I believe it is a threading issue. If an unmanaged order object is created via a thread using SubmitOrderUnmanaged the order will fail with the order object exception of not initialized (exists). During debugging, I can confirm that SubmitOrderUnmanaged returns null in the thread.
A traditional managed order works fine. The SubmitOrderUnmanaged works fine as long as it is not submitted via a thread.
I have been searching for a strategy syncronizingobject that can be associated with my thread or some way to invoke back to the main strategy thread to allow unmanagedorders without luck.
Has anyone been able to submit unmanaged orders from a thread?
Regards,
Number1
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