Account.PositionUpdate event parameter problem

[jjhou]

For Account.PositionUpdate Event, it's PositionEventArgs.MarketPosition has different value between Sim account and Live account.

someAccount.PositionUpdate += OnPositionUpdate;

private void OnPositionUpdate(object sender, PositionEventArgs e)
{
Print(string.Format("e.Operation={0}, e.MarketPosition={1}", e.Operation, e.MarketPosition);
}

Take 6B future for example:

Buy 1 then sell 1 via Sim101 account:

e.Operation=Add, e.MarketPosition=Long
e.Operation=Remove, e.MarketPosition=Flat

Buy 1 then sell 1 via Live account:

e.Operation=Add, e.MarketPosition=Long
e.Operation=Remove, e.MarketPosition=Short

same close position operation but the e.MarketPosition is different, why?
My live account provider is Continuum.

[NinjaTrader_AlanP]

Hello jjhou,

Thank you for your note.

Please see the following link under Multi-threaded consideration for an explanation of why this can happen.

http://ninjatrader.com/support/helpGuides/nt8/en-us/?onpositionupdate.htm

Using position.MarketPosition would yield the most current position.

Please let us know if you need further assistance.

[jjhou]

Well, I added more detailed output to print, see the following:

Buy 1 then sell 1 via Sim101 account:

buy event: e.Operation=Add, e.MarketPosition=Long, e.Position.MarketPosition=Long, e.Quantity=1, e.Position.Quantity=1

sell event: e.Operation=Remove, e.MarketPosition=Flat, e.Position.MarketPosition=Long, e.Quantity=0, e.Position.Quantity=1

Buy 1 then sell 1 via Live account:

buy event: e.Operation=Add, e.MarketPosition=Long, e.Position.MarketPosition=Long, e.Quantity=1, e.Position.Quantity=1

sell event: e.Operation=Remove, e.MarketPosition=Short, e.Position.MarketPosition=Long, e.Quantity=0, e.Position.Quantity=1

See? for the live account, e.Position.MarketPosition is not Flat neither.
I don't think it's the multi-threaded caused, because I only have 1 long positon, it's impossible to have multiple partial position changes; and for this statement in the help document:

Of course, the OnPositionUpdate() method parameters will eventually receive the event for "Flat" in the sequence the events were received.

I received only one event when I close position, as you see above (the 2nd line printed) , no more events received, I didn't see any Flat value for live account.
So I think it's a bug.

By the way, my code is in an indicator, not a strategy.

[NinjaTrader_AlanP]

Hello jjhou,

In the helpguide link I provided, it mentions “events back from the broker API on thread "B". Given the SIM101 account does not have any information coming back from a broker API, you could expect this multithreading issue not to occur with the SIM101 account however may occur with the live account. Sim vs live does present a different thread.

Please let us know if you need further assistance.

[jjhou]

OK. But for this one:

Of course, the OnPositionUpdate() method parameters will eventually receive the event for "Flat" in the sequence the events were received.

I consider it as I will receive a event with some parameter='Flat' eventually no matter what multi-thread context is, Have I understood correctly? I have never received one like that, never.

[NinjaTrader_AlanP]

Hello jjhou,

We are currently investigating and I will follow up when we have more information.

Thank you for your patience.