I have a strategy which uses a Exit Order which is in the market while in historical state. I like to cancel this order during transition to realtime because in realtime I have some slight different criteria for the exit.
What I noticed now is:
- Trying to cancel the exit order during state.transition crashes NT8 because it does not have the reference to the order object any more
- geting the new object reference through GetRealtimeOrder in state.realtime and then canceling the order works fine
My question now is:
What is the sequence in which the states are gone through?
I would like to cancel my order before I get to state.realtime because I fear that it is send to the broker and causing fees.
Any help is appreciated.
Thanks,
Klaus
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