MIT Error - Cannot route the order at this time affected Order: BuyToCover 1 Market

[hotsalami]

I tried using the MIT for the profit target on the TF Dec contract and received the following error.

2015-09-25 07:32:11:698|0|32|J1994, Cannot route the order at this time affected Order: BuyToCover 1 Market

The following errors were received in the trace file

2015-09-25 07:32:26:911 (NinjaTrader Continuum (Live)) Cbi.Account.ExecutionUpdateCallback: execution='22725910134' exchange=Nybot price=1130.4 quantity=1 marketPosition=Long operation=Add orderID='1949523522' time='9/25/2015 7:32:26 AM'
2015-09-25 07:32:26:912 (NinjaTrader Continuum (Live)) Cbi.Account.ExecutionUpdateCallback.PositionClose: currentQuantity=0
2015-09-25 07:32:26:912 Gui.ChartBars.OnExecutionUpdateEvent: Object reference not set to an instance of an object.
2015-09-25 07:32:26:912 Gui.ChartBars.OnExecutionUpdateEvent: Object reference not set to an instance of an object.
2015-09-25 07:32:26:912 Gui.ChartBars.OnExecutionUpdateEvent: Object reference not set to an instance of an object.
2015-09-25 07:32:26:912 Gui.ChartBars.OnExecutionUpdateEvent: Object reference not set to an instance of an object.
2015-09-25 07:32:26:912 Gui.ChartBars.OnExecutionUpdateEvent: Object reference not set to an instance of an object.
2015-09-25 07:32:26:912 Gui.ChartBars.OnExecutionUpdateEvent: Object reference not set to an instance of an object.

I had to manually close the position.

I am using Ninjatrader using continuum with my live account.
Brokerage: Ninjatrader/

Let me know if you need additional inofmration

[NinjaTrader_DaveI]

Hello,

Thank you for reporting this to us. However, I'm not seeing the same behavior on my end. Does this happen every time that you try to use MIT for ATM Profit Targets, or was it a one-off occurrence? Does it occur in Sim trading, or only on your live NinjaTrader Continuum connection?

[hotsalami]

I only tried it one time. I was hesitant to try it a second time.

This appear to only appear in live trading since I used my live ninjatrader account to made this trade. I used contiuum as my data feed. I have the logs and trace file if you would like to see it. You can aso check my live account on that day to see what happened if you wanted to see that.

I used an ATM strategy for this trade (1 entry, 1 stop and 1 target)

I had the same strategy for ES and that worked fine. This appear to only affect the TF Dec contract.

Let me know if you would like the trade file and log for this trade.

Thanks

[NinjaTrader_DaveI]

This one could be a bit tricky. an Object Reference exception such as this stems from the code working behind the scenes, so it is not likely to be an issue related to your actual brokerage account. We need to be able to pin down a reproducible scenario to capture what is going on behind the scenes. Attaching your entire trace file that includes this error may help, but I do not expect to see anything more than you have already posted.

I will try a few more scenarios to see if I can reproduce this issue, and I will post back here with any updates.

Update: I am still not able to pin down a reproducible scenario to cause this issue. Any further info that you can provide (or the entire trace file) may help to narrow down the cause.

[hotsalami]

One more additional information for you about this issue. Even though the MIT never triggered when the price hit the triggered price, my stop and target order, which should have remained in place disappeared or were cancelled automatically and thus cause my open position to not have a stop and target working orders anymore. I had to immediate close out the trade immediately.

[hotsalami]

Trace file attached

Hi Dave

I have a attached the trace file for this issue.
BTW: I scrubbed my live account information wit 'xxx'.

Let me know if you need anything else.

Thanks

[NinjaTrader_DaveI]

Thank you for sending that over. I believe I see what's happening now. The object reference exceptions seem to appear frequently in your trace file, and virtually always at the point at which an ATM strategy is trying to cancel one of its bracket orders after the other is filled. I should have enough now to put together a reproducible scenario, but I'll post back here if I need any further information.