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' |
Am I right that the issue stems from Market Orders?
Thanks in adance;
B.
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