Orders remain Initialized in Market Replay

[User13]

Not sure if this is the right subforum to post, but the problem is as follows.
I'm using an ATM strategy in Market Replay mode (on downloaded, not recorded replay data). Occasionally orders remain in Initialized state and I have to stop and reconnect Market Replay Connection to make orders work again, but then I loose all my trade history for the session.

[NinjaTrader_Jason]

Hello User13,

Can you please send me your log and trace files, so I can investigate. Go to Control Center-->Help-->Mail to Support. Put 'Att Jason, Orders remain Initialized in Market Replay' in the subject header and enable 'Log and trace files'.

[User13]

Done.

BTW these orders cannot be cancelled.

[NinjaTrader_Jason]

You can remove the orders by resetting the Replay101 account. Go to Control Center-->Tools-->Options-->Simulator-tab. Click Reset and select the Replay101 account. Click OK.

[User13]

But I guess this way I would also loose all the trade history for the session.
Anyway I tried it and it didn't work - got an error message "Please close any open order on the simulation account before resetting"

[NinjaTrader_Jason]

Can you please reset the database to remove the orders.

Please follow the instructions below to reset the NinjaTrader database.

- Disconnect NinjaTrader from any open connections via File > Disconnect
- From the NinjaTrader Control Center window select the menu Tools > Options
- Select the "Data" tab
- Press the "Reset DB" button
- Press the "OK" button

The following data will be removed:

1. Historical orders
2. Historical executions
3. Historical ATM strategy data
4. Saved Strategy Analyzer backtest results

The following data will be maintained:

1. ATM strategy templates
2. Historical chart data

[User13]

There's no need to reset the DB to remove these hanging orders - they are removed once I disconnect Market Replay.

[User13]

This does seem to be connected with ATM - once I deselect active ATM strategy associated with hanging order I can continue to submit orders, even with the same ATM template. ATM strategies associated with hanging order continue to remain in the ATM dropdown list (see attachment).

I've been using this ATM for weeks and only last couple of days I'm experiencing this problem. Haven't done any changes to the ATM or any other NT configuration.

[NinjaTrader_Jason]

I see two active ATM strategies for the same template (ESS) in your screenshot. Could it be the issue only occurs when two strategies of the same template are active?

ATM strategy templates are saved in the database. Can you please try a repair of the database instead of a reset of the database. You can find it at Control Center-->Tools-->Options-->Data-tab as well.

[User13]

More than one ATM remain active only when an order hangs and I select the template in order to be able to submit orders again. If I don't select the template, but remain on the active hung ATM, all subsequent orders will hang as well.

Could it be no realtime data was received at the times the orders were submitted? Orders usually get stuck in an Initialize status when no realtime data is received.
Please replay the market replay data at the same time and check if you can reproduce. Check if you receive realtime as well.
Do you notice any consistencies between the occurrences?

As I said the replay data is downloaded, not recorded, so there shouldn't be any gaps. I did try to replay the same day again and submitted an order in exactly the same time as one hung order, but this time it went Ok.

Haven't noticed any consistencies.

I ran a DB repair, will have to see if I get the problem again.