OnExecution() for cancelled OCO orders

[coolguy8]

Hi,

Do cancelled OCO orders (i.e. cancelled because the other pair is filled), get routed through OnExecution(). I am finding that OnExecution() is not called for these cancelled orders, but I wanted to double check with you first.

Just wanted to mention that I am using unmanaged orders.

Thanks.

[Radical]

From http://www.ninjatrader.com/support/h...nexecution.htm :

"The OnExecution() method is called on an incoming execution. An execution is another name for a fill of an order."

So if there's no fill (ie if the order is cancelled), it seems like OnExecution() won't be called.

[coolguy8]

Thank you very much for your help.

Do you know if there is any way to get a trigger for cancelled orders? I would like to clean up some internal state variables when this occurs.

Thanks!

[Radical]

Do it in OnOrderUpdate()

http://www.ninjatrader.com/support/helpGuides/nt7/onorderupdate.htm

[NinjaTrader_Matthew]

You can check the order state in OnOrderUpdate()

protected override void OnOrderUpdate(IOrder order)
{

 if (order.OrderState == OrderState.Cancelled)
         {
              // Do stuff
}