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    OnOrderUpdate not firing

    Hi,

    I've attached a test strategy. I ran this on a 1 tick basis, on live data (it doesn't seem to happen in market replay) Instrument was any - 6A 6E 6J etc

    The strategy submits a limit order which is pending, then waits a while before canceling it. All goes well for the first few cancels, then for one cancel, OnOrderUpdate doesn't appear to be called (and the pending flag doesn't get reset)

    (I originally wrote this to test why entry is sometimes null in OnBarUpdate - hence the null print line, but this error came up first - I'd still like to know how entry could be null after at least one trade)

    Output is like this:

    Code:
    28/05/2010 15:43:01 Order update = Order='NT-02182/Sim101' Name='Buy' State=PendingSubmit Instrument='6J 06-10' Action=Buy Limit price=0.010888 Stop price=0 Quantity=1 Strategy='test1' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='a0ad71883fae4710aaff821cc99cdd6a' Gtd='01/12/2099 00:00:00'
    28/05/2010 15:43:01 Set pending true for entry = Order='NT-02182/Sim101' Name='Buy' State=PendingSubmit Instrument='6J 06-10' Action=Buy Limit price=0.010888 Stop price=0 Quantity=1 Strategy='test1' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='a0ad71883fae4710aaff821cc99cdd6a' Gtd='01/12/2099 00:00:00'
    28/05/2010 15:43:01 Order update = Order='NT-02182/Sim101' Name='Buy' State=Accepted Instrument='6J 06-10' Action=Buy Limit price=0.010888 Stop price=0 Quantity=1 Strategy='test1' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='a0ad71883fae4710aaff821cc99cdd6a' Gtd='01/12/2099 00:00:00'
    28/05/2010 15:43:01 Set pending true for entry = Order='NT-02182/Sim101' Name='Buy' State=Accepted Instrument='6J 06-10' Action=Buy Limit price=0.010888 Stop price=0 Quantity=1 Strategy='test1' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='a0ad71883fae4710aaff821cc99cdd6a' Gtd='01/12/2099 00:00:00'
    28/05/2010 15:43:01 Order update = Order='NT-02182/Sim101' Name='Buy' State=Working Instrument='6J 06-10' Action=Buy Limit price=0.010888 Stop price=0 Quantity=1 Strategy='test1' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='a0ad71883fae4710aaff821cc99cdd6a' Gtd='01/12/2099 00:00:00'
    28/05/2010 15:43:01 Set pending true for entry = Order='NT-02182/Sim101' Name='Buy' State=Working Instrument='6J 06-10' Action=Buy Limit price=0.010888 Stop price=0 Quantity=1 Strategy='test1' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='a0ad71883fae4710aaff821cc99cdd6a' Gtd='01/12/2099 00:00:00'
    28/05/2010 15:43:17 Cancel :Working
    28/05/2010 15:43:17 Order update = Order='NT-02182/Sim101' Name='Buy' State=PendingCancel Instrument='6J 06-10' Action=Buy Limit price=0.010888 Stop price=0 Quantity=1 Strategy='test1' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='a0ad71883fae4710aaff821cc99cdd6a' Gtd='01/12/2099 00:00:00'
    28/05/2010 15:43:17 Set pending true for entry = Order='NT-02182/Sim101' Name='Buy' State=PendingCancel Instrument='6J 06-10' Action=Buy Limit price=0.010888 Stop price=0 Quantity=1 Strategy='test1' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='a0ad71883fae4710aaff821cc99cdd6a' Gtd='01/12/2099 00:00:00'
    28/05/2010 15:43:17 Order update = Order='NT-02182/Sim101' Name='Buy' State=Cancelled Instrument='6J 06-10' Action=Buy Limit price=0.010888 Stop price=0 Quantity=1 Strategy='test1' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='a0ad71883fae4710aaff821cc99cdd6a' Gtd='01/12/2099 00:00:00'
    28/05/2010 15:43:17 Set pending false for entry = Order='NT-02182/Sim101' Name='Buy' State=Cancelled Instrument='6J 06-10' Action=Buy Limit price=0.010888 Stop price=0 Quantity=1 Strategy='test1' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='a0ad71883fae4710aaff821cc99cdd6a' Gtd='01/12/2099 00:00:00'
    28/05/2010 15:43:17 Order update = Order='NT-02183/Sim101' Name='Buy' State=PendingSubmit Instrument='6J 06-10' Action=Buy Limit price=0.010889 Stop price=0 Quantity=1 Strategy='test1' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='8f76ed8c93d546998a6189da7aa19282' Gtd='01/12/2099 00:00:00'
    28/05/2010 15:43:17 Set pending true for entry = Order='NT-02183/Sim101' Name='Buy' State=PendingSubmit Instrument='6J 06-10' Action=Buy Limit price=0.010889 Stop price=0 Quantity=1 Strategy='test1' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='8f76ed8c93d546998a6189da7aa19282' Gtd='01/12/2099 00:00:00'
    28/05/2010 15:43:17 Order update = Order='NT-02183/Sim101' Name='Buy' State=Accepted Instrument='6J 06-10' Action=Buy Limit price=0.010889 Stop price=0 Quantity=1 Strategy='test1' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='8f76ed8c93d546998a6189da7aa19282' Gtd='01/12/2099 00:00:00'
    28/05/2010 15:43:17 Set pending true for entry = Order='NT-02183/Sim101' Name='Buy' State=Accepted Instrument='6J 06-10' Action=Buy Limit price=0.010889 Stop price=0 Quantity=1 Strategy='test1' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='8f76ed8c93d546998a6189da7aa19282' Gtd='01/12/2099 00:00:00'
    28/05/2010 15:43:17 Order update = Order='NT-02183/Sim101' Name='Buy' State=Working Instrument='6J 06-10' Action=Buy Limit price=0.010889 Stop price=0 Quantity=1 Strategy='test1' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='8f76ed8c93d546998a6189da7aa19282' Gtd='01/12/2099 00:00:00'
    28/05/2010 15:43:17 Set pending true for entry = Order='NT-02183/Sim101' Name='Buy' State=Working Instrument='6J 06-10' Action=Buy Limit price=0.010889 Stop price=0 Quantity=1 Strategy='test1' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='8f76ed8c93d546998a6189da7aa19282' Gtd='01/12/2099 00:00:00'
    28/05/2010 15:43:39 Cancel :Working
    28/05/2010 15:43:40 Cancel :Cancelled
    28/05/2010 15:43:40 Cancel :Cancelled
    28/05/2010 15:43:40 Cancel :Cancelled
    28/05/2010 15:43:40 Cancel :Cancelled
    Attached Files

    #2
    Thanks for reporting in Dave, I'll give this a run here and get back to you - however one thing to note about the code is in NT7 you would compare the IOrder objects directly, the token would not be needed anymore as in 6.5 codings.

    Comment


      #3
      Hi Bertrand,

      How did this go? As you can imagine, not being able to cancel an order or know whether it's canceled is pretty serious.

      thanks
      Dave

      Comment


        #4
        Dave, so far I did not see this happening here on my end, testing your setup exactly on ZenFire live. Can you reproduce the same issue while running for example on the Simulated Feed for your symbol in question?

        Comment


          #5
          Thanks Bertrand - could I please see what output you got?

          Edit to say - yes it also happens with sim connection, instrument 6E 06-10.

          regards
          Dave
          Last edited by dave1992; 06-01-2010, 12:35 PM. Reason: change ES to 6E

          Comment


            #6
            Here's the output from ES June live, will try the simulated feed on ES tomorrow here -
            Code:
             
            6/1/2010 12:16:34 PM Order update = Order='7b42a73bc65f40d49cddb08f056e2844/Sim101' Name='Buy' State=PendingCancel Instrument='ES 06-10' Action=Buy Limit price=1060.25 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='7b42a73bc65f40d49cddb08f056e2844' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:16:34 PM Set pending true for entry = Order='7b42a73bc65f40d49cddb08f056e2844/Sim101' Name='Buy' State=PendingCancel Instrument='ES 06-10' Action=Buy Limit price=1060.25 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='7b42a73bc65f40d49cddb08f056e2844' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:16:34 PM Order update = Order='7b42a73bc65f40d49cddb08f056e2844/Sim101' Name='Buy' State=Cancelled Instrument='ES 06-10' Action=Buy Limit price=1060.25 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='7b42a73bc65f40d49cddb08f056e2844' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:16:34 PM Set pending false for entry = Order='7b42a73bc65f40d49cddb08f056e2844/Sim101' Name='Buy' State=Cancelled Instrument='ES 06-10' Action=Buy Limit price=1060.25 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='7b42a73bc65f40d49cddb08f056e2844' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:16:34 PM Order update = Order='1e7e1c44301a4fa7ade80c180a30f9fa/Sim101' Name='Buy' State=PendingSubmit Instrument='ES 06-10' Action=Buy Limit price=1060 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='1e7e1c44301a4fa7ade80c180a30f9fa' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:16:34 PM Set pending true for entry = Order='1e7e1c44301a4fa7ade80c180a30f9fa/Sim101' Name='Buy' State=PendingSubmit Instrument='ES 06-10' Action=Buy Limit price=1060 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='1e7e1c44301a4fa7ade80c180a30f9fa' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:16:34 PM Order update = Order='1e7e1c44301a4fa7ade80c180a30f9fa/Sim101' Name='Buy' State=Accepted Instrument='ES 06-10' Action=Buy Limit price=1060 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='1e7e1c44301a4fa7ade80c180a30f9fa' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:16:34 PM Set pending true for entry = Order='1e7e1c44301a4fa7ade80c180a30f9fa/Sim101' Name='Buy' State=Accepted Instrument='ES 06-10' Action=Buy Limit price=1060 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='1e7e1c44301a4fa7ade80c180a30f9fa' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:16:34 PM Order update = Order='1e7e1c44301a4fa7ade80c180a30f9fa/Sim101' Name='Buy' State=Working Instrument='ES 06-10' Action=Buy Limit price=1060 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='1e7e1c44301a4fa7ade80c180a30f9fa' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:16:34 PM Set pending true for entry = Order='1e7e1c44301a4fa7ade80c180a30f9fa/Sim101' Name='Buy' State=Working Instrument='ES 06-10' Action=Buy Limit price=1060 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='1e7e1c44301a4fa7ade80c180a30f9fa' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:16:50 PM Cancel :Working
            6/1/2010 12:16:50 PM Order update = Order='1e7e1c44301a4fa7ade80c180a30f9fa/Sim101' Name='Buy' State=PendingCancel Instrument='ES 06-10' Action=Buy Limit price=1060 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='1e7e1c44301a4fa7ade80c180a30f9fa' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:16:50 PM Set pending true for entry = Order='1e7e1c44301a4fa7ade80c180a30f9fa/Sim101' Name='Buy' State=PendingCancel Instrument='ES 06-10' Action=Buy Limit price=1060 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='1e7e1c44301a4fa7ade80c180a30f9fa' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:16:50 PM Order update = Order='1e7e1c44301a4fa7ade80c180a30f9fa/Sim101' Name='Buy' State=Cancelled Instrument='ES 06-10' Action=Buy Limit price=1060 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='1e7e1c44301a4fa7ade80c180a30f9fa' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:16:50 PM Set pending false for entry = Order='1e7e1c44301a4fa7ade80c180a30f9fa/Sim101' Name='Buy' State=Cancelled Instrument='ES 06-10' Action=Buy Limit price=1060 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='1e7e1c44301a4fa7ade80c180a30f9fa' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:16:50 PM Order update = Order='69061079993e4c92acb800b66cd250f2/Sim101' Name='Buy' State=PendingSubmit Instrument='ES 06-10' Action=Buy Limit price=1059.5 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='69061079993e4c92acb800b66cd250f2' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:16:50 PM Set pending true for entry = Order='69061079993e4c92acb800b66cd250f2/Sim101' Name='Buy' State=PendingSubmit Instrument='ES 06-10' Action=Buy Limit price=1059.5 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='69061079993e4c92acb800b66cd250f2' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:16:50 PM Order update = Order='69061079993e4c92acb800b66cd250f2/Sim101' Name='Buy' State=Accepted Instrument='ES 06-10' Action=Buy Limit price=1059.5 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='69061079993e4c92acb800b66cd250f2' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:16:50 PM Set pending true for entry = Order='69061079993e4c92acb800b66cd250f2/Sim101' Name='Buy' State=Accepted Instrument='ES 06-10' Action=Buy Limit price=1059.5 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='69061079993e4c92acb800b66cd250f2' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:16:50 PM Order update = Order='69061079993e4c92acb800b66cd250f2/Sim101' Name='Buy' State=Working Instrument='ES 06-10' Action=Buy Limit price=1059.5 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='69061079993e4c92acb800b66cd250f2' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:16:50 PM Set pending true for entry = Order='69061079993e4c92acb800b66cd250f2/Sim101' Name='Buy' State=Working Instrument='ES 06-10' Action=Buy Limit price=1059.5 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='69061079993e4c92acb800b66cd250f2' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:17:07 PM Cancel :Working
            6/1/2010 12:17:07 PM Order update = Order='69061079993e4c92acb800b66cd250f2/Sim101' Name='Buy' State=PendingCancel Instrument='ES 06-10' Action=Buy Limit price=1059.5 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='69061079993e4c92acb800b66cd250f2' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:17:07 PM Set pending true for entry = Order='69061079993e4c92acb800b66cd250f2/Sim101' Name='Buy' State=PendingCancel Instrument='ES 06-10' Action=Buy Limit price=1059.5 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='69061079993e4c92acb800b66cd250f2' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:17:07 PM Order update = Order='69061079993e4c92acb800b66cd250f2/Sim101' Name='Buy' State=Cancelled Instrument='ES 06-10' Action=Buy Limit price=1059.5 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='69061079993e4c92acb800b66cd250f2' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:17:07 PM Set pending false for entry = Order='69061079993e4c92acb800b66cd250f2/Sim101' Name='Buy' State=Cancelled Instrument='ES 06-10' Action=Buy Limit price=1059.5 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='69061079993e4c92acb800b66cd250f2' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:17:12 PM Order update = Order='8d0305bcfa7143b29cdfb69f42ab19c6/Sim101' Name='Buy' State=PendingSubmit Instrument='ES 06-10' Action=Buy Limit price=1059.5 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='8d0305bcfa7143b29cdfb69f42ab19c6' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:17:12 PM Set pending true for entry = Order='8d0305bcfa7143b29cdfb69f42ab19c6/Sim101' Name='Buy' State=PendingSubmit Instrument='ES 06-10' Action=Buy Limit price=1059.5 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='8d0305bcfa7143b29cdfb69f42ab19c6' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:17:12 PM Order update = Order='8d0305bcfa7143b29cdfb69f42ab19c6/Sim101' Name='Buy' State=Accepted Instrument='ES 06-10' Action=Buy Limit price=1059.5 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='8d0305bcfa7143b29cdfb69f42ab19c6' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:17:12 PM Set pending true for entry = Order='8d0305bcfa7143b29cdfb69f42ab19c6/Sim101' Name='Buy' State=Accepted Instrument='ES 06-10' Action=Buy Limit price=1059.5 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='8d0305bcfa7143b29cdfb69f42ab19c6' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:17:12 PM Order update = Order='8d0305bcfa7143b29cdfb69f42ab19c6/Sim101' Name='Buy' State=Working Instrument='ES 06-10' Action=Buy Limit price=1059.5 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='8d0305bcfa7143b29cdfb69f42ab19c6' Gtd='1/1/0001 12:00:00 AM'
            6/1/2010 12:17:12 PM Set pending true for entry = Order='8d0305bcfa7143b29cdfb69f42ab19c6/Sim101' Name='Buy' State=Working Instrument='ES 06-10' Action=Buy Limit price=1059.5 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='8d0305bcfa7143b29cdfb69f42ab19c6' Gtd='1/1/0001 12:00:00 AM'

            Comment


              #7
              Thanks. I meant 6E rather than ES, but I just tried it with ES and it happens. You might need to leave yours running a little longer, and try it a few times. It does happen every time for me, but sometimes after a minute or two.

              regards
              Dave

              Comment


                #8
                Dave,

                I ran your strategy for 10 minutes on my end and did not run into the issue you report either. Are there any other settings you may be using that can help us reproduce? Thank you.
                Josh P.NinjaTrader Customer Service

                Comment


                  #9
                  I can't think of any other settings. The strat window settings are

                  last
                  tick
                  1
                  1
                  <inst set>
                  sim101
                  True
                  test1
                  Two...
                  0
                  Def
                  0
                  1
                  All
                  True
                  30
                  PerEntry
                  False
                  by
                  strat
                  Gtc.

                  I'm on NT7B16-64bit, windows 7 - 64 bit. I'll try it on another machine tomorrow. And I'm running it from the strat window, not charts.

                  Comment


                    #10
                    Thanks for the added details, will recheck here on my end.

                    Comment


                      #11
                      Unfortunately I still can't reproduce here Dave, with your settings and started from the tab...if you feel another details of your setup was missing, please add and I'll recheck.

                      Comment


                        #12
                        I tried it on XP 32 bit on a different machine too - same thing. By the way, have you tried it on a very fast PC? I wonder whether it's related to the speed of ticks coming in. Also, you are running it against a 1 tick data series, rather than just calc on bar close = false?

                        Perhaps you could get your dev team to suggest which areas or settings we could look at?

                        Comment


                          #13
                          Thanks for the efforts Dave, yes we tried a 1 tick series as well on a high performing machine - let me check my dedicated trading PC here well to compare.

                          Comment


                            #14
                            me too

                            Just wanted to say I am experiencing this issue as well. NT7 latest beta (today), Zen-Fire, Win Vista 23-bit. OnBarUpdate is not firing for non-historical data for any instrument.

                            Comment


                              #15
                              Originally posted by andrewbee View Post
                              Just wanted to say I am experiencing this issue as well. NT7 latest beta (today), Zen-Fire, Win Vista 23-bit. OnBarUpdate is not firing for non-historical data for any instrument.
                              OnBarUpdate or OnOrderUpdate ?

                              Comment

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