question regarding orders in orderState=CancelPending

[elirion]

Hi NT experts,

If an order is having orderState=CancelPending, can it still execute when the right condition is met ?

if yes, is there any way for me to block or prevent the execution ?

[NinjaTrader_Gaby]

Hello elirion,

Thank you for your post.

No, if an order's state is CancelPending, this means that NinjaTrader has sent a request to the exchange to cancel the order. It will not be able to execute, and you will likely see an error if the strategy attempts to submit the order, similar to:

Order='XXXXXXXXXX/XXXX Name='XXXX' New state='Rejected' Instrument='XX XX-XX' Action='X' Limit price=X Stop price=X Quantity=X Type='XX' Time in force=XX Oco='' Filled=0 Fill price=0 Error='Unable to submit order' Native error='Order 'XXXXXXXXXXXXX' can't be submitted: order status is CancelPending.'

Please let us know if you have any further questions.

[elirion]

Hi Gaby,


I am running my strategy on a simulated account. Basically I went short and price hits my profit target and I cancelled my stoploss order.
However price went up and trigger my stoploss. This resulted in a stray long position.

The sequence of of status change goes from CancelPending => Working => Filled. If this is not the intended behaviour, I take it as there is some issue with the demo server ?

I am not too worried if the production server will not exhibit this behavior: a CancelPending order will never execute.

OnOrderUpdate(): <Order string>: orderId='203450801598' account='[removed]' name='SHORT-LOSS' orderState=CancelPending instrument='NQ 06-25' orderAction=BuyToCover orderType='Stop Market' limitPrice=0 stopPrice=19053.75 quantity=1 tif=Day oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=37993 time='2025-04-15 22:17:38' gtd='2099-12-01' statementDate='2025-04-15'
OnOrderUpdate(): <Order string>: orderId='203450801598' account='[removed]' name='SHORT-LOSS' orderState=Working instrument='NQ 06-25' orderAction=BuyToCover orderType='Stop Market' limitPrice=0 stopPrice=19053.75 quantity=1 tif=Day oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=37993 time='2025-04-15 22:17:37' gtd='2099-12-01' statementDate='1800-01-01'
OnOrderUpdate(): <Order string>: orderId='203450801598' account='[removed]' name='SHORT-LOSS' orderState=Filled instrument='NQ 06-25' orderAction=BuyToCover orderType='Stop Market' limitPrice=0 stopPrice=19053.75 quantity=1 tif=Day oco='' filled=1 averageFillPrice=19054 onBehalfOf='' id=37993 time='2025-04-15 22:17:38' gtd='2099-12-01' statementDate='1800-01-01'​

[NinjaTrader_Gaby]

Hello elirion,

Please send me your log and trace files so that I may look into what occurred.


You can do this by going to the Control Center-> Help-> Email Support


Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.


Please reference the following ticket number in the body of the email: Case Number:06033036 ATTN Gaby

[elirion]

Hello Gaby,

I was not able to send the files via Email Support function due to "The limit on the number of allowed outgoing messages was exceeded."
Anyways I have sent the files via email to support @ ninjatrader.com, attention to you.

Hope to hear from you soon.

[elirion]

Hello Gaby,

Thanks for your solution. Learnt a lot especially the part on in-flight executions.

[mumuland]

Hi,

Can you please share what the solution was? I get the same issue with strategies not cleaning up the SL, I send cancel, I get CancelPending, and 2 hours later the SL triggers with Working+Filled.
This happens only once in a while, most of the time after CancelPending I receive also CancelSubmitted and everything works ok.

Thanks