Orders may not be cancelled while the market is closed ExchangeRejectCode = 1003

[Gerik]

Hello,

I received with a strategy an error message "Orders may not be cancelled while the market is closed ExchangeRejectCode = 1003".

Is there a workaround how to avoid that this error message appears?

I already set RealtimeErrorHandling = RealtimeErrorHandling.IgnoreAllErrors in state.SetDefaults.

Kind regards
Gerik

[NinjaTrader_ChelseaB]

Hello Gerik,

To avoid the message the order cancellations cannot be sent while the market is closed, do not allow the strategy to be enabled while the market is closed.

Are you sending the cancellation yourself, or is the order cancellation automatic?

Are you trying to start a strategy outside of market hours when it has been previously enabled and previously placed orders? (The orders have to match exactly with immediately submit or they are automatically cancelled)

[Gerik]

Hello Chelsea,

yes I was trying to start a strategy outside of market hours. This was due to a shortage of the internet connection.

How can I avoid that this error occurs? Is there any workaround?

Gerik

[NinjaTrader_ChelseaB]

Hello Gerik,

There would not be a work around for a NinjaScript Strategy.

The strategy should be enabled after the session is started when using immediately submit, as any synchronization orders will be submitted immediately and any cancellation and re-submissions of unmatched working orders will also be submitted immediately.

There is a feature request, tracked with ID# SFT-4389, for the development team to consider only allowing a strategy to submit synchronization orders after a trading session has started. I will add your vote to this request.

Please note, we receive many requests and cannot reasonably implement all requested features or changes. Interest is tracked internally and if enough interest is tracked, it would be weighed against how feasible it would be to make those changes to consider implementing, so we cannot offer an ETA or promise of fulfillment.

When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number may be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.


If the strategy resumes the orders and position perfectly, the working orders will not need to be cancelled and resubmitted.
1-tick intra-bar granularity can help with this.

https://ninjatrader.com/support/forum/forum/historical-beta-archive/version-8-beta/87750-load-cumulative-profit?p=783182#post783182

[Gerik]

Thank you Chelsea to add my vote to the feature request ID# SFT-4389. Can you please indicate how many votes there are already and what is the calculated weighted priority?

[NinjaTrader_ChelseaB]

Hello Gerik,

Unfortunately, we cannot provide the number of votes, priority, or an ETA, or promise of fulfillment