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NT8-TDA orders submitted never get an updated status

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    #46
    Just wanted to update everyone. Trading is fine, excluding the mornings.

    bertochi Do you have any success with OCO orders with TDA? I've tried a ton of different code options, but I haven't had any success. Target and stop orders cancel each other out, leaving only one or the other. The last order issued is the only one that sticks. Thanks for any feedback or ideas.

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      #47
      Hello @MarketMaker, same experience here. First 2 hours of the day the API simply does not work, as described on earlier posts. Orders do not get their status updated once filled. I have not tried my luck with OCO orders. There is the other issue as well that even when orders are updated mostly in the afternoon hours, some positions are not getting updated and end up out of sync. Somehow the method "onposition update" that should be triggered after "Onexecution update" is not being executed, hence positions not getting updated.

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        #48
        MarketMaker , I believe I may know what is occurring with your OCO orders. Here are some current expectations/limitations with OCO through TDA API:
        • When submitting orders within an OCO group, the orders must be submitted to TDA as a pair
          • This means you cannot submit a single OCO-tied stop or target, you always must submit both (stop + target) together or the TDA adapter will not send them to TDA
          • The adapter has internal logic to wait for the other order submission before sending
        • After submission, those orders will no longer be modifiable and no new orders using that OCO will be allowed
        • To make a change to an OCO grouped order it must be cancelled and resubmitted
        • ATM functionality which would modify submitted stops and targets on TD Ameritrade accounts are therefore not supported.
        This is mentioned in the disclaimer which appears in the connection guide and as a pop up when you configure the connection:
        bertochi , please send me your log and trace files so that I may look into what occurred.
        • You can do this by going to the Control Center-> Help-> Email Support
        • Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.
        • Please reference the following ticket number in the body of the email: 2463730 ATTN PatrickG
        Patrick G.NinjaTrader Customer Service

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          #49
          NinjaTrader_PatrickG , Do you have an update on the new TDA API? Can you give us an estimated release date? Do you you have a better understanding of why NT and TDA does not work in the AM? Today, it didn't start working until 12:30pm EST.

          Thanks for your response.

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            #50
            @MarketMaker Same here.

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              #51
              I was not actively testing TD Ameritrade this morning, however, we do not have any reports of this behavior from other users today other than the two in this thread.

              I cannot provide any update or ETA on the upcoming new TD Ameritrade API. The Development Team is actively working on improving the adapter and it will be released publicly once it has been thoroughly tested internally.
              Patrick G.NinjaTrader Customer Service

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                #52
                Dear Patrick,

                If you do not mind me asking, I recall from your colleagues that you do not have a live account at TDA, so I could not imagine how could you possibly actively test the connection. I ask this with my deepest respect but there is no way you can test or replicate any behaviour without a live account at TDA. And if you do indeed have a live account at TDA, well, this thread is quite old now, and you could simply try send a market order within the first 30 minutes of the trading day using any strategy and you will see that you never get the "filled" status although the order has already been filled. In regards to other reports from users, I doubt there are many users using this combo NT-TDA. WIsh this API could get fixed once and for ever.
                Thanks once again.

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                  #53
                  That information is incorrect. We have a live TD Ameritrade account from which we can test behavior on our end.
                  Patrick G.NinjaTrader Customer Service

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                    #54
                    Thanks for your quick reply Patrick. It is good to know you have a live connection. I did mention that because one of your colleagues even suggested using my live account to test another issue, and this was in written on another thread post on this forum.
                    Kind regards

                    Comment


                      #55
                      We tested the TD Ameritrade adapter that you're using for approximately the first hour of RTH today:
                      • Entering, modifying orders all worked as expected
                      • Fills worked as expected
                      • No disconnections
                      Did you experience any symptoms this morning?
                      Patrick G.NinjaTrader Customer Service

                      Comment


                        #56
                        Dear Patrick,

                        Same behaviour of previous days here. During first 1 to 2 hours, orders do not get a filled status. Today, the issue went away by 10:30hs Eastern, so only happened during the first hour. I have a workaround, as explained earlier on this thread, and if any order is not filled within 3 minutes, NT is restarted, but you should be aware of this and that is why I created the thread post in the first place.

                        Thank you

                        Comment


                          #57
                          Since we're unable to reproduce on our end, this points towards an isolated connectivity issue that may be causing the symptom on your end. Again, a new API is in development which may inadvertently resolve this symptom for you, however, we've now proven that the symptom is not universal to all TD Ameritrade users connecting with NinjaTrader and placing trades in the first part of an RTH session.
                          Patrick G.NinjaTrader Customer Service

                          Comment


                            #58
                            Dear Patrick,
                            - "this points towards an isolated connectivity issue that may be causing the symptom on your end". It might be that I have an issue during the first hour of the trading day, every single day, but I doubt it.
                            - "we've now proven that the symptom is not universal to all TD Ameritrade users connecting with NinjaTrader and placing trades in the first part of an RTH session". I am happy to hear that.

                            Thank you.

                            Comment


                              #59
                              Originally posted by NinjaTrader_PatrickG View Post
                              Since we're unable to reproduce on our end, this points towards an isolated connectivity issue that may be causing the symptom on your end. Again, a new API is in development which may inadvertently resolve this symptom for you, however, we've now proven that the symptom is not universal to all TD Ameritrade users connecting with NinjaTrader and placing trades in the first part of an RTH session.
                              I had the same issues reported by @MarketMaker and @bertochi every trading day including yesterday and today. The worse hours are the first half of the regular trading hours and it works better (not perfectly) on the second half. The issue is persistent as hell and MUST be taken seriously, please.

                              Comment


                                #60
                                loremont , my intention was not to imply NinjaTrader is not researching these symptoms. I was simply pointing out that NinjaTrader has as of yet been unable to reproduce these symptoms at the same time as a few TD Ameritrade users. There must be an unknown variable or some uniqueness on your end that is contributing to the symptom.

                                If you have any suggestions as to additional steps that haven't been suggested here that we should take to attempt to reproduce this symptom on our end, please provide those steps in as much detail as possible.
                                Patrick G.NinjaTrader Customer Service

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