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Coinbase Demo Feed Rejects Order

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    Coinbase Demo Feed Rejects Order

    I've got a strategy that is always in the market (either long or short). I noticed that market reversal orders are always rejected.

    Here's the log, it just happened overnight:

    Code:
    Time Category Message
    5/18/2024 8:00:00 PM Order Order='ad963880947942aa9d0a1a59538c5209/Sim101' Name='Buy' New state='Submitted' Instrument='BTCUSD' Action='Buy' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
    
    Time Category Message
    5/18/2024 8:00:21 PM Default Strategy 'KalmanPure/263064057' submitted an order that generated the following error 'Order rejected'. Strategy has sent cancel requests, attempted to close the position and terminated itself.
    
    Time Category Message
    5/18/2024 8:00:21 PM Default Disabling NinjaScript strategy 'KalmanPure/263064057'
    
    Time Category Message
    5/18/2024 8:00:21 PM Order Order='688cae694f2f400395d73e5008ae600b/Sim101' Name='Close position' New state='Rejected' Instrument='BTCUSD' Action='Buy to cover' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='Order rejected' Native error='There is no market data available to drive the simulation engine.'
    
    Time Category Message
    5/18/2024 8:00:21 PM Order Sim101, There is no market data available to drive the simulation engine. affected Order: BuyToCover 1 Market
    
    Time Category Message
    5/18/2024 8:00:21 PM Order Order='ad963880947942aa9d0a1a59538c5209/Sim101' Name='Buy' New state='Rejected' Instrument='BTCUSD' Action='Buy' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='Order rejected' Native error='There is no market data available to drive the simulation engine.'
    
    Time Category Message
    5/18/2024 8:00:21 PM Order Sim101, There is no market data available to drive the simulation engine. affected Order: Buy 1 Market
    I've had strategies running in demo mode for many years and never observed such an issue. What is causing this and how do I fix it?

    Thanks in advance!







    #2
    Hello molecool,

    I tried the SampleMACrossover on the BTCUSD from the coinbase connection but I was unable to see this problem. Are you using the current version of the platform? If so how are you reversing the position, are you using the opposite market entry method similar to the SampleMACrossover?

    JesseNinjaTrader Customer Service

    Comment


      #3
      Okay so I just upgraded to the latest version of NT8 and now all my datafeeds are gone. I only have a demo license but at the current time I only need the Coinbase free data feed. How do I get that back?

      Comment


        #4
        Hello molecool,

        Enable Multi-provider mode. Then add the connection to the Connections > configure window.

        Chelsea B.NinjaTrader Customer Service

        Comment


          #5
          Okay, I will try to reinstall the current version (I downgraded in the interim) and try again. BTW, what does multi-provider mode accomplish? Why isn't that the default as it always used to be?

          Comment


            #6
            Hello molecool,

            Multi-provider mode allows for connecting to other data providers and brokerages. This was changed to make the on-boarding process easier for new users.
            Chelsea B.NinjaTrader Customer Service

            Comment

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