order didnt execute

[kiwibird]

why did this not fill?
price went through the limit entry order
PLACE;Sim101;ES 03-09;SELL;1;LIMIT;837.75;0;DAY;oco1clightES;idname2; clightes;stratidclightES2

entire log is below
1/14/2009 3:39:38 AM|1|4|Verifying license at primary server...
1/14/2009 3:39:41 AM|2|4|Session Break (Version 6.5.1000.8)
1/14/2009 3:39:41 AM|1|4|Current license: Type=SimulationOnly State=Verified StartDate=12/31/2004 EndDate=11/30/2099 Collective2 Dtn ESignal External OpenTick Provider2 Replay Simulator Yahoo Gain FFastFill Hosted InteractiveBrokers MBTrading Patsystems Provider1 Tda TrackData TradingTechnologies AdvancedStrategyManagement AutomatedTrading BasicEntry Charting SuperDom
1/14/2009 3:39:57 AM|1|4|Automated trading enabled (port 36973)
1/14/2009 3:40:03 AM|1|2|zenfire: Primary connection=Connecting, Price feed=Connecting
1/14/2009 3:40:05 AM|1|2|zenfire: Primary connection=Connected, Price feed=Connected
1/14/2009 12:29:13 PM|1|1|AT, 'PLACE;Sim101;ES 03-09;SELL;1;LIMIT;839.00;0;DAY;oco1clightES;idname1; clightes;stratidclightES1' processing
1/14/2009 12:29:13 PM|1|32|Submitting order with strategy
1/14/2009 12:29:13 PM|1|32|Order='085cb8f771c44fb4934f6909e76c7019/Sim101' Name='Entry' New State=PendingSubmit Instrument='ES 03-09' Action=Sell Limit price=839 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
1/14/2009 12:29:14 PM|1|32|Order='085cb8f771c44fb4934f6909e76c7019/Sim101' Name='Entry' New State=Accepted Instrument='ES 03-09' Action=Sell Limit price=839 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
1/14/2009 12:29:14 PM|1|32|Order='085cb8f771c44fb4934f6909e76c7019/Sim101' Name='Entry' New State=Working Instrument='ES 03-09' Action=Sell Limit price=839 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
1/14/2009 12:34:13 PM|1|1|AT, 'CLOSESTRATEGY;;;;;;;;;;;;stratidclightES1' processing
1/14/2009 12:34:13 PM|1|128|Cancelling any remaining strategy orders
1/14/2009 12:34:13 PM|1|32|Order='085cb8f771c44fb4934f6909e76c7019/Sim101' Name='Entry' New State=PendingCancel Instrument='ES 03-09' Action=Sell Limit price=839 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
1/14/2009 12:34:13 PM|1|1|AT, 'PLACE;Sim101;ES 03-09;SELL;1;LIMIT;837.75;0;DAY;oco1clightES;idname2; clightes;stratidclightES2' processing
1/14/2009 12:34:13 PM|1|32|Submitting order with strategy
1/14/2009 12:34:14 PM|1|32|Order='a4fcb68bf2d2404d92cef351d6c3745b/Sim101' Name='Entry' New State=PendingSubmit Instrument='ES 03-09' Action=Sell Limit price=837.75 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
1/14/2009 12:34:14 PM|1|32|Order='085cb8f771c44fb4934f6909e76c7019/Sim101' Name='Entry' New State=Cancelled Instrument='ES 03-09' Action=Sell Limit price=839 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
1/14/2009 12:34:14 PM|1|32|Order='a4fcb68bf2d2404d92cef351d6c3745b/Sim101' Name='Entry' New State=Accepted Instrument='ES 03-09' Action=Sell Limit price=837.75 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
1/14/2009 12:34:14 PM|1|32|Order='a4fcb68bf2d2404d92cef351d6c3745b/Sim101' Name='Entry' New State=Working Instrument='ES 03-09' Action=Sell Limit price=837.75 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
1/14/2009 12:34:14 PM|1|32|Order='a4fcb68bf2d2404d92cef351d6c3745b/Sim101' Name='Entry' New State=PendingCancel Instrument='ES 03-09' Action=Sell Limit price=837.75 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
1/14/2009 12:34:15 PM|1|32|Order='a4fcb68bf2d2404d92cef351d6c3745b/Sim101' Name='Entry' New State=Cancelled Instrument='ES 03-09' Action=Sell Limit price=837.75 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''

[NinjaTrader_JoshP]

It says your order was cancelled so that is why it didn't execute:
1/14/2009 12:34:14 PM|1|32|Order='a4fcb68bf2d2404d92cef351d6c3745b/Sim101' Name='Entry' New State=PendingCancel Instrument='ES 03-09' Action=Sell Limit price=837.75 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
1/14/2009 12:34:15 PM|1|32|Order='a4fcb68bf2d2404d92cef351d6c3745b/Sim101' Name='Entry' New State=Cancelled Instrument='ES 03-09' Action=Sell Limit price=837.75 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''

[kiwibird]

i see the cancel, but why did the cancel occur.
I dont think its me who did this.

[NinjaTrader_JoshP]

You would need to check this from wherever you submitted the order from. If you believe this is unsolicited we would need a reproducible scenario to test with. Thanks.

[kiwibird]

im confused.
clearly the last command in the log is to place an order.
I didnt cancel the order as im asleep during market hours.
please explain why it canceled.
I will supply trace log too if needed.
By the way, the trace log is verbose. Are there options to reduce it?
is it because the same oco group was used of the previous order?
oco1clightES

[NinjaTrader_JoshP]

We would need a reproducible scenario.

[kiwibird]

We would need a reproducible scenario.

i updated my last past perhaps after you replied

Is it because the same oco group was used as the previous order?
oco1clightES As oco1clightES has just been canceled, and i used the same oca group again,
this could be the reason for the cancel.
Im surprised the trace log wouldnt make this clear to you.
You also didnt answer if we can cut down the amount of loging in the trace log.

[NinjaTrader_JoshP]

No you cannot cut down the amount of logging. If you feel that scenario is what is causing it please try it and let us know if you find a reproducible scenario. It is odd right now for that to all happen within one sequence and we cannot proceed unless we can test it on our end. Thank you.

[kiwibird]

to test my oco theory I placed an order.
Log said processing
1/14/2009 5:58:22 PM|1|1|AT, 'PLACE;SIM101;ES 03-09;BUY;1;LIMIT;820;0;DAY;1;id1;;sid1' processing

trace log gave the following error
any idea why?
2009-01-14 17:58:23:026 in OnUnhandledApplicationException
2009-01-14 17:58:23:354 ********* exception trapped *********
2009-01-14 17:58:23:354 Item has already been added. Key in dictionary: 'Sim101' Key being added: 'Sim101'
2009-01-14 17:58:23:354 System.ArgumentException: Item has already been added. Key in dictionary: 'Sim101' Key being added: 'Sim101'
at System.Windows.Forms.Control.MarshaledInvoke(Contr ol caller, Delegate method, Object[] args, Boolean synchronous)
at System.Windows.Forms.Control.Invoke(Delegate method, Object[] args)
at NinjaTrader.Cbi.SynchronizeInvoke.Invoke(Delegate method, Object[] args)
at NinjaTrader.Cbi.AutoTrade.OnFswChanged(Object sender, FileSystemEventArgs e)
at System.IO.FileSystemWatcher.OnChanged(FileSystemEv entArgs e)
at System.IO.FileSystemWatcher.NotifyFileSystemEventA rgs(Int32 action, String name)
at System.IO.FileSystemWatcher.CompletionStatusChange d(UInt32 errorCode, UInt32 numBytes, NativeOverlapped* overlappedPointer)
at System.Threading._IOCompletionCallback.IOCompletio nCallback_Context(Object state)
at System.Threading.ExecutionContext.runTryCode(Objec t userData)
at System.Runtime.CompilerServices.RuntimeHelpers.Exe cuteCodeWithGuaranteedCleanup(TryCode code, CleanupCode backoutCode, Object userData)
at System.Threading.ExecutionContext.RunInternal(Exec utionContext executionContext, ContextCallback callback, Object state)
at System.Threading.ExecutionContext.Run(ExecutionCon text executionContext, ContextCallback callback, Object state)
at System.Threading._IOCompletionCallback.PerformIOCo mpletionCallback(UInt32 errorCode, UInt32 numBytes, NativeOverlapped* pOVERLAP)

[kiwibird]

the oco was the issue. I duplicated the fault.
after using a new oco the canceled trade issue was fixed.
Please still reply to previous post as to why order didnt execute.

[NinjaTrader_JoshP]

kiwibird,

We already answered why it didn't execute. It was cancelled. Please provide exact reproducible steps.

[kiwibird]

after this happened, see my 6:05 pm post.
i place this new order... it said processing but nothing happened.

[NinjaTrader_JoshP]

kiwibird,

Please don't overcomplicated the scenario. You stated you were able to find a base case that had issues. Anything you do afterwards will have unknown behavior as long as the initial issue is still present. We need steps for the reproducible scenario for the base case before we can address anything.