"Rejected: There is no market data to drive the simulation engine."
This is for orders sent using the NtDirect functions. My NTCommand funtion is below:
DefineDLLFunc: "NtDirect.dll", int, "Connected", int; DefineDLLFunc: "NtDirect.dll", int, "Command", lpstr, lpstr, lpstr, lpstr, int, lpstr, double, double, lpstr, lpstr, lpstr, lpstr, lpstr; inputs: Cmd(string), Account(string), Action(string), Quantity(numericsimple), OrderType(string), LimitPrice(numericsimple), StopPrice(numericsimple), TimeInForce(string), Oco(string), OrderId(string), Template(string), Strategy(string); var: GSN(getsymbolname); if instr(GSN,"ES") = 2 then GSN = "@ES" else GSN = "XXXXX"; if Connected(0) = 0 and getappinfo(airealtimecalc) = 1 then NTCommand = Command(Cmd, Account, GSN, Action, Quantity, OrderType, LimitPrice, StopPrice, TimeInForce, Oco, OrderId, Template, Strategy);
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