NT 6.5 --> MBT --> Collective2 erroneous orders

[DTRADE88]

Hello,

I'm using TradeStation --> NT 6.5 --> MB Trading setup. Use e-mail interface to send signals from TradeStation to NT. Multi-broker license. Use NT to submit orders to Collective2. Encountered a situation last night where NT erroneously re-submitted a previous order to Collective2 resulting in a loss to my C2 account. The original order was executed around 1530 EST and sent to Collective2 without any problems. Position was closed around 1600 EST and I disconnected NT around 1615 EST and subsequently re-connected NT to my MBT account around 2000 EST. At 2033 EST, NT announced "Connection Lost". In about 30 seconds, connection to MBT was restored. On re-connect, NT announced "order filled" several times although no new orders were submitted and the only order being shown was the original order from 1530 EST. I checked my MBT account and confirmed that no new orders have been submitted despite NT's announcement. However, NT apparently re-submitted the original order to Collective2. I'm not sure what caused NT to lose connection in the first place, but there's something about the SEQUENCE in which the connection to MBT was restored that caused NT to think that new orders were hitting my MBT account - in turn causing NT to relay them to Collective2.

I've been using NT to submit orders to Collective2 for about 5 months now. This is the 2nd time that I encountered a situation where NT re-submits a previously executed order to Collective2 on re-connect to MBT after losing connection. I sent trace/log files to NT support - but they have no clue what caused this or how to fix this. Has any other NT user encountered a similar situation? Needless to say, if anyone from NT is reading this and has ideas on how to fix this, please let me know. Thanks.

[NinjaTrader_Brett]

Hello,

The orders that are resubmitted to collective 2? Are they currently active orders / open positions with MBT at the time?

[DTRADE88]

Hello,

The orders that are resubmitted to collective 2? Are they currently active orders / open positions with MBT at the time?

The order that was re-submitted to Collective2 was for a CLOSED long position and hence contained 1 buy leg and 1 sell leg.

Also, if it helps, I'm using "Submit market order on TS fill" option for order handling to keep things as simple as possible - so no unexecuted orders reside on MBT servers.

[NinjaTrader_Brett]

Hello,

I'd be interested in taking a look at the log for this new case and review it to make sure nothing was missed. If you would please send the below files to support at ninjatrader dot com and reference this forum post and put ATTN: Brett in the subject line.

You can find these files at the following locations, please attach these to a return email.
Start Menu--> My Documents--> NinjaTrader 6.5--> Trace--> trace.20100923 for today. (trace.yyyymmdd for any other date)
Start Menu--> My Documents--> NinjaTrader 6.5--> Log--> log.20100923 for today. (log.yyyymmdd for any other date)

Please also let me know the exact or about exact time the orders where submitted to collective 2.

Thank You.

[DTRADE88]

Hello,

I'd be interested in taking a look at the log for this new case and review it to make sure nothing was missed. If you would please send the below files to support at ninjatrader dot com and reference this forum post and put ATTN: Brett in the subject line.

You can find these files at the following locations, please attach these to a return email.
Start Menu--> My Documents--> NinjaTrader 6.5--> Trace--> trace.20100923 for today. (trace.yyyymmdd for any other date)
Start Menu--> My Documents--> NinjaTrader 6.5--> Log--> log.20100923 for today. (log.yyyymmdd for any other date)

Please also let me know the exact or about exact time the orders where submitted to collective 2.

Thank You.

Brett,

Appreciate you looking into this. Just re-sent the log/trace files. The erroneous trade took place on 9/22/2010 8:44:37 PM. The original trade (that was erroneously re-submitted to C2) took place on 9/22/2010 3:34:01 PM.

[DTRADE88]

For all NT users reading this post:

NT diagnosis: corrupted NT database.
NT solution: rename existing NT database (My Documents--> NinjaTrader 6.5--> DB--> NinjaTrader.MDB) to NewNinjaTrader.MDB and restart.