MIT orders on Simulator Account

[kevinenergy]

Is there any way to make the SIM account use client-side MIT orders that are Bright Yellow and triggered from Ninjatrader.

As things stand my Broker account uses bright-yellow client-side MIT orders and the SIM account uses the Dark Green Ones.

My addon isn't functioning correctly with the yellow ones, and I'm burning through real money trying to debug this right now.

[NinjaTrader_PatrickG]

A dark green order state color indicates an 'accepted' or 'working' MIT order indicating that it has been accepted by the exchange/your broker.

A yellow order state color indicates that the order is a 'simulated' order. In other words, it has not been submitted to/accepted by your broker.

More info about order states can be found here.

Only certain brokers support MIT orders natively. If a broker does not support MIT orders natively, NinjaTrader will manage the MIT locally (using a simulated order). It sounds like this is what you're experiencing.

There is not currently a way to submit MIT orders in a simulated order state when using the Sim101 account. I'll submit a feature request to the Development Team to allow for this. I'll edit this post when I receive a tracking number. EDIT - the tracking number is SFT-3348.

One work-around may be to use a NinjaTrader Continuum demo feed with a live license key entered. This would give you access to a 'paper' account which would behave like a live account. Since CQG servers do not currenly support MIT orders, MIT orders submitted to the paper account would appear in the yellow (simulated order) state you desire.

[kevinenergy]

OK thanks for the detailed response. Yes it would probably be a good feature request, since I don't know any brokers that support native MIT orders, it doesn't make much sense for the simulator to force the use of these by default.


I think the bug in my code is due to not checking for "TriggerPending". As far as I can see orders can be "accepted" "working" "triggerPending".

Is there any property on the Order type that I've missed that means "Waiting to be Filled" that will encompass all these possible states for various order types?

[NinjaTrader_PatrickG]

There are no additional order states. Here is a resource which lists all the order states that can be accessed via NinjaScript:

https://ninjatrader.com/support/helpGuides/nt8/en-us/?order.htm

[kevinenergy]

Thanks. By the way I believe my issue is caused by a bug in the platform.

When a client-side MIT (Bright Yellow) Order is filled, the

executionEventArgs.Execution.Order.OrderType is "Market" - not MIT.

[NinjaTrader_PatrickG]

This is expected. The underlying order type of an MIT order is a market order. What you're seeing indicates that the MIT is being manged locally by NinjaTrader, and when it sends the order it would send the market order.

Here is another NinjaScript resource on order types:

https://ninjatrader.com/support/helpGuides/nt8/en-us/?order_types.htm