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Multi-Thread OnExecutionUpdate

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    Multi-Thread OnExecutionUpdate

    I use OnExecutionUpdate instead of OnOrderUpdate because it is supposed to be updated more frequently. But, after reading about the Multi-Thread issues I am wondering if I have to make any changes in the OnExecutionUpdate code block or directly use OnOrderUpdate .

    What would be your advice? What changes should I do to avoid errors?

    #2
    Hello guillembm,

    Thank you for your post.

    What errors are you running into specifically?

    OnExecutionUpdate() would not necessarily update more than OnOrderUpdate(). OnExecutionUpdate() will update when an execution of an order submitted by the strategy is executed. OnOrderUpdate() will update when an order is updated, which will likely occur more often than OnExecutionUpdate().

    Please visit the following links for more information on OnExecutionUpdate() and

    What logic are you processing in OnExecutionsUpdate() that generates these errors and please explain why you are placing it in OnExecutionUpdate()?

    I look forward to your response.
    Last edited by NinjaTrader_PatrickH; 02-05-2018, 10:38 AM.

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      #3
      I still haven't arrived at this point of the migration. I was reading about multi-threading in your help and, honestly, I was a little bit scared about it.

      I use to plan before programming to avoid errors. I use OnExecutionUpdate because I deal with partial fills. When I started developing for NT7 I read in a post that OnExecutionUpdate was more accurate and updated more frequently the order status

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