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Market position and order status after connection loss

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    Market position and order status after connection loss

    Dear Traders,

    I was wondering what would happen in the following scenario:
    1. A strategy is trading one instrument
    2. The strategy has a market position (e.g. long) and there is a sell order working
    3. The connection is lost
    4. The order is filled while the connection is lost
    5. The connection is reestablished

    1) What is the status of the order? OnOrderUpdate didn't execute so my object will not be null. In fact, my order object would have a status= working.
    2) What is position of the strategy? long or flat?

    Thanks in advance,

    Juan

    #2
    Hello Juan,

    I'm giving this some testing to be sure of my answer. Basically I am going to submit an order disconnect the internet wait for a while until i think it has filled and then reconnect the internet.
    Chelsea B.NinjaTrader Customer Service

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      #3
      Hello Juan,

      Below is a link to a video of the test.
      https://drive.google.com/file/d/1PQN...w?usp=drivesdk

      In the video we see the behavior of the default Recalculate setting. Once the connection is regained, NinjaTrader does acknowledge the order has filled. However as the strategy is restarted and recalculates, a new order is placed.

      Second we see the behavior of the Keep running setting. Once the connection is regained, NinjaTrader acknowledges the order has filled on the brokerage servers, the strategy position is updated and the order state of the order changes in the prints to orderState=Filled.
      Chelsea B.NinjaTrader Customer Service

      Comment


        #4
        Thanks Chelsea!

        This is super useful. I'll take a look at the video and I'll get back to you if I have any further questions.

        Thanks one more time!!!

        Comment

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