The attached graphic explains what is happening. In a nutshell, I have a 55t @ES chart with a strategy that I've updated to use the NT DLL interface. I have all of the necessary code in place to make sure that no trades get placed before the last bar of the chart *and* until all of the trade logic is setup correctly. Once all is in place, the limit order(s) are placed accordingly. However, I am getting a weird order generated to buy the ER2 market as well at the same @ES limit price.
Again, please see the attached graphic.
I believe this to be an NT bug.
I am running the latest 6.1000.2 build.
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