March 7th, 2013
Advisory
#13

CQG and NinjaTrader 7 Release 12

Dear NinjaTrader User:

Update: On April 18, 2013 beta testing has been completed. If you are using CQG please disregard this advisory and update to R13.

This advisory only applies to NinjaTrader users that are connecting to CQG.

When updating to R12 please be aware the CQG adapter is in Beta. The R12 CQG adapter introduces new support for native (server side) OCO functionality when using CQG. By default, all CQG connections will now utilize native OCO instead of local PC simulated OCO. It is important to understand the following CQG native OCO behavior:

  1. All working orders within an OCO group will remain working if any of the orders in the group is cancelled or rejected.
  2. Order quantities of all working orders within an OCO group will be proportionately reduced upon a partial fill of any order in the group based off of original order quantity.
  3. There will be an approximated 200ms delay between submission of strategy based stop and target orders.
  4. The ‘one cancels other’ (OCO) functionality is only active if linked OCO orders are submitted within the same NinjaTrader session.

Should you wish to use the old locally simulated OCO behavior instead, please check the “Local OCO simulation” option in Tools > Account Connections. For more information on this please see the CQG Connection Guide here: http://www.ninjatrader.com/ConnectionGuides/CQG-Connection-Guide.php

Sincerely,
NinjaTrader Customer Service