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Pending orders in Sim with External Feed

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    Pending orders in Sim with External Feed

    Hello,

    I'm currently testing my strategy on the simulator using an external data feed.
    When I open up the chart (it uses historical data) and load up the strategy, all historical orders are shown. However, as soon as the feed starts sending in new data, all newly submitted orders are stuck in a pending state. The graph is updating correctly with the data feed but none of the new orders show up on the chart.

    Is this expected behavior of the simulator / external feed? Maybe I'm missing something.

    Any help would be greatly appreciated, as always.

    Thanks

    EDIT: The order state is actually stuck in Working. The order state is going from PendingSubmit, to Accepted, to Working, but never gets filled when new data arrives.
    Last edited by silacitrader; 01-15-2014, 06:16 AM.

    #2
    Hello Silacitrader,

    Thank you for your post.

    If you are connected to the external data feed, who is the outside source of data coming from?

    In the Orders Tab of the Control Center, when you load an instrument do you see Bid and Ask data coming in, in the top right corner?

    Additionally, what instruments are you placing orders on?
    Cal H.NinjaTrader Customer Service

    Comment


      #3
      Hi Cal,

      The external data feed comprises a simple data file and a custom C# application that is reading this file and feeding the data through the DLL function LastPLayback.
      Since I'm only interested in daily data, I'm sending four consecutive streams of data on each day, to construct the OHLC.
      The reason I'm doing all this is because there's no existing broker that provides data from the Dubai exchange. So what I tried to do is create a custom instrument that I'm feeding externally.

      On the orders tab I don't see any Bid or Ask data, only the Last is updating since I'm only sending data using LastPlayback. Maybe I also need to send Bid and Ask data for the order to get filled?

      As for the orders, I'm placing them on that same instrument I created earlier for simulation purposes.

      Just let me note that everything is working correctly in Historical mode. When I open up the chart of that instrument, it loads all existing data I had added through the Historical Data Manager. Then when I attach my strategy to that chart, all orders previously generated by the strategy are successfully displayed on the chart. I start sending in new data through LastPlayback, the chart updates correctly and displays the new bars but none of the newly generated orders gets filled.

      Thanks for taking the time to help.

      Comment


        #4
        Hello Silacitrader,

        Correct, you will need to have Bid and Ask data as well to be able to get orders to filled.
        Cal H.NinjaTrader Customer Service

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          #5
          That solved it, thanks Cal

          Comment


            #6
            Hello,

            I have setup TradeStation external data feed in NT, works, but still Forex orders do not get filled, only historically. I am pretty sure that TS provides Bid/Ask. How should I enforce the transmission of Bid/Ask to NT? Is this automated?

            Thank you!

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              #7
              Hello jim_feyn,

              Are you using the DLL interface or the Email interface for orders?
              Cal H.NinjaTrader Customer Service

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                #8
                I use the ELD file from Ninja which I have imported to Tradestation in the appropriate instrument charts. I get reliable data in realtime in 1 Min basis from TS to Ninja charts but my orders do not fill themselves.

                Comment


                  #9
                  Hello Jim,

                  Do you see the orders being submitted in the log tab?

                  How are you sending the orders from TS to NinjaTrader?
                  Cal H.NinjaTrader Customer Service

                  Comment


                    #10
                    Hello! I just use TS as data feed instead of Kinetick some times.

                    All orders are generated in NT.

                    Comment


                      #11
                      Jim,

                      Are you getting a rejected message or are they just saying as Initialized or pending submit?
                      Cal H.NinjaTrader Customer Service

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