Order error when target is hit

[NickyD]

Hello,

Recently I've just started getting errors like this when a target order is hit.

I'm using an ATM strategy and in real time the stop and target orders do actually both fill/cancel appropriately. Then this message box will pop up. I'm not sure where it's coming from. I was long at the time and the target was hit, there was no buy to cover order live. Looking through all the orders on my orders tab, I don't even see any order for this price.

The redacted part of the message is my account no.

Thanks
Nick

[NinjaTrader_Clayton]

Hello NickyD,

Thank you for the message.

Without looking at the Log and Trace files for the official record of what happened, I can only provide vague information on what this message would normally mean, but not exactly what caused it to happen.

This message means that a "Cancel" order had been submitted for a contract, but it couldn't be canceled because it had already been filled.

This is commonly seen if someone is using an ATM Strategy with a tight Profit and Stop Loss Target around a news announcement or a massive movement in the market.

• As an extreme example, Imagine you had an ATM Strategy that put both the Profit and Stop Loss Targets 1 Tick away from the Entry Price.
• Then, as the entry fills, the Stop and Profit orders both make it to the servers as the market swings up and back down by 10 Ticks in a matter of .001 of a second
• This causes the Profit target to be hit and filled which would normally cause the OCO to Cancel the Stop Target
• But, since the market also swung down and filled the Stop Target before the OCO could tell the order to be canceled, both of the Targets get filled.
• Finally, since the Stop Target was already filled before the "Cancel" order could make it to the servers to tell it to be canceled, this message is generated.

If you would like to know more specifically of what happened with your platform and orders that led to this message specifically, then you would want to write in to our support team with your Log and Trace files along with the Order ID so we may investigate it further. DO NOT include the log and trace files here as the Forum is publicly facing and those files can include sensitive information.

• Within NinjaTrader, go to the Control Center > Help > Email Support...
• To: Set this to "Platform Technical Support"
• Subject: Copy and paste the Forum URL
• Attach: Attach a file, picture, or compressed file to share multiple files/pictures
• Body: Include any other information you would like to share on the situation
• Make sure 'Log and Trace files' is checked to include the requested files
  • Send the email

Please let us know if we may provide any further assistance.