execution.Order.Name = External ?

[jonmoron]

Hi,

I had a trading error today due to an oddness of a fill I received in the OnExecution event. I maintain a dictionary of IOrders and match that dictionary's keys (orderName) with the execution.Order.Name that comes back from the exchange as a fill. I also write the name of the execution to the log:

I received 3 fills today. Their Order.Name properties were:

side2Order2
side2Order5
External

I'm not sure what an execution.Order.Name of 'External' represents. The signalName for the SubmitOrder method used for this order was "Order1", it seems like the execution for this fill should have printed out "Order1". Can someone enlighten me? I'm using PatsSystems. I'm also using Unmanaged = true.

Essentially what does External mean when it comes back in the execution??

[NinjaTrader_Bertrand]

Jon, can you please send me the trace and logs via Help > Mail to Support for review?

Generally you would see an External execution when you got filled while NT was not connected, or you for example manually traded the account at your broker without using NT as order entry interface.

[sev888]

No orders were made manually until exitting the strategy manually by hitting Close on the SuperDom after the automated strategy malfunctioned by having no collar... I will email you the trace and log.. Thanks..

[jonmoron]

Bertrand,

Any more information regarding this? I've never seen an 'External' Order during my simulation or market replay runs (must have run the strategy at least 1000+ times).

thanks!

Jon, can you please send me the trace and logs via Help > Mail to Support for review?

Generally you would see an External execution when you got filled while NT was not connected, or you for example manually traded the account at your broker without using NT as order entry interface.

[NinjaTrader_Ray]

Bertrand,

Any more information regarding this? I've never seen an 'External' Order during my simulation or market replay runs (must have run the strategy at least 1000+ times).

thanks!

When NinjaTrader submits an orders, it maintains a record of this in its database. When an order/execution event is received from the connected broker, NinjaTrader will mark this as "External" if it did not already have a record of this order in the database.

There are two scenarios where this could happen:

- You submit an order through NT
- Drop/Reset the Database
- NT receives an order event and since the database is in a "fresh" state, it would mark the order as external

OR

An order was submitted to your account outside of NinjaTrader such as, by your broker or through another trading application.

[jonmoron]

Ray,

Can you look at the trace and logs that sev88 sent Bertrand? Can you see which one of these circumstances lead to the 'External' order?

thanks!

When NinjaTrader submits an orders, it maintains a record of this in its database. When an order/execution event is received from the connected broker, NinjaTrader will mark this as "External" if it did not already have a record of this order in the database.

There are two scenarios where this could happen:

- You submit an order through NT
- Drop/Reset the Database
- NT receives an order event and since the database is in a "fresh" state, it would mark the order as external

OR

An order was submitted to your account outside of NinjaTrader such as, by your broker or through another trading application.

[NinjaTrader_Bertrand]

Jon, I got sev's files and see what you refer to, I'll forward to development to check into them.

[jonmoron]

Bertrand,

Thanks. Do we know when we can expect a response from development?
I mean the trace logs contain all the order flow information. How difficult is it to go through them to understand the issue?

Jon, I got sev's files and see what you refer to, I'll forward to development to check into them.

[NinjaTrader_Bertrand]

Thanks for providing your diagnostic files to us - we have researched this issue and we have identified this as a bug in the Patsystems API. We are receiving a duplicate order event which results in the behavior you experienced. To resolve this we would have to introduce workaround code in our Patsystems adapter which would change code that has been working for over six years. We are reluctant to make any changes at this time since we do not want to risk any potential implications could arise as a result. I realize that this decision is not optimal however, I suggest adding some additional logic in your script that could work around this limitation.