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Bug - Canellation Pending

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    Bug - Canellation Pending

    I've encountered a bug which I've not been able to reproduce, but I thought i would report it anyway.

    I had an OCO order created in Ninjatrader and cancelled in FXCM Marketscope. The Order wasn't updated correctly in Ninjatrader as cancelled. Manually cancelling it in NT left it stuck on "Cancellation Pending" state. It did not appear in FXCM Marketscope - but I had to call the broker's trading desk to make sure it was actually cancelled. Moving the order price reverted it back to accepted.


    Clearly there are three individual issues here:

    1. The synchronisation with external order updates from FXCM isn't quite 100% yet although this is the first failure I've experienced with the syncing of external order updates; I've been impressed with the progress that has been made on this in NT8. I think Ninjatrader missed something and believed an order was still "accepted" - maybe a network glitch... who knows?

    FXCM Market Scope has a "right click - refresh" feature on the orders window, it would be great if Ninjatrader also had this feature also... to get a definitive update of external orders from the broker, rather than exclusively relying on realtime updates which may get missed. In the rare circumstances when things get out of sync, it brings everything into line with the broker and gives reassurance to the user - particularly when there's an $100K market stop order stuck on a live account.

    2. In rare circumstances when NT8 does miss an external update from FXCM and unbeknownst to Ninjatrader the order has been cancelled externally, an attempt to cancel said order; results in an order which is stuck in a "Cancel sumbitted" state.

    3. Orders which are stuck in the aforementioned "cancellation pending" state which are then changed - either by chart, or "increase / decrease price" correctly throw an error message that the order is not found, but then despite the error revert the order to "Accepted".


    I can't seem to be able to get rid of the order in NT8 no matter what I do, and I am able to repeat the steps above and transition the order between these states repeatedly, but I cannot get rid of it, or have it actually set as cancelled.

    If you need me to send db/workspace for investigation let me know and I will PM a onedrive link.
    Last edited by NinjaTrader_DrewO; 11-12-2015, 08:52 AM.

    #2
    Here's the log window which shows the stuck order change request, an immediate update to "accepted", followed by the error.

    It seems that the order change request is updated in Ninjatrader to "Accepted" event before the "Not found" error is returned from FXCM.
    Attached Files

    Comment


      #3
      Hello,

      Thank you for contacting us to report the issue.

      So that I may investigate I would ask that you contact me by email at PlatformSupport [AT] NinjaTrader [DOT] com. In your message please include a link to this forum thread and a copy of today's trace files. You will find these diagnostic file in the Documents > NinjaTrader 8 > Trace folder. I will need to review a copy of the files which are named 'trace.201501016.XXXX.txt'.
      Drew O.NinjaTrader Customer Service

      Comment


        #4
        Hey there. I have been able to reproduce this issue.

        - Connect to a live FXCM account
        - Have a strategy submit an order for a quanitity that is not a multiple of 1000
        - FXCM rejects the order and Ninjatrader gets stuck in a cancellation pending state

        Comment


          #5
          Hello,

          Thanks for your reply, and for producing the steps necessary to reproduce.

          So that I may investigate I would ask that you contact me by email at PlatformSupport [AT] NinjaTrader [DOT] com. In your message please include a link to this forum thread and a copy of today's trace files. You will find these diagnostic file in the Documents > NinjaTrader 8 > Trace folder. I will need to review a copy of the files which are named 'trace.201501016.XXXX.txt'.
          Drew O.NinjaTrader Customer Service

          Comment


            #6
            Quick Remedy for orders stuck in the "Cancel" state.

            Just as a note here for others that have orders stuck in the "Cancel" pending state.

            Select the stuck order in the Orders tab. Then right click the order and choose "Increase Price", that should immediately change the state of the order to "Accepted", then simply cancel the order. Which should take the state of the order to "Cancelled".

            Comment


              #7
              Originally posted by pt-emini View Post
              Just as a note here for others that have orders stuck in the "Cancel" pending state.

              Select the stuck order in the Orders tab. Then right click the order and choose "Increase Price", that should immediately change the state of the order to "Accepted", then simply cancel the order. Which should take the state of the order to "Cancelled".
              Thanks for posting a workaround for other users; however, in principle we should never allow an order to be "stuck" in any state.

              So we can look into what may have caused this, can you please send your log and trace files to our support team? You may use the Help-> Mail to support feature. If you can, please include the time the order was stuck in this state and include any other order details such as the order number or price.

              Thanks!
              MatthewNinjaTrader Product Management

              Comment

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