NinjaTrader + Rithmic = Not updating positions

[Finley]

Maybe Apex Rithmic server is overloaded on their end?

I don't think it's an APEX Rithmic issue because some traders in our group use Sierra Charts or Quantower and don't have problems with positions still showing as open.

Another clue is that I have three different copy trader copiers—Apex, Replikanto, and ADTS Smart Trade Copier—and the same issue appears regardless of the copier. So, it would seem that all roads point back to a Rithmic-Ninjatrader interface issue.

[NinjaTrader_ChelseaB]

Hello Rudmax,

Our developers are looking into the issue.

Unfortunately, I will not be able to say if a correction will be ready by the next release.

Once the release is out, we'll check the release notes, and if listed we'll have users test for the behavior.

[Rudmax]

Our developers have been looking into the issue but a correction, if made, would only be in a new release of NinjaTrader. So you would need to wait until the next release.

With the next NinjaTrader release, which will update the Rithmic API to version 13.4.0.0, can we say that this might solve the problem?

[backtester831]

What fascinates me most is that this only happens with Rithmic APEX accounts, while it does not happen with other account types.

Maybe Apex Rithmic server is overloaded on their end?

[Rudmax]

Our developers have been looking into the issue but a correction, if made, would only be in a new release of NinjaTrader. So you would need to wait until the next release.

Your message was a ray of hope for us!

That said, my thoughts are with the trade copier code. I suspect the trade copier is doing two things that can cause an issue.

What strikes me is that a third party program can cause this problem in NinjaTrader, causing it not to update positions correctly. What fascinates me most is that this only happens with Rithmic APEX accounts, while it does not happen with other account types.

1. Possibly the developer is not making copies of collections with .ToList() and doing loops over the copy collection.
Not doing this can cause too much work on the account/order thread and cause updates to be missed.

In our case, we always use .ToList() for loops in the collections, because without it the program is susceptible to errors such as: InvalidOperationException: Collection was modified; enumeration operation may not execute.

2. The developer is doing work in an event handler method without passing the work to a new thread. This also could be causing too much work on the account/order thread and causing updates to be missed. While multi-threading in general is not officially supported by NinjaTrader, in this case it would be a practical solution to prevent the account/order thread from missing updates due to being overworked.
Possibly even a few dozen milliseconds between order submissions might correct the behavior as well.

As this is a third-party add-on, we believe that it has no influence on the updating of account positions in NinjaTrader. In any case, it could in no way affect the updating of positions performed by NinjaTrader itself. If the way to use the event handler for accounts/orders with a lot of work in the same thread, in that case, it should only affect the add-on and not the NinjaTrader itself. I don't think this could be the problem, not least because accounts of other types, such as Tradovate, don't have this issue (not showing the most current position status). However, we are available to meet with the developers of NinjaTrader to provide snippets of our code for evaluation.

While I'm not on the development team and don't have their insights, I suspect that the team is trying hard to come up with a way to handle this issue with inefficiently written code in an addon, which may take time.

That said, in my opinion, and if my hunch is correct, the issue could quickly be solved by author of the script.

It would be a dream for us to solve this ourselves, not least because this kind of problem will have a anniversary. If we can solve it via code, that would be great, although we're not sure it's possible due to the factors mentioned above. We are available to meet with the NinjaTrader developers.

I could be completely incorrect. But by observing my own code and observing what occurs with manual and atm orders, it's very possible.

We may be mistaken, but we believe that a solution to the problem would be beneficial for all of us. It would help to reduce the number of open tickets and dissatisfied customers on both sides. We are committed to resolving this situation, as we know you are too.

[NinjaTrader_ChelseaB]

Hello Rudmax,

Our developers have been looking into the issue but a correction, if made, would only be in a new release of NinjaTrader. So you would need to wait until the next release.

That said, my thoughts are with the trade copier code. I suspect the trade copier is doing two things that can cause an issue.

1. Possibly the developer is not making copies of collections with .ToList() and doing loops over the copy collection.
Not doing this can cause too much work on the account/order thread and cause updates to be missed.

2. The developer is doing work in an event handler method without passing the work to a new thread. This also could be causing too much work on the account/order thread and causing updates to be missed. While multi-threading in general is not officially supported by NinjaTrader, in this case it would be a practical solution to prevent the account/order thread from missing updates due to being overworked.
Possibly even a few dozen milliseconds between order submissions might correct the behavior as well.

While I'm not on the development team and don't have their insights, I suspect that the team is trying hard to come up with a way to handle this issue with inefficiently written code in an addon, which may take time.

That said, in my opinion, and if my hunch is correct, the issue could quickly be solved by author of the script.

I could be completely incorrect. But by observing my own code and observing what occurs with manual and atm orders, it's very possible.


"I would like to know if there is any NinjaScript code that forces broker positions to be updated in the NinjaTrader tool, and developers could use this code to call it immediately after filling TP or SL exit orders. Please suggest something."

There is no code that I am aware of to force a brokerage to send an information update, and there is no code that will force NinjaTrader to process an information update if the CPU logical processor is overworked.
Unfortunately I cannot suggest something on that end. I can only suggest better written code in the addon.

[Rudmax]

Hello Rudmax,

Our team has contacted Rithmic who has added additional logging to their brokerage end.

Once a user who has experienced the behavior writes into support[at]ninjatrader.com, we will again contact Rithmic to review the logging for the transactions.

However, if a user is experiencing high latency or connection issues and updates are not being received, there would not be much that can be done about that. We recommend using a VPS located near the brokerage servers to avoid interruptions in connection.

Since so far there has been no solution from NinjaTrader for the failure of Rithmic APEX connections to update their positions in NinjaTrader, I would like to know if there is any NinjaScript code that forces broker positions to be updated in the NinjaTrader tool, and developers could use this code to call it immediately after filling TP or SL exit orders. Please suggest something.

[NinjaTrader_ChelseaB]

Hello Haushahn,

This could mean the CPU and / or memory is being overloaded or the PC Clock might not be in sync with internet time.

To check this:

• Shutdown NinjaTrader *important
• Windows 10
  • Navigate to the Windows Control Panel
  • Select Clock and Region -> then click 'Set the time and date'
    (Or click 'Date and Time' if this is visible)
  • Click on Internet Time tab
  • In the Server: drop-down select time.nist.gov
  • Click Update
• Windows 11
  • Open Settings
  • Click on Time & language.
  • Click the Date & time page on the right side.
  • Under the “Additional settings” section, click the Sync now button.
• If the message that appears says 'successful', your PC clock should now be updated
  If not, select a different server from the Server: drop-down and try again (repeat until one of the servers is successful)
• Restart NinjaTrader
• Connect to a data feed
• Reload All Historical Data *important
  • Click tools -> Historical Data
  • Right-click Historical -> select Delete
  • https://ninjatrader.com/support/help...HistoricalData

Below are a few links to 3rd party educational sites with steps to synchronize with internet time.

Windows 7 - http://mintywhite.com/windows-7/7mai...t-time-how-to/

Windows 10 - https://www.windowscentral.com/how-m...ers-windows-10
- http://www.windows10update.com/2015/...t-time-server/

Windows 11 - https://pureinfotech.com/fix-clock-out-sync-windows-11/

Compare your PC Clock with https://www.time.gov/

If you are not in sync:

• Shutdown NinjaTrader *important
• Windows 10
  • Navigate to the Windows Control Panel
  • Select Clock and Region -> then click 'Set the time and date'
    (Or click 'Date and Time' if this is visible)
  • Click on Internet Time tab
  • In the Server: drop-down select time.nist.gov
  • Click Update
• Windows 11
  • Open Settings
  • Click on Time & language.
  • Click the Date & time page on the right side.
  • Under the “Additional settings” section, click the Sync now button.
• If the message that appears says 'successful', your PC clock should now be updated
  If not, select a different server from the Server: drop-down and try again (repeat until one of the servers is successful)
• Restart NinjaTrader
• Connect to a data feed
• Reload All Historical Data *important
  • Click tools -> Historical Data
  • Right-click Historical -> select Delete
  • https://ninjatrader.com/support/help...HistoricalData
• Compare your PC Clock with https://www.time.gov/
  • Confirm the PC Clock is in within 1 second with internet time.
• Start NinjaTrader in Safe Mode
  • Hold the Ctrl key on the keyboard, while double clicking the icon for NinjaTrader, continue to hold until launched
  • https://ninjatrader.com/support/help...sablingAdd-Ons
• Open a new blank chart and test for the behavior

Below are a few links to 3rd party educational sites with steps to synchronize with internet time.

Windows 7 - http://mintywhite.com/windows-7/7mai...t-time-how-to/

Windows 10 - https://www.windowscentral.com/how-m...ers-windows-10
- http://www.windows10update.com/2015/...t-time-server/

Windows 11 - https://pureinfotech.com/fix-clock-out-sync-windows-11/

[Haushahn]

The chart is lagging. Because of the tickchart, I haven't realized it immediately. But in the 1-min-chart it is clearly visible, that it is lagging around 7 min. The order is printed "correctly" in the stats, but the chart is hanging behind. It's just luck, that I haven't lost my accounts again. And again it is Rithmic. Like with Apex before And only after the open since two or three days. I have the impression that many traders are turning their backs on Apex for well-known reasons and that other prop companies using Rithmic, too are now struggling with the new increased volume.My internet connection is stabile and fast as always to rule that out right from the start.

[NinjaTrader_ChelseaB]

Hello Haushahn,

On the Log tab of the Control Center, double check the Order ID is the same as in RTrader and then check to see what the brokerage reported back as the Price for the 'New state='Filled' update.

[Haushahn]

So there is a problem with the chart after executing a trade. The charting is correct, but the executed trade is shown somewhere else in the chart and in the ControlCenter. In RTrader, I can see the real price, in NT charting, too, but the displayed executed trade is somewhere else.So why does the chart suddenly shows the wrong trade execute data? Thanks. (So i.e. I go short at 20.000, exit at 19.995, but the chart and CC shows going short at 20.020 and exit at 20.015.)

[NinjaTrader_ChelseaB]

Hello Rudmax,

Our team has contacted Rithmic who has added additional logging to their brokerage end.

Once a user who has experienced the behavior writes into support[at]ninjatrader.com, we will again contact Rithmic to review the logging for the transactions.

However, if a user is experiencing high latency or connection issues and updates are not being received, there would not be much that can be done about that. We recommend using a VPS located near the brokerage servers to avoid interruptions in connection.

[Rudmax]

NinjaTrader_ChelseaB Could you kindly share the steps being taken to resolve this issue? This will allow all relevant parties to follow along and streamline the process, potentially reducing the number of tickets opened for NinjaTrader and for the vendors. That would be a great assistance to us.

[Rudmax]

I really hope this dreaded issue can be addressed one day soon. Here's how it looks in my Orders tab. The orders are just in a stuck status and I can not do anything with them. If price hits the order, it will actually fill which can be very problematic.

The problem with the orders being frozen (golden orders) is due to network connectivity problems between Ninjatrader and the broker, where a client's connection to the order entry server is either severed or unstable and prevents the order cancel, change or position close command from working as intended.

In addition, our recommendation is that if this happens, you should disconnect and reconnect to the Ninjatrader brokerage connection to update the pending orders in Ninjatrader so that they can be canceled, in most cases it works. If it doesn't work, you'll need to try canceling on the broker's website.

For the Tradovate acounts, due to the Tradovate API rate limit of 5,000 requests per hour (80 per minute) for the Tradovate/NinjaTrader connection, orders and positions may freeze once this limit is reached. To avoid this, we do not recommend using trailing stops or multiple price changes in a short period. NinjaTrader is aware of this issue, which can be tracked via ID NT-14091, and is working on a way to inform the user when the limit is reached. Pending orders, positions that cannot be canceled, modified or closed must be managed via the Tradovate/NinjaTrader website.

[Rogue_Two]

I really hope this dreaded issue can be addressed one day soon. Here's how it looks in my Orders tab. The orders are just in a stuck status and I can not do anything with them. If price hits the order, it will actually fill which can be very problematic.