Any submitted market orders or executions resulting from market orders will not be displayed after disconnect/reconnect, as the API does not support downloading market order history.
I'm not really sure what they mean and if I'm running a strategy, what should I do in this situation? Are they saying after a disconnection you can't see any history of market orders? Sounds like NinjaTrader can't request market history from them. Is that what it says? Is there an appropriate work around for this? I've tried to get a clarification from Forex.com about this but they simply ignore my question. (Not so great support....)

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