Serious Bug - Order not executed

[Harry]

This problem relates specifically to the natural gas contract NG with Interactive Brokers.

(1) If I open a position with the NinjaTrader default symbol mapping, the position is opened for the false contract month. This is a known problem, so I changed the symbol mapping to NG||||1.

(2) Now, with the changed symbol mapping, if I open a position and a bracket order, this works as expected. However, if I want to close this position again

-> via a limit order by clicking into the DOM works
-> via the close button does not work, the order hangs.

The problem is 100% reproducible, that means that the Close button will never close any positions. The limit order only closes the current position, but not the bracket orders, even if it is executed as part of the running ATM strategy.

The problem appears with NG, but not with CL. I have not tested this for RB (gasoline), HO(heating oil ), SB (sugar) and BC (Brent Crude), but there may be a problem as well.

Attached screenshots:

- DOM with pending order after trying to close position
- Pending Order shown on order list.
- NinjaTrader Log showing errors.

Excerpts from trace and log files with problem attached.

[NinjaTrader_JoshP]

1. To clarify, the default symbol mapping for NG is already NG||||1. If you have not dropped your database and gotten a new one or done Reset Instruments you would not see new defaults applied as NT will not overwrite user's symbol mappings unless explicitly told to do so.

2. What steps are you doing differently than me in this video? http://screencast.com/t/jI2PVAIfS
Pressing the Close button works with NG on my end. I tried the steps shown in the video 10 times on my end.

[Harry]

Hi Josh,

thanks for the fast answer. I am not doing anything different. Just opening a position via market order and then pressing the close button. But it does not work.

Some specifics:

Connections: First-connected to Kinetick, second connected to Interactive Brokers

ATM Strategy: My default strategy uses 2 contracts,

- 1 contract with a 20 tick profit target and a 20 tick stop loss and no stop strategy
- 1 contract with a 20 tick stop loss, trailing and a profit target of 0 (no profit target)

I use this default strategy with various instruments, no problems so far. But it is impossible to close a position for NG. All other instruments that I trade, no problems.

The popup did not appear last time as far as I remember. The order hangs pending, and neither my position nor the bracket is closed.

[Harry]

I can close the order by moving the upper or lower bracket. I can also close the order, when I enter a limit order manually.

The problem appears specifically, when attempting to close the position via pressing the close button.

[NinjaTrader_JoshP]

How do you have the trailing stop defined in your Stop Strategy for the ATM?

[Harry]

Here it is.

[NinjaTrader_JoshP]

I see. The stop strategy made no difference on my end. Are you waiting for the order to trigger any of these stop strategy actions before trying to close? Or does it occur right off the bat?

Let us try and simplify things. Please completely remove the ATM strategy and then buy market and press the Close button. Does it or does it not work on NG in that scenario?

[Harry]

I see. The stop strategy made no difference on my end. Are you waiting for the order to trigger any of these stop strategy actions before trying to close? Or does it occur right off the bat?

Let us try and simplify things. Please completely remove the ATM strategy and then buy market and press the Close button. Does it or does it not work on NG in that scenario?

It occurs right off the bat. Open position. Then close after a few seconds. Pending.

For the second question: Market is closed right now. It will reopen in 45 minutes.

[Harry]

Opened long position NG, 1 contract, no strategy.

Close position via close button -> does not work

Close position via limit order -> works.

The pending order remains open (orange) in NinjaTrader. The API of Interactive Brokers shows no pending order, as the order had not been transmitted. The log shows that there is no order ID from Interactive Brokers.

[NinjaTrader_JoshP]

Can you send latest trace/logs with this order for analysis? Thank you.

[Harry]

Can you send latest trace/logs with this order for analysis? Thank you.

Have sent log and trace files to NinjaTrader support at your attention.

[NinjaTrader_JoshP]

Hmm. You did downgrade back to TWS 911.3 already too correct?

I can see the order being "stuck" but there is no indication as to what is happening.
What I would like to try and isolate is if it is a local NT install issue, an account issue, or some other issue.

Let us please try this.
- If you have another computer, please try this IB account/setup on that other computer.
- If it still occurs there are you willing to let us try with your account?
- If not perhaps you could try using the account we are using on our end over there on yours?

[Harry]

Hmm. You did downgrade back to TWS 911.3 already too correct?

Yes, it is running on TWS 911.3.

I just noticed another problem. When I save my workspace with NG as the default instrument and then connect, the DOM is empty. It should show the price action of NG.

To make it work I have to switch to another instrument and then back to NG, before it is recognized. The DOM does not have it on its default list upon starting NT.

See screenshot below, DU ****** Account selected. Only happens with NG.

[NinjaTrader_JoshP]

I amended my last response with additional steps.
Your screenshot does look like you are using Dynamic SuperDOM. Can you please try Static SuperDOM?

[Harry]

I amended my last response with additional steps.
Your screenshot does look like you are using Dynamic SuperDOM. Can you please try Static SuperDOM?

Have no idea how to access a static SuperDOM.