External Data Feed - Fill Order

[vides2012]

Dear NinjaTrader support,

I use the external data feed connection to feed tick data into NinjaTrader. However my orders do not get filled. How could I fill an order( using the DLL interface, or via other way) programatically? The application does not show the order on a chart until it gets filled.

Please help me solve this problem!

[NinjaTrader_JoshP]

You can only submit orders through the interfaces. There is no way you can say, "fill this order now". Any active orders that were successfully received will show in the Control Center orders tab. You should be able to see it there. For the interfaces, be sure you have ATI turned on in the File menu.

[vides2012]

Thanks for the reply, though it is still unclear a bit. When my strategies generate an order while receiving real-time tick data from the "external data feed" connection, these orders get into the state "Working". How do I achieve to get them filled, or how does the application determine their state?If there's no way to make them filled, why don't they get filled in the next tick by default? I have a lot of Working orders on the orders tab, and on a chart I cannot follow the executions of a real-time strategy, because only "Filled" orders are shown.

[NinjaTrader_JoshP]

Working orders mean they are "working". To get them filled is based on whether or not the data will match your orders. Working generally means you are using limit orders. If you want them to be filled as early as possible you should use market orders.

[vides2012]

I am using the Enterlong()/EnterShort()/ExitLong()/ExitShort() functions, and AFAIK they are market orders.

[NinjaTrader_JoshP]

When you feed data into NT are you sure you are also feeding bid/ask information in instead of just last prices?

[vides2012]

No, because only last prices are available. If that can cause the problem, I'll feed the same price for ask,bid, and last. Thank you!

[NinjaTrader_Ben]

Hello,

Let us know if you have any questions.