enabling my strategy prior to the NYSE open causes the above error....
the zenfire connection has Kinetick selected as a backup feed
the market internals (^TICK...etc) have 'Default' selected as an additional exchange
1. connect to Kinetick
2. connect to Zenfire
3. enable strat....if enabled prior to NYSE open, get the error message that zenfire does not support the instrument...if enabled during the NYSE session, no problem as NT goes first to kinetick and finds the data
my session template is from 930 am to 4 pm eastern...i.e. the NYSE session
the problem is that I want to enable the strat before 930am and have it start trading on the open...this does not work because NT checks zenfire and gives error and does not recover on the open by picking up the internals from Kinetick.....this all works fine in replay i.e. starts trading with all recorded data on the open...however...I need it to work live without me having to sit there and enable manually on the open
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