Orders rejected for weird reasons?

[RaygunWizzle]

I was a strategy I had developed today and it gave me several interesting order rejections. I noticed they all had to do with when it was trying to place a market order in one of the micro bond futures instruments (2YR, 10YR and 30YR). Here is a screenshot of the orders log with the rejections. What is causing this?

[bltdavid]

Are those markets supported by your broker?

Did you check the log tab for error messages?

What is the ErrorCode passed to OnOrderUpdate?

Have you tried using TraceOrders?

As far as I understand, order rejection errors (almost
always) come from the broker.

Good reading here.

[RaygunWizzle]

Here they are in the log.

[jeronymite]

RaygunWizzle Some general comments/questions:

• Did you notice any issues with your Connection at the time? The errors for several are "no data", and that could be a Connection-related matter.
• The error for MHG (Product code not permissioned) would suggest that the Instrument is not subscribed to.
• The "could not be submitted to the infrastructure" error is definitely odd, but hints at an internal error condition identified by NT8, or (again) a Connection-related error.
• Notably, all the Order Ids are of the form that NT8 creates internally at Order creation, and which are normally replaced by a broker-generated Id on the first response from the broker on Order submission. This suggests these are errors generated within NT8 (again, hinting at a possible Connection-related issue) and probably before the Orders are even submitted, let alone reach the broker.

All just speculation. NT Support will provide enlightenment, no doubt.

Thanks.

[bltdavid]

I noticed they all had to do with when it was trying to place a market order in one of the micro bond futures instruments (2YR, 10YR and 30YR).

Very good points from jeronymite.

As a final followup:

Have you ever been able to trade these instruments before?

I mean, has this strategy previously worked with these instruments?

The point is, if it's worked before, and today is the first time you
have seen these rejection errors -- that is important to know.

Your original post implies this strategy has never had this problem,
and that, in fact, today was first time you ran it. Is that correct?

Just trying to confirm details of any past experience.

[RaygunWizzle]

Correct, I only took it live in a real broker account on the 1st. Before that I did a few weeks of live forward testing in a Simulator account. So these very much could be the broker not allowing those instruments to be traded.
I have never traded the ones it was giving me errors on before, I was just including them in the basket of Micros I developed the strategy for. As far as connection goes, the connection was live and good as you can see in the logs the strategy was trading on other instruments just fine (M6E, MGC, MCL, MNQ and MES that day). Heck, it even successfully got a trade in on MICD. But seeing as how these errors were all on the Micro Bonds I think therein lies the problem.
I just wanted some opinions and confirmation before I remove them from the basket, but it will be a good note that if I run this strategy through a different broker that will probably be different. When the market opens again I will try manually placing an order in those markets from the account its using and confirm that theory.

[NinjaTrader_Sev]

Hello RaygunWizzle,

Thank you for the inquiry.

Please email into platformsupport[AT]ninjatrader[DOT]com with your account number and your log and trace files so that we may check your data enablements and to determine if there are any other restrictions that could cause this. Please also include the screenshot that you provided above.

Please do not provide any private or personal information on the forums.

We look forward to assisting you!

[RaygunWizzle]

So it was just that those instruments were not allowed to be traded by that broker. Weird error message way of saying it. But I manually tried to enter trades in that account on those instruments and got the same error messages. So, mystery solved.