Best Practices- OnExecution -API-Rithmic limitation-Advanced order handling-Apex

giogio1

Senior Member

Join Date: Mar 2018

Posts: 271
#1

Best Practices- OnExecution -API-Rithmic limitation-Advanced order handling-Apex

08-01-2023, 02:33 PM

Connecting to Rithmic (for Apex) I get this message. When using a NinjaScript strategy it is best practice to only work with passed by value data from OnExecution. Instances of multiple fills at the same time for the same instrument might result in an incorrect OnPositionUpdate, as sequence of events are not guaranteed due to provider API design.”

Can you suggest few threads with complete example of the appropriate approach. Given that "Advanced order handling is reserved for EXPERIENCED programmers" I wander if someone posted complete examples.
Thank you.
G
Tags: None
NinjaTrader_ChelseaB

NinjaTrader Customer Service

Join Date: Dec 2012

Posts: 25062
#2

08-01-2023, 02:51 PM

Hello G,

Below is a link to an example that uses this approach.

Ninja Trader V8.0.26 Rithmic issues fixed - NinjaTrader Support Forum

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/1199112-ninja-trader-v8-0-26-rithmic-issues-fixed#post1206372

Hello, I see in the documentation you have fixed: 15048 Added Adapter, Rithmic Updated Rithmic API to version 11.3.0.0 Can you elaborate on that please? Will OnOrderUpdate() OnExecutionUpdate() and OnPositionUpdate() be called in the expected order?

Chelsea B.NinjaTrader Customer Service
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