Thanks for opening the thread. Over Fills describe an occurrence where an order is filled or partially filled after the order was already marked for cancellation. The way these occurrences happen is subjective to the strategy logic and execution. Our help guide has the following explanations which may shed more light:
The recommended resolution is to try to create scenarios which had caused an Over Fill in the Market Replay connection to reproduce the over fill to troubleshoot how you can manage the cancellation of your orders.
Over Fills caused by a pending in flight execution may be harder to reproduce. For example, quickly attempting to close a position while a pending order at the broker already closes the position will not be as easy to reproduce locally. These sorts of scenarios should be minded while writing the strategy, and you can use IgnoreOverFill and further logic in OnOrderUpdate() to identify and handle Over Fills.
IgnoreOverFill — https://ninjatrader.com/support/help...reoverfill.htm
OnOrderUpdate() — https://ninjatrader.com/support/help...rderupdate.htm
TraceOrders — http://ninjatrader.com/support/forum...ead.php?t=3627
Market Replay — https://ninjatrader.com/support/help...ket_replay.htm
Please let me know if I can be of further assistance.
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