Unable to match order state to execution

[nfeldberg]

another problem related to IB and SOybeans contract....

running the strategy live, above real IB account.

instrument ZS 11-08.

strategy got into position and when tried to send stops and target, got the first pop up window with an error "Unable to match order state to execution" and the quantity of one of my stops was 1 instead of 2. latter when first target hit, got several other errors messages about: unable to match order state... strategy have not sent the right orders to market, had to halt everything and stop the trading for the day. and close all position manually.

strategy has been tested with partial fills, on the sim, and also running so far very smoothly on the ES contract.

could you please explain in what circumstances this error might happen?
could it be connected to the bug I identified here:
http://www.ninjatrader-support.com/vb/showthread.php?t=9504


thx Nir

[NinjaTrader_Dierk]

>> could it be connected to the bug I identified here:
Correct, I suggest holding off further tests until next release is available.

[nfeldberg]

when you say next release you mean NT 7 or something that would come sooner? if sooner when should I expect it?

could you please share more info on this bug, which instruments are affected and does your recommendation is true for all instruments above IB? should I stop trading with the ES as well? does it relate to the experation of the contract or to the instrument itself?

thx for your support on this very important issue.... I would also suggest that you would update all customers as it might affect realtime strtegies....

reagrds,
Nir

[NinjaTrader_Dierk]

Next update for NT6.5 (~2 weeks from now) will address this issue which is only is with IB on former CBOT instruments and FOREX instruments.

[nfeldberg]

thx for the info and the prompt response.

nir

[nfeldberg]

the problem returned this time with the ES contract so maybe after all it is not connected to the Soybean contract.

I could see that it happens only when I am getting partial fills on the strategy (on the exit).

Could you please explain this error and help me understand what am I doing wrong, or help me to understand if your next version will be able to solve this problems. (in this case the strategy did continue to operate, just that I am not confident with the strategy and what will be the impact that this error will have on my strategy, on the Soybeans it lost sync and did very strange things - but that might been connected to the other issue.)

Unable to match order state to execution: Order='2147300952/UXXXXX' Name='ExitShort_T1' State=Filled Instrument='ES 09-08' Action=BuyToCover Limit price=1297.75 Stop price=0 Quantity=3 Strategy='Universal_ES512_3_3' Type=Limit Tif=Gtc Oco='' Filled=3 Fill price=1297.75 Token='1d4de041f1dc45e28b62d68cf99e9aed' Gtd='01/12/2099 00:00:00' / Execution='ES 09-08/0000fe5f.48bc86f3.01.01' Instrument='ES 09-08' Account='UXXXXXX' Name='ExitShort_T1' Exchange=Globex Price=1297.75 Quantity=1 Market position=Long Commission=0 Order='2147300952' Time='02/09/2008 15:20:18'
this happened with a live account over IB.

I removed the account number, can send you the all log file if you want to learn more. (but not on the forum).

reagrds,
Nir

[NinjaTrader_Dierk]

This message is issued as NT is unable to match an inflight execution to a corresponding order state changed event.

You could try latest custom build which addresses issue below:
- uninstall NT6.5
- install custom build from here www.ninjatrader-support.com/ninjatrader/nt6.5.custom/NinjaTrader.Install.msi
If issue persists based on this custom build, then please send me your logs and traces by Help->Mail to support, subject "for Dierk" and reference this thread. Thanks

[nfeldberg]

thx dierk, will do.

just to confirm, I could still trade live with this custom build? anything I need to know, are there any problems that I should anticipate.

thx,
Nir

[NinjaTrader_Dierk]

You should be fine

[nfeldberg]

should I see a different version number? both old and new version gives me 6.5.1000.5

just want to make sure you gave me the right link.

thx nir

[NinjaTrader_Josh]

You will not see a different version number. The link is the correct one.

[Operandi]

Hello

I am receiving the same issue with "unable to match order status to execution" errors when running a stategy based on your SampleOnOrderUpdate reference sample.

I am running NT version 6.5.1000.6(Live) and TWS version 887.2 papertrade account.

The instrument is RIMM on the NASDAQ exchange

I thought this had been fixed, as per earlier posts in this thread. Is that not the case?

Thanks
Chris

[NinjaTrader_Dierk]

There are 2 different issues which would result in this behavior:
- NT bug which is fixed by custom build below
- TWS issue which we reported months ago to IB support, which unfortunately is not resolved yet nor do we have a viable work around at that time

[Operandi]

Thanks, Dierk, for your quick response.

I'll uninstall NT 6.5 and then install the custom build. However does the bug in TWS make it safe to trade live with an NT based strategy?

Thanks
Chris

[NinjaTrader_Dierk]

Not sure I follow

[Operandi]

Sorry if I wasn't clear.

I have now installed the custom build and am running a strategy against my TWS papertrade account. So far, there has been no re-occurrence of the "unable to match order status..." message.

However I am now concerned that there is an issue with TWS, that you mentioned, which may prevent reliable interaction between Ninja Trader and TWS when running a strategy on NT connected to my live IB account.

This is what I meant when I asked "is it safe to trade with NT" with a live TWS account when you know of an issue between TWS and NT?

Thanks

[NinjaTrader_Dierk]

Since there is a pending issue with TWS you could say that it's not safe.

[Operandi]

Hmmm, not good news.

As you know that there is an issue with TWS, could you please advise what the possible problems are when TWS interacts with NT so that we can:

a) Look out for issues
b) Assess the risks of running NT strategies with live IB accounts via TWS

Thanks

[NinjaTrader_Dierk]

Sorry I don't follow. I pointed out that there is a pending TWS in my post below.

[Operandi]

Dierk, I'm trying to get to the bottom of this.

In your post #17 you said "Since there is a pending issue with TWS you could say that it's not safe."

As I intend running an automated trading strategy on NT with NT connected to a live IB account via TWS, it is important to know if there are risks associated with the interaction between NT and TWS.

You have confirmed that there is a pending issue with TWS that has, so far, not been fixed.

It looks like you have fixed the issue raised in this thread in NT, however it seems that there is a potential for connectivity issues. and possible transactional issues, between NT and TWS, because of the problem in TWS. You confirmed this in your response in post 17.

I am trying to find out what the issue may be, how it may exhibit itself, and if it poses a significant risk when trading in a live environment.

[NinjaTrader_Dierk]

Issue is exhibited by error message you encountered. I suggest then terminating the strategy and manually clearing out positions. Unfortunately I don't see any other options at this time.

[Operandi]

OK, Dierk

Thanks for your help