ZenFire Issue with Orders Above/Below Market

[aslane]

Today I have been getting orders rejected fairly regularily. When the orders are submitted to ZenFire via ATI, NT pops up (and logs) a msg that says "Sell stop or sell stop limit orders can't be placed above the market." (same for buys).

When I get this msg, and look at the charts (both TS and NT) the order was submitted below the market, and the market has not reached that level yet (placed a few ticks below previous bar and it has not traded there yet). These orders were working just fine last week and the ATI strategy has nt changed.

This is with the latest version of 6.5.

Is this a ZenFire or NT issue?

[NinjaTrader_Ray]

For clarification -

This is not a NinjaScript strategy but orders are placed how?

- DLL?
- TradeStation Email interface?
- COM?

Any of the above and it would a broker native error message.

[NinjaTrader_Ray]

Actually, this is a NT message since this is coming from our real-time simulation engine.

[aslane]

Orders are placed via ATI (not email) from TS to NT. The orders use ATM strategies.

[NinjaTrader_Ray]

This message pops up when the stop price of the order is > the last price.

[aslane]

Yes it is in in sim account at the moment, as I was trying to debug my network connectivity (which I got working today).

[aslane]

That is the issue, the price submitted is not above the market.

I just had 7 sell orders fail in a row. I checked them all as they happened and they seemed to be valid. I have seen this msg trigger occationally in a fast market and understand why it can happen, but today it seems to be happening all the time (and it is not that fast).

[NinjaTrader_Ray]

If that is the case then it should be reproducible.

Please open a DOM and place a sell stop order below the market and see if it gets rejected.

[aslane]

I just placed sell stop, stop limit, and limit orders below the market and they all placed and filled correctly. I then tried to place the order above the market and got the same msg as you would expect.

[NinjaTrader_Ray]

Great. Then I would suggest that the orders placed through the ATI at the time they were placed were really valid rejections.

[aslane]

Ok, I just had a buy order rejected that was placed a full point above the market.

[NinjaTrader_Ray]

At the time the stop order hit the simulation engine the last price must have been above the stop price.

[aslane]

Ok, just for fun, I switched machines that NT was running on, so it was the local machine running along with TS. I also reboted that machine. It is still doing the same thing.

The price from TS order matches the price in popup msg and matches the price in the orders window, so I think the orders are getting to NT fine. The price is well outside of the current market in the correct direction (price at one extreme of current bar, order placed at other end of the bar plus a few ticks, and I have watched the DOM while orders are submitted).

Any more ideas?

[NinjaTrader_Ray]

Unfortunately not.

I will leave this issue as an open case in the event that someone else reports this.

[unkelmark]

zenfire

I use zenfire for futures data feed and today the price was 2 full points different than what my broker OpenEcry quotes.

Never saw this happen before so please let me know if you feel its a ninjatrader issue, i'm on the latest version of NT (not beta)