An Overfill was detected-Error

[richa61416]

Ok. I am running Ninja trader version seven in simulation mode, however when i have my strategies running on Renko bars, about every day or every other day, one of them crashes with the error an overfill was detected. Why does this happen? I am using 2 Renko bars on the EMD and 6 Renko on the CL. These are the only ones I have seen it crash for so far. I have 1 other renko chart, and it workes fine for that contract.

[NinjaTrader_RyanM1]

Hello richa61416,

Overfills can occur during in flight executions. There is a pending cancel command issued but the order is filled before it can cancel.
This is a risk of electronic trading > in flight executions

http://www.ninjatrader.com/support/helpGuides/nt7/risks_of_electronic_trading_wi.htm

If this is something you are running into frequently, you can code more control into your strategy. You can work off fill states of orders and only issue sensitive commands when you are sure certain orders were cancelled. This requires working with IOrder objects to expose order state.

http://www.ninjatrader.com/support/helpGuides/nt7/iorder.htm