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Exchange Rejecting Code 2060

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    Exchange Rejecting Code 2060

    Hi,
    I am struggling to understand how Ninjatrader plot "TextAndMarker" for order execution.
    My question might fall in two separate categories but I am trying to be as thorough as possible.

    Working with my strategy to trade news break events. it's a given fact that due to quick movement there will be slippage and I am handling that in my code.

    [See attached File]
    I have two orders waiting to be filled, One is Long (at 1.3266) and other is short (at 1.3250). Both with their respective stop loss and profit targets.

    Order1: Short entry at 1.3250, Stop Loss 14 Ticks Profit Target 50 ticks.
    Order2: Long entry at 1.3266, Stop Loss 10 Ticks Profit Target 50 ticks.
    Both orders were placed at 6:58ish for 7 AM new event.

    here is what happened:

    At 7 Market moved lower, My Sell order got filled at 1.3242 with 8 tick slippage. Accordingly related stop loss got hit and profit target order got cancelled. So good so far.
    then as market moved higher, My 2nd order (Long) got filled at 1.3266 with 3 ticks slippage.
    but it's stop loss didn't get accepted as market very quickly moved lower than the stop loss order price.
    Stop loss order got rejected with exchange Rejecting Code 2060 and now I had a filled order, going south without any stop loss.

    the part which I couldn't wrap my head around was that

    1. why long entry and it's stoploss were not placed at the same time? because market was above stop loss price when long order entry got accepted. shouldn't the stoploss order get accepted at the same time?

    2. if market moved too quick for ninjatrader or my broker to place stop loss then how come first order didn't face that problem?

    3. The order fill information on the chart is placed at wrong time and price.

    for example: [Please see attached image]
    •All order fill markers are placed on the chart area where there is no price bat at the time of plotted marker so how can I use these markers to determine at which bar my order was filled?
    •if we assume that the first order was filled at the time and price where Marker is plotted. after that price never went back to stop loss area so in that case stop loss should not have got executed.

    sorry if this is a bit confusing but I need your help not to solve the problem but more towards understanding the sequence of events so that I can make required adjustments in my approach.
    Attached Files

    #2
    There are a lot of variables here that I'll need to look into in more detail with your log and trace files. Here are some initial suspicions:
    • Market conditions caused some of your orders to become invalid at the exact moment they were placed
    • Your PC clock is out of sync. This would explain the markers which appear misaligned.


    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-> Mail to Platform Support.

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

    Please include a link to this forum thread and reference the following ticket number in the body of the email: 1749072 ATTN Patrick G
    Patrick G.NinjaTrader Customer Service

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