I am generating orders externally and passing it to NT via OIF files. I generate a lot of orders during fast moving markets, so I write out each order to a separate OIF file, i.e OIF00001.txt, OIF00002.txt, OIF00003.txt, ... and so on. I close the file as soon as I have written out the an OIF record.
My problem is that I am getting a lot of read/delete errors from NT regarding the OIF files. A few orders does get through.
The data below is from the log created during Simulated trading.
10/10/2007 10:59:24 AM|3|1|OIF read error 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00001.txt' Exception 'The process cannot access the file 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00001.txt' because it is being used by another process.'
10/10/2007 10:59:36 AM|3|1|OIF read error 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00002.txt' Exception 'The process cannot access the file 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00002.txt' because it is being used by another process.'
10/10/2007 10:59:36 AM|3|1|OIF delete error 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00002.txt' Exception 'The process cannot access the file 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00002.txt' because it is being used by another process.'
10/10/2007 10:59:52 AM|3|1|OIF read error 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00003.txt' Exception 'The process cannot access the file 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00003.txt' because it is being used by another process.'
10/10/2007 10:59:52 AM|3|1|OIF delete error 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00003.txt' Exception 'The process cannot access the file 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00003.txt' because it is being used by another process.'
10/10/2007 10:59:54 AM|3|1|OIF read error 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00004.txt' Exception 'The process cannot access the file 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00004.txt' because it is being used by another process.'
10/10/2007 10:59:54 AM|3|1|OIF delete error 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00004.txt' Exception 'The process cannot access the file 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00004.txt' because it is being used by another process.'
10/10/2007 10:59:59 AM|3|1|OIF read error 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00005.txt' Exception 'The process cannot access the file 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00005.txt' because it is being used by another process.'
10/10/2007 10:59:59 AM|3|1|OIF delete error 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00005.txt' Exception 'The process cannot access the file 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00005.txt' because it is being used by another process.'
10/10/2007 11:00:00 AM|3|1|OIF read error 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00006.txt' Exception 'The process cannot access the file 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00006.txt' because it is being used by another process.'
10/10/2007 11:00:00 AM|3|1|OIF delete error 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00006.txt' Exception 'The process cannot access the file 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00006.txt' because it is being used by another process.'
10/10/2007 11:00:05 AM|3|1|OIF read error 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00007.txt' Exception 'The process cannot access the file 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00007.txt' because it is being used by another process.'
10/10/2007 11:00:05 AM|3|1|OIF delete error 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00007.txt' Exception 'The process cannot access the file 'C:\Documents and Settings\Compaq_Owner\My Documents\NinjaTrader 6\incoming\OIF00007.txt' because it is being used by another process.'
It's not clear to me how NT's access to the OIF is triggered, but if it's at File Creation time, then that's a bit too soon, isn't it.
TIA
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