Yes, it is timer only related and still only testing with replay. Works fine without firing the CustomerTimerEvent(). I can't trap the error, and NT7 seems to die internally when it generates the **NT** errors, stops processing Order Transactions.
My final application does a lot of Trailing Stop type functions in the OnMarketData(). But I don't think we need to complicate things that far. The same issue occurs in the demo code I uploaded and you can see it doesn't trap the error in that case, just orders stop being processes.
Comment