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Orders getting stuck
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Orders getting stuck
I am using a very high frequency system. I successfully sent an order and successfully amended the order price several times, however at a certain point that order goes to a state of "PendingChange" and then sits. My broker apparently didn't receive the change I sent as Ninja was showing a different price than my brokers servers. What would cause this?Tags: None
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Please send a note to support via Help -> Mail to Support. Please include the traces and logs. In your note please include what brokerage you are on, what NT version you are on, and what time this stuck order happened. Also, was this on a live account or for the Sim101 account? Thanks.Josh P.NinjaTrader Customer Service
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I was running live. I did not have the trace logs on as I thought I had already done my debugging in simulator mode.
Now that I have come back to trade the evening session I've made another interesting discovery. I have attached 2 screenshots of the Ninja platform. The orders shows that 3 orders were sent, and all were verified cancelled. However the Positions tab showed that I was long 1 $USDCHF. I called Gain who verified the position and exited it for me. Now my Executions tab in Ninja shows the sell order that they placed for me, but I am still clueless as to where the long position came from.
Originally posted by NinjaTrader_Josh View PostPlease send a note to support via Help -> Mail to Support. Please include the traces and logs. In your note please include what brokerage you are on, what NT version you are on, and what time this stuck order happened. Also, was this on a live account or for the Sim101 account? Thanks.
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The trace logs I am referring to are not the TraceOrders print logs. The trace logs are automatically generated and stored in a folder in NinjaTrader's My Documents directory. Please use the Mail to Support feature and check the "Log and trace files" option.
Time estimates for when both these scenarios happened would help us greatly too. Thank you.Josh P.NinjaTrader Customer Service
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Approximately 3:20 est I began live trading. I noticed 1 minor issue so I stopped my system, made the change and tested in Sim. About 4:00 est I was confident and began live trading again. The system amended the order price several times before getting stuck in "PendingChange" status. After a minute or so of "PendingChange", I called Gain and they verified I had an order working at 1.1280, which was ironic because as you can see Ninja says 1.1282. I logged off of Ninja while on the phone with Gain, and that cancelled the order on their end. I posted in this forum at 4:10 with my problem and had NOTHING running in Ninja. When I came back at 5:50, I noticed I had a position, but I still have no strategies in my Strategies tab (not even stopped strategies). Again I called Gain, they verified the position and exited for me. It is strange that under Executions I can see the order they placed to exit, however I still can't see the order I placed to enter???
Please let me know if you need any additional information.
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We have reviewed the log and boy, you do have a very high frequency system. The problem you have is a limitation of the underlying GAIN API that is used. At a high level, its a web services API which is no different than creating URL's and pasting them in your browser and pressing enter. Have you ever experienced a situation where you are browsing a website but yor browser does not receive a response from the server? You try again and then the website pops up? Same thing here. Your asking too much of this API.
What can you do?
- Edit your connection (Tools > Account Connections) and enable the "Multiiple Connections" option. What this does is basically sends the API requests in parallel which may reduce the occurence of the situation you came across
- If that does not work, there is nothing further that can be done with GAIN, you could try some of our other FX options, you can send me a note back to support at ninjatrader dot com, reference this post and attention to "Ray" and I can provide you FX optionsRayNinjaTrader Customer Service
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