ChangeOrder comes back rejected?

[lookOutBelow]

If I send a ChangeOrder to an iOrder that has just filled at the broker/exchange (and before I've received confirmation of the fill), will it come back to me as OrderState.Rejected?



Thanks

[NinjaTrader_CodyB]

Hello,
As the order was filled nothing would occur as the IOrder should be set to null once fille.In the rare condition that the ChangeOrder would go through I would not expect a rejection to occur. In this case nothing would occur though as the order has filled and would be set to null.
If we can be of any other assistance please let me know.

[lookOutBelow]

Thanks for your response.

So if a broker/exchange receives this ChangeOrder from NT, and the order no longer exists because it was filled a microsecond prior. They just ignore the ChangeOrder?

Thanks again.

[NinjaTrader_CodyB]

Hello,
In most cases they would not receive the ChangeOrder request. In a very rare case that it did your broker would either ignore it or send a message. You may be able to contact your Broker and get more information on how they would handle this rare situation.
If we can be of any other assistance please let us know.

[lookOutBelow]

Thanks again.

Sounds like the best way to deal with this is to not even use ChangeOrders. At least with a cancel and re-submit you can get confirmations (or rejections) of everything and deal with them appropriately.

[NinjaTrader_CodyB]

Hello,
You are still going to see the updates occur in OnExecutionUpdate and OnOrderUpdate properly. You would still get the notification that the order had filled. You would not receive anything on the ChangeOrder because it will know of the fill and thus will do nothing.
If we can be of any other assistance please let us know.