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OCO Error Message with Jigsaw Birdge

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    OCO Error Message with Jigsaw Birdge

    Hello

    I am using Ninjatrader 8 along with the Jigsaw bridge. I am managing all trade's and strategies on Jigsaw's end.

    When using an OCO order with Jigsaw, I get the following error from NT 8 when an OCO order is hit:

    "Cancellation rejected by the Order Management System - Order is Complete"

    I am assuming that this is occurring because NT8 is trying to cancel this order after it has already been cancelled by Jigsaw. I saw a similar post a couple years ago:

    Hi, I am using the following platform combinations using 2 CQG logins connected to the same account. 1) Ninjatrader 8 for charting (1st CQG connection) 2) Jigsaw daytradr for execution (2nd CQG connection) In daytradr, I am using a simple OCO Strategy. However, when I move an order to close out a trade in this DOM, an NT8


    However this solution won't work for me since the "Local OCO Simulation" setting is not available for me in my connection properties like it is here.

    I have attached a screenshot with the error message I get and also what my connection property settings look like.

    #2
    Hello ajcampy21,

    Thank you very much for your post.

    The reason "Local OCO Simulation" is not available with Rithmic-based connections, is due to how Rithmic does not support native OCO orders.

    This means that all OCO orders would be locally simulated by default.

    What likely occurs is the following:
    • NinjaTrader is listening to both exit orders
    • One order fills
    • Jigsaw cancels the other order
    • NinjaTrader now submits a duplicate cancellation request for the other order, which results in this error message
    I would suggest reaching out to the Jigsaw Team directly, as I suspect a setting in Jigsaw should be able to resolve this.

    Should you have any further questions in this regard, please don't hesitate to let us know!

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