What could cause NT to see $0 as the execution price?

[WalterSkinner]

A strategy of mine just went long ES and I noticed that autoscale immediately flattened the chart because chart trader showed that my entry price was $0.

I've been using a version of this strategy for hundreds of trades and have not seen this behavior.

Does anyone have a good place to start looking into this issue?

Could it be related to Rithmic (broker/data provider)?

Edit:
This trade lost three ticks but Rithmic shows that the only loss was commission so it looks like a reasonable assumption that the issue may be on rithmic's end.

[NinjaTrader_Jesse]

Hello WalterSkinner,

You would need to confirm on your broker account what the live order values were to see if that matches the platform or not. If the price that the broker received for that order was 0 then that would relate to the strategy in some way as it submitted an order with that price. A good starting place would be to look at that specific orders code in the strategy to get a better idea how that could have happened.

If you alternatively see that the order has correct pricing on the broker account but was reported as 0 in the platform that could relate to the current connection or also the event sent back by the broker. In the second case you would need to write into platformsupport[at]ninjatrader.com and include your log/trace files and the order number/time/date for that order.

[WalterSkinner]

Hi Jesse,

The entry was a market order and Rithmic shows the execution price correctly in their "recent orders" section.

Considering the fact that Rithmic shows my P&L is equal to commission and doesn't notice the 3 tick loss it seems like it may be on their end.

I just sent log and trace files with the name of this thread in the subject line.

[WalterSkinner]

I just received word that the issue is on Rithmic's end and is known.