Attention!

funky_boy · 07-17-2008, 11:16 AM

Hi.

I have a question about orders execution.
How I can control order execution? Via OnExecution() method?
If I will submit one order, and immediately try to place other order, I must wait for fill first order?

With best regards.

NinjaTrader_Ray · 07-17-2008, 11:33 AM

Depends, what do you wish to accomplish?

funky_boy · 07-17-2008, 11:37 AM

I want to place two orders as fast as possible. Ideally, parallel submission.

NinjaTrader_Ray · 07-17-2008, 11:41 AM

Two entry orders? Two Exit orders to protect a position?

funky_boy · 07-17-2008, 11:50 AM

Entry orders for example.

NinjaTrader_Ray · 07-17-2008, 11:52 AM

Simultaneous entry orders are currently not supported.

Exit orders are, see here for reference sample - http://www.ninjatrader-support.com/v...ead.php?t=7499

funky_boy · 07-17-2008, 10:52 PM

In other words, if I want place one order and other order after first, I must submit first order, check success execution, and submit second order. Correct?

NinjaTrader_Josh · 07-17-2008, 10:58 PM

Yes. That will yield you the quickest sequential order placement possible.

funky_boy · 07-17-2008, 11:12 PM

Thanks for answers.

And If I have two brokers (FX and stocks), without instruments superposition, and submit one order for FX pair, and second order for stock, will orders route automatically, without explicit indication of order direction?

NinjaTrader_Josh · 07-17-2008, 11:54 PM

You will need to tell it which instrument to submit the order to. It should handle the rest provided your data for each instrument is coming exclusively from the corresponding broker.

funky_boy · 07-18-2008, 12:23 AM

Can you bring example?

NinjaTrader_Dierk · 07-18-2008, 01:19 AM

Please see our reference sample section for how to submit orders: http://www.ninjatrader-support.com/v...splay.php?f=30

07-17-2008, 11:16 AM	#1
funky_boy Junior Member Join Date: Jul 2008 Posts: 27 Thanks: 0 Thanked 0 times in 0 posts	Order execution Hi. I have a question about orders execution. How I can control order execution? Via OnExecution() method? If I will submit one order, and immediately try to place other order, I must wait for fill first order? With best regards.
	Facebook Twitter YouTube

07-17-2008, 11:33 AM	#2
NinjaTrader_Ray Administrator Join Date: Nov 2004 Location: Denver, CO, USA Posts: 11,163 Thanks: 6 Thanked 45 times in 32 posts	Depends, what do you wish to accomplish? Ray NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

07-17-2008, 11:37 AM	#3
funky_boy Junior Member Join Date: Jul 2008 Posts: 27 Thanks: 0 Thanked 0 times in 0 posts	I want to place two orders as fast as possible. Ideally, parallel submission.
	Facebook Twitter YouTube

07-17-2008, 11:41 AM	#4
NinjaTrader_Ray Administrator Join Date: Nov 2004 Location: Denver, CO, USA Posts: 11,163 Thanks: 6 Thanked 45 times in 32 posts	Two entry orders? Two Exit orders to protect a position? Ray NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

07-17-2008, 11:50 AM	#5
funky_boy Junior Member Join Date: Jul 2008 Posts: 27 Thanks: 0 Thanked 0 times in 0 posts	Entry orders for example.
	Facebook Twitter YouTube

07-17-2008, 11:52 AM	#6
NinjaTrader_Ray Administrator Join Date: Nov 2004 Location: Denver, CO, USA Posts: 11,163 Thanks: 6 Thanked 45 times in 32 posts	Simultaneous entry orders are currently not supported. Exit orders are, see here for reference sample - http://www.ninjatrader-support.com/v...ead.php?t=7499 Ray NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

07-17-2008, 10:52 PM	#7
funky_boy Junior Member Join Date: Jul 2008 Posts: 27 Thanks: 0 Thanked 0 times in 0 posts	In other words, if I want place one order and other order after first, I must submit first order, check success execution, and submit second order. Correct?
	Facebook Twitter YouTube

07-17-2008, 10:58 PM	#8
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	Yes. That will yield you the quickest sequential order placement possible. Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

07-17-2008, 11:12 PM	#9
funky_boy Junior Member Join Date: Jul 2008 Posts: 27 Thanks: 0 Thanked 0 times in 0 posts	Thanks for answers. And If I have two brokers (FX and stocks), without instruments superposition, and submit one order for FX pair, and second order for stock, will orders route automatically, without explicit indication of order direction? Last edited by funky_boy; 07-17-2008 at 11:20 PM.
	Facebook Twitter YouTube

07-17-2008, 11:54 PM	#10
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	You will need to tell it which instrument to submit the order to. It should handle the rest provided your data for each instrument is coming exclusively from the corresponding broker. Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

07-18-2008, 12:23 AM	#11
funky_boy Junior Member Join Date: Jul 2008 Posts: 27 Thanks: 0 Thanked 0 times in 0 posts	Can you bring example?
	Facebook Twitter YouTube

07-18-2008, 01:19 AM	#12
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	Please see our reference sample section for how to submit orders: http://www.ninjatrader-support.com/v...splay.php?f=30 Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

Thread Tools
Show Printable Version Email this Page
Display Modes
Linear Mode Switch to Hybrid Mode Switch to Threaded Mode

Similar Threads
Thread	Thread Starter	Forum	Replies	Last Post
A few basic questions on order execution	FireFly	Automated Trading	3	05-16-2008 06:32 AM
Cross Above/below Order Execution Delay	Willl	Strategy Development	5	04-02-2008 01:36 PM
E-mail Sent Upon Order Execution	dgregor5	Strategy Development	13	10-07-2007 02:11 PM
order execution	HelloHello	Automated Trading	2	08-29-2007 12:17 AM
Sending E-mail upon order execution	dgregor5	Automated Trading	25	07-30-2007 01:19 PM