In live trading in my IB paper account I got a rejected order for stock symbol CME. What's strange is that over the last week I've successfully had automated trades go through on this symbol several times and in fact a different strategy was holding a position in CME at the time this strategy's order was rejected. The error message text I got was "IB (paper). You are trying to submit an order without having market data for this instrument. IB strongly recommends against this kind of blind trading which may result in erroneous or unexpected trades. Restrict affected Order: BuyToCover 88 Stop @ 74.85". NT threw up this error "Strategy XYZ/[GUID] submitted an order that generated the following error 'OrderRejected'. Strategy has sent cancel requests, attempted to close the position and terminated itself". NT succeeded in closing that position and shutting that strategy down.
Has anyone else ever seen this before? Any clues why I'd suddenly get this error for a symbol that I otherwise have great success trading?
My setup is NT 7.0.1 64bit, Windows 7 box 8GB mem, 8 core proc etc. I had about 90 rows in my strategies tab of NT, each row running a single symbol. All together trading about 50 different symbols. I have a Kinetick subscription good for 100 simultaneous symbols and I believe my IB is also good for 100 simultaneous symbols so I can't figure why I would have gotten this order.
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