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OnExecutionUpdate call multiple times for single contract

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    OnExecutionUpdate call multiple times for single contract

    Hi,

    On occasion NT8 is now calling OnExecutionUpdate multiple times for an order that for one contract. I'm sure this never used to be the case. I am using NT 8.0.6.1

    I understand and have programmed accordingly with OnExecutionUpdate being called multiple time for partial fills. But how do you get partial fills on an order with a quantity of 1.

    My question is this: should OnExecutionUpdate be called twice for an order with a single contract or is the behaviour incorrect?

    Thanks in advance

    #2
    Hello AusTrader,

    It would not be expected for OnExecutionUpdate to be called twice with only a unit of 1 being executed.

    What type of order are you submitting as part of your strategy? (Limit, Market, Etc).

    What instrument are you trading?

    I was able to test with the following script and only saw one print to the output window.
    Code:
    	protected override void OnExecutionUpdate(Cbi.Execution execution, string executionId, double price, int quantity, 
    			Cbi.MarketPosition marketPosition, string orderId, DateTime time)
    		{
    			Print("OBE is being called"+Time[0].ToString());
    			
    		}
    
    		protected override void OnBarUpdate()
    		{
    			if(State ==State.Historical) return;
    			EnterLong();
    		}
    Could you provide a code sample which replicates the behavior please?
    Alan P.NinjaTrader Customer Service

    Comment


      #3
      Hi,
      I'm currently working on a simple strategy that reproduces the problem. I will post here when I have one.

      Thanks

      Comment

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