Apex/Rithmic Multiple Entries Example Issue

[TradeSaber]

Hello!

Over the last 2 weeks or so I started receiving several messages of a strategy leaving behind a single order. This comes mainly from Apex/Rithmic users. I have also experienced this quite a bit over the last few weeks in my own trading.

I have updated my strategy to match the Rithmic/IB friendly example provided on this thread (Managed - Multiple Entries):

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

I spent several days updating everything I could, clearing a good chunk of my code to try and find the problem. Then I finally did what I should have done from the beginning. I loaded the example provided by itself and noticed the same problem was still happening with just the example.

Here is a video of the problem happening: https://drive.google.com/file/d/16eJuPK0RhrvcQMauuDDG9QkmL5XIoP5G/view?usp=sharing


I'm also uploading a screenshot of the Orders window. Green is Order 2 (Good) Red is Order 1 (Bad)


Some additional info that may help:

1. I noticed it tends to happen more if the Price moves and hits the target order (Don't move the target under the price).
2. Doesn't happen all of the time. But only happens during live trading while using apex accounts. (Doesn't appear to be a problem on a SIM)
3. It doesn't really matter on the order. Either Order 1 or 2 can fail. Usually depending which target is hit first.

Please let me know if there is a known solution for this. Or if there is anything I can assist in figuring this out as it appears to only be an issue with those using Rithmic.

Look forward to hearing from you guys.
Thank you!

[NinjaTrader_Jesse]

Hello TradeSaber,

This may be due to how apex supplies events to the platform. I would suggest trying the unmanaged example instead to see if explicitly setting the OCO helps rather than using the managed order handlings signal name system. You may need to adjust the samples to work with apex events as those sample were created before apex was supported and are mainly focused on showing how to use the passed in variables to avoid problems with rithmic based connections. Those may not be fully complete samples as they were only tested on a very small range of connections and use cases.