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NinjaTrader
Exchange stop trades
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There is no data sent by the exchange that specifically identifies an up/down limit or trading halt event, so there is no way to uniquely identify then take action. For example, a trading halt due to down limit 'looks' no different from a raw data perspective than when most US futures stop trading for an hour during the afternoon break between sessions.
For more information on how/why this occurs, visit these links:Additional reading directly from the exchanges here:With that said, through custom NinjaScript programming, you could detect a lack of data and then take an action. If you'd like more information about how to program this yourself, please create a thread in the NinjaScript sub-forums or write into PlatformSupport[AT]NinjaTrader[DOT]com.
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