Cancelled order due to end of session handling

[NinjaTrader_JoshP]

Hatori,

Sorry I did not quite understand what you mean. If you have no more data then you will not be able to cancel as nothing is trading. This would be expected.

[hatori]

I try to rephrase my previous post:

We have two different instrument in the strategy.
The primary instrument traded normally until session end.(24:00)
but the secondary instrument had no new tick that day from 20:00 ( close to expiration) , and that caused that the primary instrument stop/target cancelled with ''Cancelled order due to end of session handling' message.

[NinjaTrader_JoshP]

hatori,

I guess I still don't quite follow. Can you please provide the TraceOrders = true output along with trace/logs so we can see the sequence of events? Thank you.

[hatori]

You can reproduce the bug with the included files.

Import EStemp and TFtemp historical data and run the SessionCancelError strategy on the 5 min EStemp chart.
You will see that the stop/target canceled on the primary instrument at 20:00 because of the secondary bar session end.

Regards,
Hatori.

[NinjaTrader_Bertrand]

hatori, thanks for providing - we'll try reproducing here.

[NinjaTrader_Bertrand]

hatori, I'm seeing the same on my end - we check into matters.