Unmanaged: Limit orders matching Bid or Ask, don't get filled and but get rejected

[starormoon]

Is the issue solved or any plan to implement this feature?

[NinjaTrader_Jim]

Hello starormoon,

Thanks for your first post!

Could you clarify further on how the order is getting submitted? There is going to be a difference between simulated historical fills that will use OHLC data, simulated realtime fills that will use bid/ask, and the actual market dynamics when the orders are handled by the exchange. Order fill simulations will not be different between using the Unmanaged Approach and the Managed Approach.

You can read more about the differences between these order fills and the discrepancies between historical and realtime data here - https://ninjatrader.com/support/help...ime_vs_bac.htm

I look forward to being of further assistance.

[starormoon]

Hi Jim,

Sorry for the later reply. I'm a consult for providing development of algorithms trading with Ninja Scripts. My client would like to submit the Limit Long Order which price is ABOVE the Bid price. This is just to control slippage. From the thread, I know Ninja doesn't support it yet although it's supported in the IB.
It's 2 years passed from then. Just want to know if you support it now or what's the plan to support it?

Thanks,
Jason

[NinjaTrader_Jim]

Hello Jason,

Thanks for the reply.

As long as you are submitting orders following IB's minimum price variation, you should not see rejections for a Buy Limit order submitted above the current bid price. The order should fill at market price once the exchange receives the order.

It is not currently supported to place limit orders above the current market price using the Sim101 account since the simulator follows FXCM logic. I have submitted a vote on your behalf for SFT-2710 to consider adding broker specific Sim101 behavior, noting your interest to simulate limit orders being placed to the other side of the market. We collect interest in votes before determining if a feature should be implemented. For that reason we cannot offer an ETA or promise of fulfillment, but your interest is tracked.

Please let me know if there is anything else I can do help.