Meaning of "s" in position quantity on DOM

[AlgoNaute]

Hi NinjaTrader,

I have a question regarding the DOM.

When my strategy cancels some limit orders, I can see in the DOM that for exemple my order of 5 contracts is switched to 5s then the order disappears. Some time it sappears to hang on 5s. Could you explain me what the meaning of "s".

Thanks and Regards.

[NinjaTrader_Brett]

Hello,

Thanks for the forum post.

S stands for stacked. This means that there are multiple orders sitting at this price point. This is needed if you have multiple contracts and have a tiered exit or entry strategy.

Let me know if I can be of further assistance.

[AlgoNaute]

Not sure what it means in my case.

First I enter a limit order of 1 contract. Then I modify this order in a unmanaged way to increase its size. 2 then 3 until 5. But still we see 5 and not 5s.

Then i cancel the order. Do you mean Ninja send a specific cancel not for the global position but for 5.

[NinjaTrader_Brett]

Hello,

Correct if you do not submit them all in one order there will be 2 orders sitting at that price level. Will split the order on exit if you are exiting with two different methods.

Let me know if I can be of further assistance.

[AlgoNaute]

Many thanks for your clarifications.
How would you interpret an order hanging after being split, so after receiving the cancellation event I guess?

[NinjaTrader_Brett]

Hello,

Right, there would be a time delay on cancellation if they are seperate orders as each one has a few milliseconds to cancel based on the connection technology your using. There may be a way to make sure you only send one cancellation request if your using unmanaged orders. You would simply want to make sure you send one cancellation request. Would suggest debugging there first.

Let me know if I can be of further assistance.

[AlgoNaute]

As far as I know, I only have one limit order on my side so I hardly see how and why I should go deeper in managing the multiple cancellation event.
So do not understand your remark about debugging.

I am using zenfire data feed associated with a Mirrus demo account.

What could happen if Ninja is sending more than one cancellation event?

[NinjaTrader_Brett]

Hello,

Would need more specifics of your setup.

Based on what you posted here you are said your submitting multiple orders. Are you not? I can verify this by taking a look at the logs.

Please let me know the time and date this last occured and email me at support at ninjatrader dot com and reference this forum post and put ATTN: Brett in the subject line. I can look in your trade logs and take a look at exactly what you are doing so there is no grey area.

Control Center->Help->Mail To Support.


Thank You.

[AlgoNaute]

Thanks. I can save thew content of the output windows next time. I print quite a lot of info here. Do you need other specific logs file?

[NinjaTrader_Brett]

Hello,

I dont need output window. I simply need the logs thats send in with Control Center->Help->mail to support. If this doesnt work let me know and I can send alernative instructions.

I look forward to assisting you further.