Hi,
Thought I'd post this here if anyone has a remote clue what might be causing the following: I have a strategy that has proven to work correctly and accurately. I've run the strategy for several weeks now, using IQ Feed data and sending orders to both IB and Mirus. And, I've verified twice that IQ Feed and IB have real time data subscriptions for Brent Crude.
So, here's the issue: Ninja is submitting the orders roughly 10 minutes late. Only on BRN. The strategy submits limit orders, and even though the order is submitted more than a bar after the signal bar closes (which is weird in and of itself) the limit price is correct. So is the order signal name assigned to it.
Let me give you specific example: bar closes with time stamp of 2:13:50 and conditions are true such that an order called myOrder is placed at a limit to buy of 93.17, 3 ticks below close of this bar.
What happens, as shown in the log, is that the order is submitted, at this price with this name, but at 2:23:31. And this is more than one bar later, and of course Ninja cancels orders at end of bar.
NOthing else appears out of the norm in the logs. It seems like only on BRN, an incorrect clock is being read.
Thought I'd post this here if anyone has a remote clue what might be causing the following: I have a strategy that has proven to work correctly and accurately. I've run the strategy for several weeks now, using IQ Feed data and sending orders to both IB and Mirus. And, I've verified twice that IQ Feed and IB have real time data subscriptions for Brent Crude.
So, here's the issue: Ninja is submitting the orders roughly 10 minutes late. Only on BRN. The strategy submits limit orders, and even though the order is submitted more than a bar after the signal bar closes (which is weird in and of itself) the limit price is correct. So is the order signal name assigned to it.
Let me give you specific example: bar closes with time stamp of 2:13:50 and conditions are true such that an order called myOrder is placed at a limit to buy of 93.17, 3 ticks below close of this bar.
What happens, as shown in the log, is that the order is submitted, at this price with this name, but at 2:23:31. And this is more than one bar later, and of course Ninja cancels orders at end of bar.
NOthing else appears out of the norm in the logs. It seems like only on BRN, an incorrect clock is being read.
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