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Warning: Your order was repriced so as not to cross a related resting order'

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    Warning: Your order was repriced so as not to cross a related resting order'

    Hi,
    I have found not much about the issue I have experienced (in title). Hoping to get some directions from you. about it.
    I see the following sequence of events in log:
    Time Category Message
    2019.06.28 9:43 Default NinjaScript strategy 'ESdtrTick/169810535' submitting order
    Time Category Message
    2019.06.28 9:43 Order Order='85a0f049c9904d779b99a4a79bda698f/' Name='Buy' New state='Submitted' Instrument='MES 09-19' Action='Buy' Limit price=0 Stop price=0 Quantity=5 Type='Market' Time in force=DAY Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
    Time Category Message
    2019.06.28 9:43 Order Order='778754177/' Name='Buy' New state='Accepted' Instrument='MES 09-19' Action='Buy' Limit price=0 Stop price=0 Quantity=5 Type='Market' Time in force=DAY Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
    Time Category Message
    2019.06.28 9:43 Order Order='778754177/' Name='Buy' New state='Working' Instrument='MES 09-19' Action='Buy' Limit price=0 Stop price=0 Quantity=5 Type='Market' Time in force=DAY Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
    Time Category Message
    2019.06.28 9:43 Order Order='778754177/' Name='Buy' New state='Rejected' Instrument='MES 09-19' Action='Buy' Limit price=0 Stop price=0 Quantity=5 Type='Market' Time in force=DAY Oco='' Filled=0 Fill price=0 Error='Order rejected' Native error='Order Message: BUY 5 MES SEP'19 Warning: Your order was repriced so as not to cross a related resting order'
    Time Category Message
    2019.06.28 9:43 Default Strategy 'ESdtrTick/169810535' submitted an order that generated the following error 'Order rejected'. Strategy has sent cancel requests, attempted to close the position and terminated itself.
    Time Category Message
    2019.06.28 9:43 Order , Order Message: BUY 5 MES SEP'19 Warning: Your order was repriced so as not to cross a related resting order affected Order: Buy 5 Market
    Time Category Message
    2019.06.28 9:43 Order , Order Message: BUY 5 MES SEP'19 Warning: Your order was repriced so as not to cross a related resting order affected Order: Buy 5 Market
    Time Category Message
    2019.06.28 9:43 Default Disabling NinjaScript strategy 'ESdtrTick/169810535'
    How can this be avoided?
    Am I right that the issue stems from Market Orders?
    Thanks in adance;
    B.

    #2
    Hello Balage0922,

    Thank you for your note.

    If you submit a market order to buy, and immediately after a market order to sell the same instrument while the first order is not yet executed, the second order will be rejected, because you are effectively "trading with yourself". Likely this is an issue relating to something similar. I'll need to see more of your log and trace files to give a full assessment of what may have occurred, however.

    Please follow the steps below to manually attach your log and trace files to an email to platformsupport[AT]ninjatrader[DOT]com with "ATTN Kate 2197496" in the subject line so I may investigate this matter further.
    • Open your NinjaTrader folder under Documents.
    • Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
    • Send the 2 compressed folders as attachments to this email.
    • Once complete, you can delete these compressed folders.
    I look forward to your reply.
    Kate W.NinjaTrader Customer Service

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