Orders don't get filled with Market Replay

[Valyo]

Hello,

I test a strategy with Market Replay, with ^SP500, on each incoming tick. All entry orders reach "Working" state, but no one is filled.

What could be the reason and how to fix this?

Thanks,

Valentin

[NinjaTrader_ZacharyG]

Hello Valyo,

Thank you for writing in.

Are you submitting limit orders with your strategy? If this is the case, they will remain in a working state until filled. Limit orders fill at the limit price or better.

Can you provide sample syntax of your order submission?

[Valyo]

Hello Zachary,

The strategy is with limit orders. They remain in a working state until the end of the session and then they are cancelled (ExitOnClose = true).

I replaced limit orders with EnterLong / EnterShort and the result was the same - the orders were not filled.

The syntax is:

EnterLongLimit(orderQuantity, limitPrice);
EnterShortLimit(orderQuantity, limitPrice);

and

EnterLong(orderQuantity);
EnterShort(orderQuantity);

[NinjaTrader_ZacharyG]

Hello Valyo,

Please send me your log and trace files so that I may look into what occurred.

You can do this by going to the Control Center-> Help-> Mail to Platform Support.

Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.

Please reference both my name and a link to this thread in the body of the email.

[sledge]

Hello,

I test a strategy with Market Replay, with ^SP500, on each incoming tick. All entry orders reach "Working" state, but no one is filled.

What could be the reason and how to fix this?

I don't think you can trade an index in replay.

[NinjaTrader_ZacharyG]

Hello Valyo,

sledge is correct. I apologize for not looking over the instrument you were trying to trade with. You cannot trade on indexes.

[Valyo]

OK, thanks.

It is strange, because I can download market replay data with ^SP500 index.

[NinjaTrader_ZacharyG]

Hello Valyo,

You are able to download Market Replay data for the ^SP500, yes, but indexes are not tradeable instruments.

[Valyo]

Yes, I understand. Thank you.