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NT not in sync with TT FIX

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    NT not in sync with TT FIX

    I sent a limit order using the dynamic DOM to sell one GCJ2 via TT FIX. I clicked on the red X to cancel the order and received a pop-up message stating that the order was rejected because it was too late to cancel (as it was already filled). I checked the log and saw that the order had been filled at precisely the same second as I clicked on the X. When I went to cover the short, the exact same thing happened: I clicked the red X to cancel and got the pop-up message telling me that it was too late to cancel. I checked the log and saw that I was filled at precisely the same second that I clicked on the X.

    Here's the issue: the market was nowhere near my fill price at that particular moment, so clearly this fill report was somehow forced to update only when I went to cancel the order(s). Today is the first time I've seen this behavior. Any ideas?

    Thanks,
    p

    #2
    Hello,

    I would suspect that you are using an older version of the TT FIX adapter which was recently updated in NT V7.0.1000.8:

    http://www.ninjatrader.com/support/h...ease_notes.htm
    Updated
    4577
    TT adapter
    Support FIX Adapter 7.71
    Please ensure you are on the latest version of NT V7.0.1000.9 to ensure you are using a compatible version with your TT based broker and you should not see this behavior.
    MatthewNinjaTrader Product Management

    Comment


      #3
      I was on version 7.0.1000.7, but I've now updated to .9 (the most recent). It's strange that I haven't seen this issue up until today, even though version .8 (with the TT update) came out months ago. I'll give the updated version a try either this evening or tomorrow.

      Thanks,
      p

      Comment


        #4
        Just to close this item in case it helps someone else, upgrading to the most recent NT fixed this issue.

        p

        Comment


          #5
          p_trader,

          Glad to hear that was it. Thanks for letting us know.
          MatthewNinjaTrader Product Management

          Comment


            #6
            Market order fill 1 tick higher or lower

            Hi All,

            I'm a new user. I notice market order always fill at 1 tick higher for buy and 1 tick lower for sell. Is this how NT suppose to work or I'm doing something not right.

            Kindly advise. Thanks
            Boonie

            Comment


              #7
              Hello,

              Are you doing live or simulation orders?

              NinjaTrader has no control over how orders are filled in your live account. If you have questions regarding a fill in your live account, you will want to contact your broker for clarification.

              With that said, NinjaTrader does control fills in the simulated account. The NinjaTrader simulation engine is designed to operate as realistically as possible, but you can decrease this type of slippage by enforcing immediate fills in the account. Please take the following steps:
              • From the Control Center, click Tools > Options to open the options menu.
              • In the Options menu, navigate to the Simulator tab.
              • In the simulator tab of the options menu, check the box labeled 'Enforce Immediate Fills'.
              • Click OK to exit the options menu for the change to be applied.
              MatthewNinjaTrader Product Management

              Comment

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