Fill or Kill

[Zeos6]

Hi,

Is fill or kill available for entries in NT? Alternatively, how can I prevent partial order filling? Please advise. Thank you.

[NinjaTrader_RyanM]

Hi Zeos,

Fill or Kill is not currently available. Thank you for your suggestion on how we can improve NinjaTrader. It has been inserted into our tracking system with the unique ID # 829.

[Zeos6]

Thanks Ryan.

[gain247]

Hi, just checking if any progress has happened regarding NT supporting FOK order types in ninjascript...?

Thanks

[NinjaTrader_RyanM]

Hi gain247,
Thanks for checking. There is no update here but I will be sure to add your vote in for this request.

[DaveS]

Could you add my vote for this suggestion please?

Would also like some advice on handling partial fills. I'm using unmanaged orders.
When a partial fill occurs, is it possible to cancel the order that was partially filled without causing problems? So that the balance of lots will never be filled? I would expect to wait until price moved a couple of ticks away to adoid overfill.

Thanks
Dave

[NinjaTrader_Bertrand]

Added your vote in Dave, thanks.

Yes, you can cancel the partial fill if price moved away a bit, so that likely no in-flight incoming executions while you cancel could produce the overfill you're trying to avoid.

[edgeliner]

How would you do that???

[NinjaTrader_Brett]

Hello,

You would use this sample to cancel and the next sample to monitor the status of an order:

http://www.ninjatrader.com/support/f...ad.php?t=18890

http://www.ninjatrader.com/support/f...ead.php?t=5790

-Brett

[poeds]

would the proposed FOK order type have an adjustable time delay between order acceptance and the kill?

[NinjaTrader_Brett]

Nothing is set in stone I will have this request recorded.

-Brett

[AnotherTrader]

Hi, is there any update on status of #829?

Originally Posted by NinjaTrader_RyanM

Hi Zeos,
Fill or Kill is not currently available. Thank you for your suggestion on how we can improve NinjaTrader. It has been inserted into our tracking system with the unique ID # 829.

[NinjaTrader_Brett]

No update at this time, I know that we plan on adding a lot of user feature requests in our next major release of the software which is under development now. I do not have an expected release date at this time for that unfortunately.

-Brett

[molecool]

Originally Posted by NinjaTrader_Brett

No update at this time, I know that we plan on adding a lot of user feature requests in our next major release of the software which is under development now. I do not have an expected release date at this time for that unfortunately.

-Brett

I would also request this to be added to the next major release. Which will occur when by the way?

[molecool]

Originally Posted by NinjaTrader_Brett

Hello,

You would use this sample to cancel and the next sample to monitor the status of an order:

http://www.ninjatrader.com/support/f...ad.php?t=18890

http://www.ninjatrader.com/support/f...ead.php?t=5790

-Brett

Pertinent question - let's say for arguments sake that I only got partially filled 50 contracts after submitting a buy for 100. And for instance I have rolled my own stop logic in my onExecution() method:

if (execution.Order.OrderState == OrderState.Filled || execution.Order.OrderState == OrderState.PartFilled || (execution.Order.OrderState == OrderState.Cancelled && execution.Order.Filled > 0)) {
						
   stopOrder 	= ExitLongStop(0, true, execution.Order.Filled, longStop, 
   STOP_LOSS,   LONG_POSITION);
   // etc...							
}

As you can see there is no reference to quantity. What happens here if I get filled a few seconds later again to complete the 100? Will onExecution be called again and automagically adjust the quantity?

I have not run into problems in the past few years but I may now as I'm switching to other markets, some of which may be less liquid. So I would prefer not to learn this lesson the hard way.

I hope the above is clear - if not please ask.

Thanks!