Short orders rejected

[guillembm]

Hi,

All my orders to take short positions are cancelled. The message Type is : "Order='2101169734/U621861' Name='Sell short' New state=Cancelled Instrument='SU' Action=SellShort Limit price=39.27 Stop price=0 Quantity=134 Type=Limit Filled=0 Fill price=0 Error=NoError Native error='Order Canceled - reason: (202)"

I paste the conversation with IB

User1235: Hi,
User1235: I'm receiving error message for short positions (not for long)
User1235: I paste the message: "Order='2101169734/U621861' Name='Sell short' New state=Cancelled Instrument='SU' Action=SellShort Limit price=39.27 Stop price=0 Quantity=134 Type=Limit Filled=0 Fill price=0 Error=NoError Native error='Order Canceled - reason: (202)'"
Megan C: Which account are you receiving that for?
User1235: U632564
User1235: I'm trding through Ninja
Megan C: ok I am not seeing any rejections in the account. The order to sell 134 SU was canceled by you, not the IB system. IB has not rejected or canceled any of your orders
User1235: so, this is a ninja issue?
Megan C: Yes, that appears to be the case. You may want to contact them to discuss this further
User1235: ok thnsk

[NinjaTrader_Kyle]

Hi guillembm,

Thanks for posting.

First, I'd reccomend removing the bits of your last post that include the rejection as those are also showing your account number.

After making that change, please send a note to Support [AT] NinjaTrader [DOT] com with 'ATTN: Kyle' in the subject line.

In that message, please include:

1.) A link to this forum thread.

2.) A copy of your log file from the date of the rejection.
Log files are located in the Documents > NinjaTrader 7 > Log folder.
The files are named by date in a 'log.YYYYMMDD.txt' format.


3.) A copy of your trace file from the date of the rejection.
Log files are located in the Documents > NinjaTrader 7 > Trace folder.
The files are named by date in a 'trace.YYYYMMDD.txt' format.

4.) The build number of your TWS installation. You will find build listed in the Help > About Trader Workstation menu.

[guillembm]

Hi, thanks for the tip. The account number and the user name are fake. I took it into account.

[solvmatic]

Hi I also got this Limit order canceled and here is the log.

1/23/2012 10:35:31 AM|1|32|Order='431fef7875f04c4dac4402ea0f5e9149/Sim101' Name='Sell short' New state=PendingSubmit Instrument='ES 03-12' Action=SellShort Limit price=1316 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
1/23/2012 10:35:32 AM|1|32|Order='431fef7875f04c4dac4402ea0f5e9149/Sim101' Name='Sell short' New state=Accepted Instrument='ES 03-12' Action=SellShort Limit price=1316 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
1/23/2012 10:35:32 AM|1|32|Order='431fef7875f04c4dac4402ea0f5e9149/Sim101' Name='Sell short' New state=Working Instrument='ES 03-12' Action=SellShort Limit price=1316 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
1/23/2012 10:35:33 AM|1|32|Order='431fef7875f04c4dac4402ea0f5e9149/Sim101' Name='Sell short' New state=PendingCancel Instrument='ES 03-12' Action=SellShort Limit price=1316 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
1/23/2012 10:35:33 AM|1|32|Order='431fef7875f04c4dac4402ea0f5e9149/Sim101' Name='Sell short' New state=Cancelled Instrument='ES 03-12' Action=SellShort Limit price=1316 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''

the strategy account is flat and the limit order triggered and status shows Working , then it will be canceled in a second.

Thanks

[NinjaTrader_Jason]

Hello solvmatic,

The log information indicates the strategy cancels the order (PendingCancel). It could also indicate you cancel the order manually, but this is likely not the case.

You will need to debug your strategy so it will not cancel the limit order. General debug information can be found at the link below.

http://www.ninjatrader-support2.com/vb/showthread.php?t=3418

[solvmatic]

my strategy has multiple series, the limit order is triggerted in [1] series, cancellations are sent by the primary and the [2] and [3] series. it seems the result. but the expectation is only [1] series can place orders.

here is log:

1/23/2012 11:36:45 AM Entered internal PlaceOrder() method at 1/23/2012 11:36:45 AM: BarsInProgress=1 Action=Buy OrderType=Limit Quantity=1 LimitPrice=1311.50 StopPrice=0 SignalName='Long' FromEntrySignal=''
1/23/2012 11:36:45 AM Cancelled expired order: BarsInProgress=2: Order='af92c07951034fa6938d9120182afbc4/Sim101' Name='Long' State=PendingSubmit Instrument='ES 03-12' Action=Buy Limit price=1311.5 Stop price=0 Quantity=1 Strategy='PDT2KagiAutomation' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='af92c07951034fa6938d9120182afbc4' Gtd='12/1/2099 12:00:00 AM'
1/23/2012 11:36:45 AM Cancelled expired order: BarsInProgress=3: Order='af92c07951034fa6938d9120182afbc4/Sim101' Name='Long' State=PendingSubmit Instrument='ES 03-12' Action=Buy Limit price=1311.5 Stop price=0 Quantity=1 Strategy='PDT2KagiAutomation' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='af92c07951034fa6938d9120182afbc4' Gtd='12/1/2099 12:00:00 AM'
1/23/2012 11:36:45 AM Cancelled expired order: BarsInProgress=0: Order='af92c07951034fa6938d9120182afbc4/Sim101' Name='Long' State=PendingSubmit Instrument='ES 03-12' Action=Buy Limit price=1311.5 Stop price=0 Quantity=1 Strategy='PDT2KagiAutomation' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='af92c07951034fa6938d9120182afbc4' Gtd='12/1/2099 12:00:00 AM'
1/23/2012 11:36:45 AM Entered internal PlaceOrder() method at 1/23/2012 11:36:45 AM: BarsInProgress=1 Action=Buy OrderType=Limit Quantity=1 LimitPrice=1311.50 StopPrice=0 SignalName='Long' FromEntrySignal=''
1/23/2012 11:36:45 AM Ignored PlaceOrder() method: Action=Buy OrderType=Limit Quantity=1 LimitPrice=1311.50 StopPrice=0 SignalName=Long' FromEntrySignal='' Reason='There already is a matching order with same prices and quantity'
1/23/2012 11:36:45 AM Cancelled expired order: BarsInProgress=2: Order='af92c07951034fa6938d9120182afbc4/Sim101' Name='Long' State=PendingSubmit Instrument='ES 03-12' Action=Buy Limit price=1311.5 Stop price=0 Quantity=1 Strategy='PDT2KagiAutomation' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='af92c07951034fa6938d9120182afbc4' Gtd='12/1/2099 12:00:00 AM'
1/23/2012 11:36:45 AM Cancelled expired order: BarsInProgress=3: Order='af92c07951034fa6938d9120182afbc4/Sim101' Name='Long' State=PendingSubmit Instrument='ES 03-12' Action=Buy Limit price=1311.5 Stop price=0 Quantity=1 Strategy='PDT2KagiAutomation' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='af92c07951034fa6938d9120182afbc4' Gtd='12/1/2099 12:00:00 AM'
1/23/2012 11:36:45 AM Cancelled expired order: BarsInProgress=0: Order='af92c07951034fa6938d9120182afbc4/Sim101' Name='Long' State=PendingSubmit Instrument='ES 03-12' Action=Buy Limit price=1311.5 Stop price=0 Quantity=1 Strategy='PDT2KagiAutomation' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='af92c07951034fa6938d9120182afbc4' Gtd='12/1/2099 12:00:00 AM'

[NinjaTrader_RyanM1]

Hi solvmatic,

Do you submit these orders with liveUntilCancelled = true? If not, the default behavior for them is they are cancelled if not filled on the bar they're submitted to.

[solvmatic]

if I turn on liveUntilCancelled (true), the limit order stay alive and won't be canceled. It works this way but it is not what I want.
Why order by EnterLongLimit(2, false, 1, GetCurrentBid(), "Long") got canceled, even though no new bar generated in series [2]?

is this related to another post I found here
http://www.ninjatrader.com/support/f...+expired+order

[NinjaTrader_RyanM1]

Yes, that's what you are seeing as well. For now you will have to keep orders alive with liveUntilCancelled = true, and manually cancel when needed.. This is something we plan on changing for the next major product release.