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Order rejected due to lack of external data feed
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Order rejected due to lack of external data feed
I am using the NtDirect dll to send orders from Tradestation to NT platform. I am using the external data feed, so that the data is also coming from the TS platform. Even though the data is there, I occasionally get rejected orders due to a lack of data feed. I would appreciate any suggestions on how to prevent this. These are market orders. Lacking a better idea, my plan is to resend the order if the returned order status is rejected. This is done using a sim account.Tags: None
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Originally posted by NinjaTrader_ChelseaB View PostHello Atomic,
What is the specific full error message?
Is this an error because no data is being received by the simulation engine or is this an error the order was actually rejected?
The log says: External Data Feed. There is no market data available to drive the simulation engine.
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Hello Atomic,
"There is no market data available to drive the simulation engine" this does not mean the external data feed is not connected. It just means there haven't been any ticks received within a few seconds which is needed to fill the order.
Are these slow moving low volume instruments?
Are you looking at a 1 tick chart and seeing ticks appear on the chart as the errors occur?Chelsea B.NinjaTrader Customer Service
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Originally posted by NinjaTrader_ChelseaB View PostHello Atomic,
"There is no market data available to drive the simulation engine" this does not mean the external data feed is not connected. It just means there haven't been any ticks received within a few seconds which is needed to fill the order.
Are these slow moving low volume instruments?
Are you looking at a 1 tick chart and seeing ticks appear on the chart as the errors occur?
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Hello Atomic,
The message means there is no last updates coming in.
I just want to confirm, have you watched a 1 tick chart in NinjaTrader and confirmed that new ticks are appearing on the chart at the moment the error appears? If so, the simulation engine should have something to work with and I wouldn't expect this error.
If you can confirm this is the case, I would like to schedule a call with you to observe.Last edited by NinjaTrader_ChelseaB; 05-26-2021, 11:44 AM.Chelsea B.NinjaTrader Customer Service
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Originally posted by NinjaTrader_ChelseaB View PostHello Atomic,
The message means there is no last updates coming in.
I just want to confirm, have you watched a 1 tick chart in NinjaTrader and confirmed that new ticks are appearing on the chart at the moment the error appears? If so, the simulation engine should have something to work with and I wouldn't expect this error.
If you can confirm this is the case, I would like to schedule a call with you to observe.
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