Market Orders not filled for IB historical data

[sb123]

Does anyone know why market orders are not filled for IB historical data during the strategy startup? It is a serious problem because such unfilled orders are executed at the wrong time when a strategy switches from processing historical to realtime data.

It looks to me like a bug with the IB adapter as I don't have such problem with zenfire.

[NinjaTrader_RyanM1]

Hello sb123,

Thanks for the post and welcome to the NinjaTrader forums! For this we would need to know the exact messages you're getting. Please send me your log and trace files so that I may look into what occurred. Also, include the exact date and time of any orders or messages you would like us to look into.

You can do this by going to the Control Center-> Help-> Mail to Support.

Please reference the following ticket number in the body of the email: 589174

[NinjaTrader_RyanM1]

Thank you, we received the files. Please let us know if you do not receive the follow up by email.

[sb123]

Does anyone know why market orders are not filled for IB historical data during the strategy startup? It is a serious problem because such unfilled orders are executed at the wrong time when a strategy switches from processing historical to realtime data.

It looks to me like a bug with the IB adapter as I don't have such problem with zenfire.

The problem seems to be related to the fact that the strategy is a multi instrument strategy and the second instrument has already expired. The bug is triggered even if the expired future is not processed at all, only Add call exists in Initialize method.