order

[bill2023]

Hi:
some limit order automatically canceled in 1 second ,why ? here is the log

2024/2/5 8:17:23	2024/2/6 8:17	Order='7fc8c3bcb5b14098bfa02507be55f5d6/Sim101' Name='L2' New state='Cancelled' Instrument='CHEA' Action='Buy' Limit price=15.98 Stop price=0 Quantity=63 Type='Limit' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
2024/2/5 8:17:23	Order	Order='7fc8c3bcb5b14098bfa02507be55f5d6/Sim101' Name='L2' New state='Cancel submitted' Instrument='CHEA' Action='Buy' Limit price=15.98 Stop price=0 Quantity=63 Type='Limit' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
2024/2/5 8:17:23	Order	Order='7fc8c3bcb5b14098bfa02507be55f5d6/Sim101' Name='L2' New state='Working' Instrument='CHEA' Action='Buy' Limit price=15.98 Stop price=0 Quantity=63 Type='Limit' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
2024/2/5 8:17:23	Order	Order='7fc8c3bcb5b14098bfa02507be55f5d6/Sim101' Name='L2' New state='Accepted' Instrument='CHEA' Action='Buy' Limit price=15.98 Stop price=0 Quantity=63 Type='Limit' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
2024/2/5 8:17:23	Order	Order='7fc8c3bcb5b14098bfa02507be55f5d6/Sim101' Name='L2' New state='Submitted' Instrument='CHEA' Action='Buy' Limit price=15.98 Stop price=0 Quantity=63 Type='Limit' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
2024/2/5 8:17:23	NinjaScript	NinjaScript strategy 'M1K001/318594248' submitting order

[NinjaTrader_Jesse]

Hello bill2023,

If that is an order that was submitted as non liveuntilcancelled and you are using a series with that granularity like 1 second or tick then that would be expected, orders expire after 1 bar update. You can see if that is happening by using TraceOrders.

https://ninjatrader.com/support/helpGuides/nt8/traceorders2.htm

[bill2023]

i use this strategy on 1 minute chart

[NinjaTrader_Jesse]

Hello bill2023,

Did you try using TraceOrders to check if the order was expired? The order could still be expired after 1 second on a minute chart if you are using OnEachTick or OnPriceChange calculation mode.