Hi,
I am using ninja trader for automated trading. I've faced a strange execution delay today.
Here is the situation :
I have 10 strategies running with calculate on bar close mode on 5mn bars.
I have 2 strategies that were supposed to send buy orders at 16:00:00 (French Time -> 10:00:00 US Eastern Time) today (the conditions to enter were met at the end of the previous bar).
at 16:00:00 I have the following messages in Ninja Trader Log :
12/11/2009 16:00:00;Order;Order='507cf3dbd5b54a01b67c33a4b68c b1bb/U811951' Name='Buy' New State=PendingSubmit Instrument='CAC40 11-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error='';
12/11/2009
16:00:00;Order;Order='fffb9bda05694f2c8bcbcb97d8ea 87c5/U811951' Name='Buy' New State=PendingSubmit Instrument='CAC40 11-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error='';
The issue is that the Market orders were executed only at 16:00:26.
Betwenen 16:00:00 and 16:00:26, I read the following warnings at 16:00:24 in Ninja Trader Log :
12/11/2009 16:00:24;Default;Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. 2109;
12/11/2009 16:00:24;Default;Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. 2109;
Are these messages coming from the broker (Interactive Brokers) or from Ninja Trader ? If so, how can I avoid such a delay ? Is there any configuration item I forgot to specify.
I was Inside Regular trading hours.
Thank you in advance.
I am using ninja trader for automated trading. I've faced a strange execution delay today.
Here is the situation :
I have 10 strategies running with calculate on bar close mode on 5mn bars.
I have 2 strategies that were supposed to send buy orders at 16:00:00 (French Time -> 10:00:00 US Eastern Time) today (the conditions to enter were met at the end of the previous bar).
at 16:00:00 I have the following messages in Ninja Trader Log :
12/11/2009 16:00:00;Order;Order='507cf3dbd5b54a01b67c33a4b68c b1bb/U811951' Name='Buy' New State=PendingSubmit Instrument='CAC40 11-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error='';
12/11/2009
16:00:00;Order;Order='fffb9bda05694f2c8bcbcb97d8ea 87c5/U811951' Name='Buy' New State=PendingSubmit Instrument='CAC40 11-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error='';
The issue is that the Market orders were executed only at 16:00:26.
Betwenen 16:00:00 and 16:00:26, I read the following warnings at 16:00:24 in Ninja Trader Log :
12/11/2009 16:00:24;Default;Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. 2109;
12/11/2009 16:00:24;Default;Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. 2109;
Are these messages coming from the broker (Interactive Brokers) or from Ninja Trader ? If so, how can I avoid such a delay ? Is there any configuration item I forgot to specify.
I was Inside Regular trading hours.
Thank you in advance.
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