Unable to cancel order: Internal error, reference to IB order is missing

[adamus]

Received this error this morning as my strategy tried to cancel the unexecuted exit order.

24/03/2011 07:16:34 Order IB, Unable to cancel order: Internal error, reference to IB order is missing affected Order: BuyToCover 60000 Stop @ 1.39775
24/03/2011 07:16:34 Strategy Strategy 'Rossini004/24fa333a882c4d69952818d34ff7b499' submitted an order that generated the following error 'OrderRejected'. Strategy has sent cancel requests, attempted to close the position and terminated itself.

What does it mean?

My strategies are set to recalculate on reconnection, if that has anything to do with it. I included a shot of my settings dialog. Any other info you require?

I'm on build 64-bit 7.0.1000.1

Logs and traces attached.

[NinjaTrader_Bertrand]

Thanks for the files adamus, we will take a look into - what TWS are you using with the R1 of NT7 here?

[adamus]

Build 912.8, Dec 13, 2010 3:59:34 PM

Java Version: 1.6.0_21

OS: Windows 7 (amd64, 6.1)

I don't know why TWS thinks my machine is a amd64 - is that referring to an AMD CPU? It's an Intel Core duo.

[NinjaTrader_Bertrand]

Thanks adamus, I would not know about the AMD reference, but seeing the same here on my Win7 Intel system used - the supported TWS version would be the 911.3 - http://www.ninjatrader.com/Connectio...tion-Guide.php

Would you mind uploading your March 21st trace file, as this was the last day we see the order in question being worked with before your issues.

Thanks,

[adamus]

The Mar 21 trace file was really big and pushed the zip file over the 1MB limit, that's why I didn't upload it.

Here it is.

[NinjaTrader_Bertrand]

Thanks adamus, we'll look into.

[NinjaTrader_Bertrand]

adamus, this error would generally be seen if the reference between the NT internal order object and the IB order is lost. Were any external (TWS) submitted orders coming into play here?

I would also ensure to work from TWS version 911.3 here in the future.

[adamus]

Hi Bertrand,

I never submit orders via IB TWS direct. What else could cause NT7 to lose the reference to the IB order?

Could the TWS version 911.3 <> 912.8 really cause that? When I upgraded, there were two recommended TWS versions so I took the latest one. I'm going to upgrade to 7.0.1000.x soon anyway, are you sure I have to do this? I don't remember anything remotely relevant in the TWS changes report.

[NinjaTrader_Bertrand]

This would be unfortunately the only scenario we could envision here for your case for now as we do not see a PendingSubmit state for it in your files submitted, which could indicate a TWS / externally submitted order - to analyze further we would need a reproducible scenario though.

With all the fixes introduced we normally always recommend working with the latest supported release version, which would currently be the NT7 R4, in combination to that you would use the TWS 911.3