Explain

[pyftc]

How does an order get filled with no price action?

[NinjaTrader_Zachary]

Hello pyftc,

Thank you for your post.

Please elaborate a bit further on what you mean. Did you receive a fill but are not receiving real-time data?

[pyftc]

I received a fill without any price action on the candle at 4AM. It filled my ATM strategy and filled an sell ticket at the same time with no price action anywhere near. It is also marked as an External trade and I have no idea what that means but sounds rather concerning as my computer was off.

[NinjaTrader_Zachary]

Hello pyftc,

Thank you for that additional information.

Those orders are marked as 'External', which means that they originated outside of your instance of NinjaTrader. These could be positions that were managed by your broker. To understand what may have occurred, we'd need to take a look at your log and trace files.

You can send us these files 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 reference the following ticket number in the body of the email: 2780179 Attn Zachary

[pyftc]

I have sent the logs and contacted my brokerage. Please let me know any additional information asap. Thank you for your assistance!

[NinjaTrader_Zachary]

Hello pyftc,

Thank you for sharing those files.

What I am seeing is that the Order IDs associated to the 'External' fills that you received are actually for a Profit Target and Stop Loss that you had active when you disconnected for the day yesterday. It's important to understand that just because you are disconnected, it does not mean that you will not get filled. Because those orders were in a 'working' state, they were active on the brokerage/exchange servers and filled at the prices which you had specified.

It is also important to understand that with a Rithmic-based connection in NinjaTrader, OCO functionality is simulated locally on your PC so when you are disconnected, that functionality will no longer work as intended and when one of those orders fills, the other will still be active on the exchange's/broker's server. Liquidating your positions and cancelling your working orders before you disconnect for the day will ensure that you do not receive fills while you are not at your PC and actively trading.

Please let us know if we may provide any additional assistance.