Error validating request:-'sb' : cause - The size value cannot be zero:

[mic.o8o]

I keep receiving this error when using my strategies. It is off and on one minute it will work then the next it will error out. This is an on going problem that you guys have not been able to provide assistance with. I have everything setup correctly in my ATMs. You told me to uninstall and rebuild my strategies which I did. I uninstalled my previous nt version plus TWS. Repaired my DB rebuilt my strateiges and my firs trade errored out and the rest of the day was fine.

I am trying to keep accurate records of my trades and NinjaTrader is absolutely making it impossible. It gives accurate PNL whenI do not group my trades by strategy but to keep proper money management I must group by trades and it skips the trades it errors out on. I've shelled out 1k for a product I thought would keep me on track but its just giving me headaches. Please help!



10/27/2008 4:31:58 AM,Order,Order='1370865464/U399931' Name='Target3' New State=Working Instrument='ES 12-08' Action=Buy Limit price=854 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error='',
10/27/2008 4:31:58 AM,Order,Order='1370865464/U399931' Name='Target3' New State=Accepted Instrument='ES 12-08' Action=Buy Limit price=854 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error='',
10/27/2008 4:31:58 AM,Order,Order='1370865464/U399931' Name='Target3' New State=PendingChange Instrument='ES 12-08' Action=Buy Limit price=854 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error='',
10/27/2008 4:31:05 AM,Position,Instrument='ES 12-08' Account='U399931' Avg price=869.702 Quantity=2 Market position=Short Operation=Update Currency=UsDollar,
10/27/2008 4:31:05 AM,Order,Order='1370865463/U399931' Name='Stop3' New State=Working Instrument='ES 12-08' Action=Buy Limit price=874.75 Stop price=869.75 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error='',
10/27/2008 4:31:05 AM,Order,Order='1370865463/U399931' Name='Stop3' New State=Accepted Instrument='ES 12-08' Action=Buy Limit price=874.75 Stop price=869.75 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error='',
10/27/2008 4:31:05 AM,Order,Order='1370865461/U399931' Name='Stop2' New State=Working Instrument='ES 12-08' Action=Buy Limit price=874.75 Stop price=869.75 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error='',
10/27/2008 4:31:05 AM,Order,Order='1370865461/U399931' Name='Stop2' New State=Accepted Instrument='ES 12-08' Action=Buy Limit price=874.75 Stop price=869.75 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error='',
10/27/2008 4:31:02 AM,Order,Order='1370865459/U399931' Name='Stop1' New State=Cancelled Instrument='ES 12-08' Action=Buy Limit price=877.75 Stop price=872.75 Quantity=0 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error='Order Canceled - reason: (202)',
10/27/2008 4:31:02 AM,Execution,Execution='ES 12-08/0000fe5f.49054a5f.01.01' Instrument='ES 12-08' Account='U399931' Exchange=Globex Price=866.75 Quantity=1 Market position=Long Operation=Insert Order='1370865460' Time='10/27/2008 4:31:01 AM',
10/27/2008 4:31:02 AM,Order,Order='1370865460/U399931' Name='Target1' New State=Filled Instrument='ES 12-08' Action=Buy Limit price=866.75 Stop price=0 Quantity=1 Type=Limit Filled=1 Fill price=866.75 Error=NoError Native error='',
10/27/2008 4:31:01 AM,Order, Affected Order: Buy 0 StopLimit @ 872.75 x 877.75,
10/27/2008 4:31:01 AM,Order,Order='1370865459/U399931' Name='Stop1' New State=Rejected Instrument='ES 12-08' Action=Buy Limit price=877.75 Stop price=872.75 Quantity=0 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error='',
10/27/2008 4:31:01 AM,Order,Error validating request:-'sb' : cause - The size value cannot be zero: (321) Affected Order: Buy 0 StopLimit @ 869.75 x 874.75,
10/27/2008 4:31:01 AM,Order,Order='1370865459/U399931' Name='Stop1' New State=Rejected Instrument='ES 12-08' Action=Buy Limit price=874.75 Stop price=869.75 Quantity=0 Type=StopLimit Filled=0 Fill price=0 Error=OrderRejected Native error='Error validating request:-'sb' : cause - The size value cannot be zero: (321)',
10/27/2008 4:31:01 AM,Order,Order='1370865459/U399931' Name='Stop1' New State=Accepted Instrument='ES 12-08' Action=Buy Limit price=874.75 Stop price=869.75 Quantity=0 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error='',
10/27/2008 4:31:01 AM,Order,Order='1370865463/U399931' Name='Stop3' New State=PendingChange Instrument='ES 12-08' Action=Buy Limit price=874.75 Stop price=869.75 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error='',
10/27/2008 4:31:01 AM,Strategy,Auto breakeven price modification from '872.75' to '869.75',
10/27/2008 4:31:01 AM,Order,Order='1370865461/U399931' Name='Stop2' New State=PendingChange Instrument='ES 12-08' Action=Buy Limit price=874.75 Stop price=869.75 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error='',
10/27/2008 4:31:01 AM,Strategy,Auto breakeven price modification from '872.75' to '869.75',
10/27/2008 4:31:01 AM,Order,Order='1370865459/U399931' Name='Stop1' New State=PendingChange Instrument='ES 12-08' Action=Buy Limit price=874.75 Stop price=869.75 Quantity=0 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error='',
10/27/2008 4:31:01 AM,Strategy,Auto breakeven price modification from '872.75' to '869.75',
10/27/2008 4:31:01 AM,Order,Order='1370865459/U399931' Name='Stop1' New State=Working Instrument='ES 12-08' Action=Buy Limit price=877.75 Stop price=872.75 Quantity=0 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error='',

[NinjaTrader_Jason]

Hello,

Regarding the error you receive below, please contact your broker for more clarification. We only display the error message.

Native error='Order Canceled - reason: (202)'

As per the other error message, it seems your stop loss is submitted with a size value of zero. I suggest to recreate your ATM strategy and check if the error persists. If so, please tell me how you setup your ATM strategy, so I can test it on my end.

[mic.o8o]

I have uninstalled and installed NT and TWS created and recreated strategies. This only happens when I am connected live to TWS if I am simming the error never occurs. I can't use the same ATM strategy twice it will work the first time and the next trade it will fail. To make the ATM strategy work after the first time I have to select a different ATM strategy and then go back and select the one I was using.

I am using a simple 3 target ATM Target 1=12 ticks and then breakeven Target 2 = 21 ticks Target 3=34 ticks. stops are set to 12. the error occurs after t1 and it goes to break even.

[NinjaTrader_Jason]

Can you please confirm you re-installed TWS version 887.

In addition, please remove your current IB connection and recreate a new one using the instructions at the link below.

http://www.ninjatrader.com/webnew/support_interactivebrokers.htm

[mic.o8o]

yes i downloaded everything from ninjatrader download site and ninjatrader ib connection site. Build 887.2

[NinjaTrader_Jason]

Hello,

Please tell me what setting is used for the ATM strategy selection mode in the NinjaTrader order entry window you use. You check this in its properties menu.

Could you provide me with the exact setup of that ATM strategy, including the stop strategies it uses.

In addition, please send me your entire log file to support[at]ninjatrader[dot]com refering this thread and put "Attn Jason" in the subject header.

You can find the file at the following location:

Start Menu--> My Documents--> NinjaTrader 6.5--> Log--> log.20081027 for yesterday. (log.yyyymmdd for any other date)