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Auto order cancellation with missing bars

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    Auto order cancellation with missing bars

    Hi,
    A couple of questions regarding empty bars:
    • Will OnOrderUpdate() still be called for this time bar? (I'm guessing not)
    • Say I'm working with 1-min bars. When will an order be cancelled in the managed approach? 1 minute after placing, or when a real bar arrives?


    Thanks,
    Boaz

    #2
    Hi Boaz, the OnBarUpdate() would not be connected to the OnOrderUpdate().

    NT is event driven, so if there's no tick to close / open a new bar then the order would persist until you get a new bar update.
    BertrandNinjaTrader Customer Service

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