Multi-Instruments in (OnOrderUpdate & OnExecutionUpdate ).

[MGHORBEL]

Good morning
I use Multi-Instruments in my strategy and it is recommended to use (OnOrderUpdate & OnExecutionUpdate ).
I tried to use "BarsInProgress" but I see that it is not correct. Please how to do it ?

M.GHORBEL

[NinjaTrader_BrandonH]

Hello M.GHORBEL,

Thanks for your post.

The warning message in the screenshot you shared could be found on the OnOrderUpdate() and OnExecutionUpdate() help guide documentation linked below.

From the OnOrderUpdate() help guide:

"Rithmic and Interactive Brokers Users: 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. For an example on protecting positions with this approach, see OnExecutionUpdate()"

From the OnExecutionUpdate() help guide:

"Rithmic and Interactive Brokers Users: 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."

OnOrderUpdate(): https://ninjatrader.com/support/help...rderupdate.htm
OnExecutionUpdate(): https://ninjatrader.com/support/help...tionupdate.htm

You could view the second section of sample code in the OnExecutionUpdate() help guide page for an example of protecting positions when using Interactive Brokers.

This forum thread contains RithmicIBFriendlyExample samples that you could view also which demonstrate how to program a NinjaScript strategy to use with Interactive Brokers: https://forum.ninjatrader.com/forum/...72#post1206372