Why sometimes Stop & Limit Order creation fails when placed via OIF

[vivekniwas]

I Placed two orders via OIF using the ATMStrategy , One of them fails to create Stop and Target where as another one succeeds. For the one that failed , I then applied the same ATM strategy from Positions Grid, it the worked perfectly fine. What may be the reason here ?

For this below order Stop and Limit were rejected when placed via OIF

2020-05-04 10:10:15:098|1|1|OIF, 'PLACE;Sim12192019013024SHADO;FLR;BUY;50;MARKET;;; Day;;Sim12192019013024SHADOFLRMay 4 2020 10:10AMBUY;LongBread_Butter;' processing
2020-05-04 10:10:15:099|2|128|Entry order quantity is greater than cumulative totals of stop loss/profit target quantities
2020-05-04 10:10:15:099|1|32|Submitting order with strategy
2020-05-04 10:10:15:125|1|32|Order='60f05921a32d446e819391110 a1a83ec/Sim12192019013024SHADO' Name='Entry' New state='Submitted' Instrument='FLR' Action='Buy' Limit price=0 Stop price=0 Quantity=50 Type='Market' Time in force=DAY Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
2020-05-04 10:10:16:462|1|32|Order='60f05921a32d446e819391110 a1a83ec/Sim12192019013024SHADO' Name='Entry' New state='Accepted' Instrument='FLR' Action='Buy' Limit price=0 Stop price=0 Quantity=50 Type='Market' Time in force=DAY Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
2020-05-04 10:10:16:463|1|32|Order='60f05921a32d446e819391110 a1a83ec/Sim12192019013024SHADO' Name='Entry' New state='Working' Instrument='FLR' Action='Buy' Limit price=0 Stop price=0 Quantity=50 Type='Market' Time in force=DAY Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
2020-05-04 10:10:16:491|1|32|Order='60f05921a32d446e819391110 a1a83ec/Sim12192019013024SHADO' Name='Entry' New state='Filled' Instrument='FLR' Action='Buy' Limit price=0 Stop price=0 Quantity=50 Type='Market' Time in force=DAY Oco='' Filled=50 Fill price=9.79 Error='No error' Native error=''
2020-05-04 10:10:16:491|1|8|Execution='64750dc30a88483ca1931b 4dc7035e38' Instrument='FLR' Account='Sim12192019013024SHADO' Exchange=Default Price=9.79 Quantity=50 Market position=Long Operation=Operation_Add Order='60f05921a32d446e819391110a1a83ec' Time='5/4/2020 10:10 AM'
2020-05-04 10:10:16:491|1|64|Instrument='FLR' Account='Sim12192019013024SHADO' Average price=9.79 Quantity=50 Market position=Long Operation=Operation_Add
2020-05-04 10:10:16:491|1|32|Order='033e784590df44ad9758119d0 08f188c/Sim12192019013024SHADO' Name='Stop1' New state='Submitted' Instrument='FLR' Action='Sell' Limit price=0 Stop price=8.81 Quantity=50 Type='Stop Market' Time in force=GTC Oco='d1b880d5cd1b4a86a991cbceeb41853c' Filled=0 Fill price=0 Error='No error' Native error=''
2020-05-04 10:10:16:491|1|32|Order='bda1be34a8e84b7b87178f91a 3556c9f/Sim12192019013024SHADO' Name='Target1' New state='Submitted' Instrument='FLR' Action='Sell' Limit price=10.77 Stop price=0 Quantity=50 Type='Limit' Time in force=GTC Oco='d1b880d5cd1b4a86a991cbceeb41853c' Filled=0 Fill price=0 Error='No error' Native error=''
2020-05-04 10:10:36:555|1|32|Order='033e784590df44ad9758119d0 08f188c/Sim12192019013024SHADO' Name='Stop1' New state='Rejected' Instrument='FLR' Action='Sell' Limit price=0 Stop price=8.81 Quantity=50 Type='Stop Market' Time in force=GTC Oco='d1b880d5cd1b4a86a991cbceeb41853c' Filled=0 Fill price=0 Error='Order rejected' Native error='There is no market data available to drive the simulation engine.'
2020-05-04 10:10:36:555|0|32|Sim12192019013024SHADO, There is no market data available to drive the simulation engine. affected Order: Sell 50 StopMarket @ 8.81
2020-05-04 10:10:36:557|1|32|Order='bda1be34a8e84b7b87178f91a 3556c9f/Sim12192019013024SHADO' Name='Target1' New state='Rejected' Instrument='FLR' Action='Sell' Limit price=10.77 Stop price=0 Quantity=50 Type='Limit' Time in force=GTC Oco='d1b880d5cd1b4a86a991cbceeb41853c' Filled=0 Fill price=0 Error='Order rejected' Native error='There is no market data available to drive the simulation engine.'
2020-05-04 10:10:36:557|0|32|Sim12192019013024SHADO, There is no market data available to drive the simulation engine. affected Order: Sell 50 Limit @ 10.77

Following is placed perfectly fine.

2020-05-04 16:04:04:038|1|1|OIF, 'PLACE;Sim12192019013024SHADO;RE;BUY;50;MARKET;;;D ay;;Sim12192019013024SHADOREMay 4 2020 4:03PMBUY;LongBread_Butter;' processing
2020-05-04 16:04:04:038|2|128|Entry order quantity is greater than cumulative totals of stop loss/profit target quantities
2020-05-04 16:04:04:038|1|32|Submitting order with strategy
2020-05-04 16:04:04:054|1|32|Order='62ab3890e14546cebd4fb9b94 5b6ef9e/Sim12192019013024SHADO' Name='Entry' New state='Submitted' Instrument='RE' Action='Buy' Limit price=0 Stop price=0 Quantity=50 Type='Market' Time in force=DAY Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
2020-05-04 16:04:05:163|1|32|Order='62ab3890e14546cebd4fb9b94 5b6ef9e/Sim12192019013024SHADO' Name='Entry' New state='Accepted' Instrument='RE' Action='Buy' Limit price=0 Stop price=0 Quantity=50 Type='Market' Time in force=DAY Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
2020-05-04 16:04:05:164|1|32|Order='62ab3890e14546cebd4fb9b94 5b6ef9e/Sim12192019013024SHADO' Name='Entry' New state='Working' Instrument='RE' Action='Buy' Limit price=0 Stop price=0 Quantity=50 Type='Market' Time in force=DAY Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
2020-05-04 16:04:05:183|1|32|Order='62ab3890e14546cebd4fb9b94 5b6ef9e/Sim12192019013024SHADO' Name='Entry' New state='Filled' Instrument='RE' Action='Buy' Limit price=0 Stop price=0 Quantity=50 Type='Market' Time in force=DAY Oco='' Filled=50 Fill price=163.44 Error='No error' Native error=''
2020-05-04 16:04:05:184|1|8|Execution='2371e69e2b7441d9a20be0 348feab508' Instrument='RE' Account='Sim12192019013024SHADO' Exchange=Default Price=163.44 Quantity=50 Market position=Long Operation=Operation_Add Order='62ab3890e14546cebd4fb9b945b6ef9e' Time='5/4/2020 4:04 PM'
2020-05-04 16:04:05:184|1|64|Instrument='RE' Account='Sim12192019013024SHADO' Average price=163.44 Quantity=50 Market position=Long Operation=Operation_Add
2020-05-04 16:04:05:185|1|32|Order='0016463fe89e4618805bd97fb b51b02c/Sim12192019013024SHADO' Name='Stop1' New state='Submitted' Instrument='RE' Action='Sell' Limit price=0 Stop price=147.1 Quantity=50 Type='Stop Market' Time in force=GTC Oco='5fa2201d1e6c4ccb972b309b2994429b' Filled=0 Fill price=0 Error='No error' Native error=''
2020-05-04 16:04:05:186|1|32|Order='4eafcf1327244fc085041a476 7db96f3/Sim12192019013024SHADO' Name='Target1' New state='Submitted' Instrument='RE' Action='Sell' Limit price=179.78 Stop price=0 Quantity=50 Type='Limit' Time in force=GTC Oco='5fa2201d1e6c4ccb972b309b2994429b' Filled=0 Fill price=0 Error='No error' Native error=''
2020-05-04 16:04:06:527|1|32|Order='0016463fe89e4618805bd97fb b51b02c/Sim12192019013024SHADO' Name='Stop1' New state='Accepted' Instrument='RE' Action='Sell' Limit price=0 Stop price=147.1 Quantity=50 Type='Stop Market' Time in force=GTC Oco='5fa2201d1e6c4ccb972b309b2994429b' Filled=0 Fill price=0 Error='No error' Native error=''
2020-05-04 16:04:06:527|1|32|Order='4eafcf1327244fc085041a476 7db96f3/Sim12192019013024SHADO' Name='Target1' New state='Accepted' Instrument='RE' Action='Sell' Limit price=179.78 Stop price=0 Quantity=50 Type='Limit' Time in force=GTC Oco='5fa2201d1e6c4ccb972b309b2994429b' Filled=0 Fill price=0 Error='No error' Native error=''
2020-05-04 16:04:06:527|1|32|Order='4eafcf1327244fc085041a476 7db96f3/Sim12192019013024SHADO' Name='Target1' New state='Working' Instrument='RE' Action='Sell' Limit price=179.78 Stop price=0 Quantity=50 Type='Limit' Time in force=GTC Oco='5fa2201d1e6c4ccb972b309b2994429b' Filled=0 Fill price=0 Error='No error' Native error=''


Now if I select the position for FLR and apply the ATM Strategy LongBread_Butter it successfully creates the Orders for Me.

2020-05-05 08:26:54:194|1|32|Positions Grid submitting order with strategy 'LongBread_Butter' (Percent)
2020-05-05 08:26:54:194|1|32|Order='7f81ca0ea2014b7d8cad8bbfd 01f63f4/Sim12192019013024SHADO' Name='Stop1' New state='Submitted' Instrument='FLR' Action='Sell' Limit price=0 Stop price=9.77 Quantity=50 Type='Stop Market' Time in force=GTC Oco='40c8cf4b4c744f6a9f242ea0e885c09a' Filled=0 Fill price=0 Error='No error' Native error=''
2020-05-05 08:26:54:194|1|32|Order='75e6eed6bba14109ab004cd96 053e847/Sim12192019013024SHADO' Name='Target1' New state='Submitted' Instrument='FLR' Action='Sell' Limit price=11.94 Stop price=0 Quantity=50 Type='Limit' Time in force=GTC Oco='40c8cf4b4c744f6a9f242ea0e885c09a' Filled=0 Fill price=0 Error='No error' Native error=''
2020-05-05 08:26:54:319|1|32|Order='7f81ca0ea2014b7d8cad8bbfd 01f63f4/Sim12192019013024SHADO' Name='Stop1' New state='Accepted' Instrument='FLR' Action='Sell' Limit price=0 Stop price=9.77 Quantity=50 Type='Stop Market' Time in force=GTC Oco='40c8cf4b4c744f6a9f242ea0e885c09a' Filled=0 Fill price=0 Error='No error' Native error=''
2020-05-05 08:26:54:319|1|32|Order='75e6eed6bba14109ab004cd96 053e847/Sim12192019013024SHADO' Name='Target1' New state='Accepted' Instrument='FLR' Action='Sell' Limit price=11.94 Stop price=0 Quantity=50 Type='Limit' Time in force=GTC Oco='40c8cf4b4c744f6a9f242ea0e885c09a' Filled=0 Fill price=0 Error='No error' Native error=''
2020-05-05 08:26:54:319|1|32|Order='75e6eed6bba14109ab004cd96 053e847/Sim12192019013024SHADO' Name='Target1' New state='Working' Instrument='FLR' Action='Sell' Limit price=11.94 Stop price=0 Quantity=50 Type='Limit' Time in force=GTC Oco='40c8cf4b4c744f6a9f242ea0e885c09a' Filled=0 Fill price=0 Error='No error' Native error=''

[vivekniwas]

Trace File from 5/4

[NinjaTrader_Kate]

Hello vivekniwas,

Thank you for your reply.

I've removed the trace file from your last reply as those may contain personally identifiable information.

This can be a result of a disconnect. The TD Ameritrade API is limited in how it can detect a disconnect. It is possible for a disconnect to occur however the API still reporting a connection. What this looks like is intermittent connection problems causing orders to be rejected with the error "Order Rejected: There is no market data available to drive the simulation engine".

The first thing I would recommend doing is shutting down NinjaTrader and restarting your modem/router.

If you have an antivirus/firewall installed you will want to add NinjaTrader to its exceptions list.

We realize that lost connections can be frustrating. A connection state between NinjaTrader and your broker/market data vendor is not dictated by NinjaTrader. The NinjaTrader application only reports the connection state as it is reported by the API you are connected through. NinjaTrader behaves like a radio receiver in that it receives signals from the connected server. If the signals are not coming through, the underlying broker/market data vendor API reports this to the NinjaTrader application which in turn reports this back to you. Once a loss of connection is reported, NinjaTrader or the underlying API will continuously try to re-establish a connection.

Common reasons that contribute to connection stability are:

• ISP issues
• Hardware firewall changing IP addresses frequently
• Dynamic IP addresses changing frequently intraday. This usually happens once a week but you may want to check with your ISP. If they do change daily, requesting a static IP address may help.
• Broker/market data servers may be experiencing temporary downtime

Please let us know if we may be of further assistance.