Order Time Type Invalid

[Klaus Hengher]

Hallo,

for SellShort Market order i got following error message

Error=OrderRejected Native error='Order Time Type Invalid'

this are the rows from log-File:

24.08.2010 03:00:14|1|32|Order='5964bf7ee53d465d9973110a224cf d73/xxxxxxxx!RCG!RC_Futures' Name='Short' New State=PendingSubmit Instrument='Z 09-10' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
24.08.2010 03:00:14|1|32|Order='yyyyyyy/xxxxxxxx!RCG!RC_Futures' Name='Short' New State=Accepted Instrument='Z 09-10' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
24.08.2010 03:00:14|1|32|Order='yyyyyyy/xxxxxxxx!RCG!RC_Futures' Name='Short' New State=Rejected Instrument='Z 09-10' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=OrderRejected Native error='Order Time Type Invalid'
24.08.2010 03:00:14|0|32|Order Time Type Invalid Affected Order: SellShort 1 Market
24.08.2010 03:00:14|0|128|Strategy 'MyStrategy' submitted an order that generated the following error 'OrderRejected'. Strategy has sent cancel requests, attempted to close the position and terminated itself.

I have 3 questions:

Is OrderState = Accepted state on exchange ?
What is the reason for this error ?
How can i avoid the termination of the strategy in this case ?

[Klaus Hengher]

Error occurs on NT 6.5

[NinjaTrader_Bertrand]

Klaus, yes either the exchange or the broker's server (for non native supported types) - what TIF setting were you using? If you contact your broker with the order id he should be able to pinpoint exactly why it was rejected.

Default behavior is that the strategy termimated on a rejected order, however this can be turned off and you could handle those rejections in your code then -

http://www.ninjatrader-support.com/HelpGuideV6/RealtimeErrorHandling.html