Patsystems Historical Data Feed??

[NinjaTrader_Jason]

Hello chatchgo,

Can you please inform us what exactly happens when submitting a Day order. Do you receive a different error message?

What steps are performed to submit the rejected order?

You stated in post #11 Day orders go through. Is there any difference in the manner you submit the Day orders currently as opposed to the attempts when the Day orders did go through?

[chatchgo]

When I submit the orders through the Dom while set to Day, the order goes thru. But the automated strategy gets rejected while set to day. The error message is the same as GTC error message from post #8.

[chatchgo]

How should I resolve this automated issue??

[NinjaTrader_Jason]

As per the error message:

Order Combination order type 'Stop' and time-in-force 'Day' not supported by exchange 'Nybot' Affected Order: Sell 1 Stop @ 493.6

The combination of time-in-force set to 'Day' and order type 'Stop' is not accepted by the exchange.

Can you please tell me what type of order your strategy submitted that caused this rejection error? Could this be a stop loss part of an ATM strategy that your automated strategy uses?

[chatchgo]

Im using the strategy wizard, here's the code:

Add(SMA(Fast));
SetStopLoss("", CalculationMode.Ticks, 20, false);
SetProfitTarget("", CalculationMode.Ticks, 20);
CalculateOnBarClose = true;

[NinjaTrader_Jason]

Can you please send me your log file for the date the last rejection error message occurred. Please send it to support[at]ninjatrader[dot]com, include 'Attn Jason' in the subject header and reference this thread.

You can find these files at the following locations:

Start Menu--> My Documents--> NinjaTrader 6.5--> Log--> log.20090527 for today. (log.yyyymmdd for any other date)

Start Menu--> My Documents--> NinjaTrader 6.5--> Trace--> trace.20090527 for today. (trace.yyyymmdd for any other date)

Unfortunately I cannot derive from the code what type of order was submitted (stop limit, stop market).