View Full Version : Orders not showing in the DOM
01-04-2007, 08:16 AM
When testing my script, sometimes the order is placedand is active in the DOM as it should be.
Other times, it seems tobe placed because as I continue with Market Replay,the TextAndMarkers are displayed to show a buy and sell, but it doesn't activate in the DOM.They just show up on the chart as the replay continues. I have messages that are printed to the output window that confirm the code was executed and conditions were met.
I am really baffled and it seems random. Do you know whythis can happen?
01-04-2007, 01:36 PM
- Does this only happen in market replay?
- If you are not sure, can you test using the Simulated Data Feed Connection, you can force trigger your strategy by moving the trend control up/down (set your Simulated Data Feed Start Pricing for the instrument in the Instrument Manager to the aproximate level of the current market)
- If youcan reproduce, can you check to see if the order was actually submitted? See the log for any error or evidence that an orderwas submitted at the time stamp
01-05-2007, 02:03 AM
I ran this with the Simulated Feed again today. This is only happening on my machine. I used another's computer, ran the same program and it placed orders in the DOM. I have saved the log and so forth. And no, the order is not actually submitted. It shows on the chart after the fact, but not in the log or any other areas to show the performance. It does appear to be running in the "Strategies" tab of the control center and showed the average price and unrealized profits.
Is there a setting that could cause this? I ran both machines in Simulated Feed. I have some .jpg and Excel outputs if you are interested.
Thank you for any help on this. Suzy
01-05-2007, 02:55 AM
So to clarify my understanding -
- This problem only shows up on your PC
- It has occured on both Market Replay and the Simulated Data Feed connection
- An execution for the missing order does show up on the chart
If my understanding is correct, please run this on simulated data feed. Monitor both the SuperDOM and the Control Center Orders tab. When you do not see an order in the DOM, do you see it in the Control Centerorders tab?
01-05-2007, 03:03 AM
Your understanding is correct.
When you do not see an order in the DOM, do you see it in the Control Centerorders tab?
No, I do not, except for the Strategies tab where it is showing to be active and with an unrealized profit.
01-05-2007, 04:14 AM
When a missing order executes (since you see the execution on the chart) please check the log, do you see the execution, there should be an order logged right before it. Do you see this?
01-05-2007, 04:42 AM
No, it is not logged. I have screen prints and the log saved. If you would like to see them, I can email them to you.
01-05-2007, 04:46 AM
Yes, send to ray at ninjatrader dot com.