multi-instrument strategy failed to execute

[zstheorist]

2. Storing real-time bars and requesting historical bars are independent of each other. Once your strategy is done loading up it will proceed in updating the OnBarUpdate() of each instrument as data flows in. This data is never set in stone in ordering. It will come in sequence however the tick data flows. If SPY decides to update twice in a row without ES updating, it will do that.

If your strategy lost connection you would need to manually handle it. The general approach is to just cancel the strategy. You will want to reinstate it manually. NT will load data automatically. You won't be able to tell it to reload. Whenever it is running it will have the proper data.

Just to confirm: you are saying there is no way within a running strategy to update/correct erroneous or missing previous bars. e.g. if while running my data feed drops and I lose the 1:24 bar, I am stuck with that until I restart my strategy.

Also to confirm: no amount of "Advanced Order" programming can circumvent this. I am willing to write whatever code I need to to handle error conditions, but if there is no hook in NT to do this, then I am out of luck.

[NinjaTrader_JoshP]

Unfortunately that is the case. Once streaming data is missed you will need to reload the strategy to repopulate it.