new entry order immediately in CancelPending state in a live account

[saltminer]

Hi,
a client had an odd occurrence where a strategy placing two entry orders had one rejected.

2021-03-29 07:14:12:179 (My Continuum) Cbi.Account.OrderUpdateCallback: realOrderState=Rejected orderId='c380526097464c28aafdb04ffe3d2122' account='xxxdisguisedxxx' name='SE2_Level' orderState=Rejected instrument='ES 06-21' orderAction=SellShort limitPrice=3947.5 stopPrice=0 quantity=1 orderType='Limit' filled=0 averageFillPrice=0 time='2021-03-29 07:14:13' statementDate='2021-03-29' error=UnableToSubmitOrder comment='Order 'c380526097464c28aafdb04ffe3d2122' can't be submitted: order status is CancelPending.' nr=-1

All other entry orders placed earlier or at the same time were fine, such as seen below.

2021-03-29 07:14:12:162 (My Continuum) Cbi.Account.Submit0: realOrderState=Initialized isPendingSubmit=False orderId='5c3088bb94dd48b3b34b990569750de5' account='xxxdisguisedxxx' name='SE1_Level' orderState=CancelPending instrument='ES 06-21' orderAction=SellShort orderType='Limit' limitPrice=3947.5 stopPrice=0 quantity=1 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=2361 time='2021-03-29 07:14:13' gtd='2099-12-01' statementDate='2021-03-29'

I have log and trace files of this incident if it would be helpful.

I'm wondering how a new order (the orderId does not exist earlier in the logs) can be immediately in CancelPending, or why an order is "UnableToSubmitOrder". Thanks!

saltminer

[NinjaTrader_Kate]

Hello saltminer,

Thank you for your reply.

The second example you've noted there is also in a cancelPending state:

2021-03-29 07:14:12:162 (My Continuum) Cbi.Account.Submit0: realOrderState=Initialized isPendingSubmit=False orderId='5c3088bb94dd48b3b34b990569750de5' account='xxxdisguisedxxx' name='SE1_Level' orderState=CancelPending instrument='ES 06-21' orderAction=SellShort orderType='Limit' limitPrice=3947.5 stopPrice=0 quantity=1 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=2361 time='2021-03-29 07:14:13' gtd='2099-12-01' statementDate='2021-03-29'

Does the strategy use the Managed or Unmanaged approach?

Please send me the log and trace files so that I may look into what occurred. You can email these into our scriptingsupport [at] ninjatrader [dot] com email. Please reference the following ticket number in the subject of the email: 3036266 ATTN Kate W., and please put a link to this post in the body as well.

Thanks in advance; I look forward to assisting you further.