MBTrading, Cancelled Orders, and Me

[bigfatdrunk]

Howdy, y'all,

Over the past couple of weeks, I started experiencing a large percentage of cancelled orders using NT to connect to MBTrading. The connection sequence is connecting to IQFeed, then MBTrading. I've noticed major discrepancies in my strategies between using the different feeds (more longs with IQFeed, more shorts with MBTrading as the primary feed, and the trades never, ever are the same).

I've contacted both NT and MBT to try to figure out the problem, and they point fingers at each other, so that hasn't helped too much. In addition, I'm seeing error messages on in the trace file from IQFeed, which isn't helping matters.

So, I have a question not for NT support as much as for those using MBT for trades. What kind of TIF settings are you using? As an aside, I've noticed that MBTNavigator does NOT save its settings from one session to the next once disconnected.

So far, I've had the most success using "Day" orders (not GTC) on both NT and MBT and "Limit" on MBTNavigator (MBTN). The orders I'm sending via NT are straight market orders, no limits, but setting this to "Market" on MBTN just flat-out cancelled orders.

First question: Is anybody else experiencing similar problems?

Secondly, what settings are you using in both NT and MBTN in order to avoid cancelled trades? I'm doing equities, only, via an automated script.

I'd asked raintree about his/her problem here: http://www.ninjatrader.com/support/f...t=39168&page=2, but mine seems a bit different.

[NinjaTrader_Bertrand]

bigfatdrunk, thanks for the post - would you mind PM'ing me the ticket # under which you request help on those issues previously? Were log / trace files sent to us so I take a view at them as well? For the MBT connection please also take into consideration this important limitation stated in the disclaimer of the account connection wizard:

MB Trading position events are generated before orders are executed. Since NinjaTrader relies on execution events to come prior to position events, you will experience limitations with tracking positions from the Strategies tab of the Control Center and trying to rely on the standard sequence of events (order execution before position) in NinjaScript.

[bigfatdrunk]

Thanks for your reply, Bertrand.

Otherwise, I know that people are using this similar set up successfully, so if it's something I'm doing wrong on my end, I'd like to fix that. Using the settings as above, I've had no cancellations over the past two days, but I also know I HAVE had cancellations with these settings.

[NinjaTrader_Bertrand]

Thanks for your PM, I've just replied to it.