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Is there an indication for 'Cancel Rejected'?

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    Is there an indication for 'Cancel Rejected'?

    In some cases, order cancellation can be rejected (e.g. the order was filled before the fill indication has reached NinjaTrader). In which case, the order will be marked as 'Overfill'.

    My question is: does ninja provide an explicit indication via OnOrderUpdate() that the cancellation was rejected?

    #2
    Originally posted by boaza View Post
    In some cases, order cancellation can be rejected (e.g. the order was filled before the fill indication has reached NinjaTrader). In which case, the order will be marked as 'Overfill'.

    My question is: does ninja provide an explicit indication via OnOrderUpdate() that the cancellation was rejected?
    ref: http://www.ninjatrader.com/support/h...nt7/iorder.htm

    Comment


      #3
      Hello Boaza,

      Thank you for your post and thank you to Koganam for answering.

      Yes, you can use OrderState.Rejected to detect this rejection from the OnOrderUpdate.

      Let me know if I can be of further assistance.
      Cal H.NinjaTrader Customer Service

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