I am getting OnExecution events with both execution.Quantity = 0 and execution.Order.Filled = 0 for an entry order that has a quantity. Ninja pops an Assertion Failed message and the a print statement shows 0 for both.
I have checked the entry and it always has a quantity > 0 and I have even tried hard coding it to no avail.
Any suggestions?
Best Regards,
Scott
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