
I Want to Map a Continuous Contract
If you run the TradeStation Automated Trading Interface through the email protocol or want to use the NTExternalFeed strategy to drive NinjaTrader Simulation Edition with a TradeStation continuous contract follow the instructions below. We will use the "@ES" continuous contract symbol and front month of March 2006 for example purposes.
1. From the Control Center window select the menu Tools-->Instrument Manager
2. Highlight the ES contract from the main grid
3. Press the "Edit" button to bring up the "Instrument Editor" window
4. Select the "Misc" tab
5. Next to "Symbol map - External" set the value to "ES|03-06"
6. Press "OK"

Automated Trading Interface - Orders generated for "@ES" will now be routed to the NinjaTrader "ES 03-06" contract.
NTExternalFeed strategy - Data from your "@ES" chart will be sent to the NinjaTrader "ES 03-06" contract.
Please remember to change this when the contract rolls over. If your system is trading on the "ESH06" symbol you could just leave the symbol mapping in NinjaTrader to "ES" instead of the "ES|03-06" as shown above.
I Want to Map Equities or Other Asset Classes
3. Highlight the equity you want to simulate main grid
4. Press the "Edit" button to bring up the "Instrument Editor" window
5. Select the "Misc" tab
6. Next to "Symbol map - External" ensure the value is the actual symbol such as "MSFT" or "AAPL"
7. Press "OK"
8. Options and currencies can not be mapped. You must explicity reference the correct NinjaTrader instrument name from TradeStation.