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Order reconciliation on startup

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    Order reconciliation on startup

    I have a complex strategy dealing with a lot of instruments (futures + option grid).
    On startup, the strategy sends orders, and if stopped, orders stay alive.

    If then my strategy stops, orders stay working.
    If the strategy restarts, I would like the strategy to retrieve its orders (some logic on my side is necessary) but I cant find in the api a way to retrieve the working order references, some kind of
    Code:
    IOrder[] GetWorkingOrders()
    ...

    Thanks for your help

    #2
    I don't think such an API exists in NT7.

    NT7 has a funky method to sync the strategy position with the account position, and this concept
    has been revamped somewhat in NT8.

    My point is:
    Unless you are married to NT7, you might study the updates to this area provided by NT8.

    Comment


      #3
      Hello carmiFR,

      While this would not be documented or supported by NinjaTrader Support, it is possible to loop through the orders of an account.

      Below are links to forum threads that will be helpful.
      http://www.ninjatrader.com/support/f...2&postcount=33
      http://ninjatrader.com/support/forum...967#post470967
      http://ninjatrader.com/support/forum...589#post411589


      Also, I wanted to double check, are you asking about NinjaScript or are you asking about the API?
      The API (Application Programming Interface) is used for external programs accessing NinjaTrader.
      NinjaScripts, however, are compiled within and run internally in NinjaTrader and do not use the API.
      Below is a link to a forum post on the API.
      https://ninjatrader.com/support/foru...442#post514442
      Chelsea B.NinjaTrader Customer Service

      Comment

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