Error: AT "ORDER OIF" Aborted

scjohn · 03-02-2005, 05:35 AM

This seems to deal with how long it takes NT to actually cancel a pending order.

"3/2/2005 1:09:01 PM SUBMIT ORDER ENTRY1: S 2 @ Limit Price:640.4 Stop Price:640.4 Order Id: Position Id:ER2 03-05 SIM-101 611317811 Simulation"
"3/2/2005 1:09:01 PM ORDER STATUS ENTRY1 ER2 03-05: PENDING S Type:STOPLIMIT Qty:2 @ Limit Price:640.4 Stop Price:640.4 Position Id:ER2 03-05 SIM-101 611317811 Order Id: Simulation"
"3/2/2005 1:09:03 PM ORDER STATUS ENTRY1 ER2 03-05: ACP_XCHG S Type:STOPLIMIT Qty:2 @ Limit Price:640.4 Stop Price:640.4 Position Id:ER2 03-05 SIM-101 611317811 Order Id:61139134SIM Simulation"
"3/2/2005 1:14:00 PM CANCEL ORDER ENTRY1: S 2 @ Limit Price:640.4 Stop Price:640.4 Order Id:61139134SIM Position Id:ER2 03-05 SIM-101 611317811 Simulation"
"3/2/2005 1:14:00 PM ORDER STATUS ENTRY1 ER2 03-05: CANCELING S Type:STOPLIMIT Qty:2 @ Limit Price:640.4 Stop Price:640.4 Position Id:ER2 03-05 SIM-101 611317811 Order Id:61139134SIM Simulation"
"3/2/2005 1:14:02 PM AT 'ORDER OIF' ABORTED: Can't place order while entry order is pending"
"3/2/2005 1:14:02 PM ORDER STATUS ENTRY1 ER2 03-05: CANCELING S Type:STOPLIMIT Qty:2 @ Limit Price:640.4 Stop Price:640.4 Position Id:ER2 03-05 SIM-101 611317811 Order Id:61139134SIM Simulation"
"3/2/2005 1:14:02 PM ORDER STATUS ENTRY1 ER2 03-05: CANCELLED S Type:STOPLIMIT Qty:2 @ Limit Price:640.4 Stop Price:640.4 Position Id:ER2 03-05 SIM-101 611317811 Order Id:61139134SIM Simulation"

We have a pending orderand I then issue an AT Cancel command. The Cancel file was created at 1:13:59 and deleted at 1:14:02. A new OIF file was created at 1:14:02 and deleted at 1:14:04. NT rejected the OIF order at 1:14:02, which is in the middle of the Canel sequence (see log).

How am I suppose to know that NT has "really" finished handling the Cancel command. It would appear that one can not count on the fact that just because the Cancel file has been deleted, that AT has finished canceling the pending order.

NinjaTrader_Ray · 03-02-2005, 06:03 AM

Cancel in simulation can be be as much as2 seconds longer than what you can expect in real-time. The only way to verify an order has been cancelled is to use the passthrough mode and monitor order status files.

scjohn · 03-02-2005, 07:52 AM

In theory, when using an OIF file to enter a trade, and then using a Cancel file, to cancel a pending strategy. Once the AT Cancel command is excuted, the PUF file should also be deleted. I guess the question is: if the PUF file is no longer there, has NT really finished with the cancel process?

NinjaTrader_Ray · 03-02-2005, 08:57 AM

PUFS are not deleted only updated.

scjohn · 03-03-2005, 12:33 AM

PUFs do get deleted. Even the documentation says so:

"The PUF will remain and will only be overwritten once a new automated position with the same INSTRUMENT NAME/ACCOUNT NAME parameters is opened. The only exception is that the PUF will be deleted if an ENTRY order was cancelled."

NinjaTrader_Ray · 03-03-2005, 01:21 AM

Sorry, sometimes I can't remember every little detail.The PUF is deleted once the entry order for the pending strategy is confirmed cancelled.

03-02-2005, 05:35 AM	#1
scjohn Senior Member Join Date: Dec 2004 Location: , , Posts: 226 Thanks: 0 Thanked 11 times in 8 posts	imported post This seems to deal with how long it takes NT to actually cancel a pending order. "3/2/2005 1:09:01 PM SUBMIT ORDER ENTRY1: S 2 @ Limit Price:640.4 Stop Price:640.4 Order Id: Position Id:ER2 03-05 SIM-101 611317811 Simulation" "3/2/2005 1:09:01 PM ORDER STATUS ENTRY1 ER2 03-05: PENDING S Type:STOPLIMIT Qty:2 @ Limit Price:640.4 Stop Price:640.4 Position Id:ER2 03-05 SIM-101 611317811 Order Id: Simulation" "3/2/2005 1:09:03 PM ORDER STATUS ENTRY1 ER2 03-05: ACP_XCHG S Type:STOPLIMIT Qty:2 @ Limit Price:640.4 Stop Price:640.4 Position Id:ER2 03-05 SIM-101 611317811 Order Id:61139134SIM Simulation" "3/2/2005 1:14:00 PM CANCEL ORDER ENTRY1: S 2 @ Limit Price:640.4 Stop Price:640.4 Order Id:61139134SIM Position Id:ER2 03-05 SIM-101 611317811 Simulation" "3/2/2005 1:14:00 PM ORDER STATUS ENTRY1 ER2 03-05: CANCELING S Type:STOPLIMIT Qty:2 @ Limit Price:640.4 Stop Price:640.4 Position Id:ER2 03-05 SIM-101 611317811 Order Id:61139134SIM Simulation" "3/2/2005 1:14:02 PM AT 'ORDER OIF' ABORTED: Can't place order while entry order is pending" "3/2/2005 1:14:02 PM ORDER STATUS ENTRY1 ER2 03-05: CANCELING S Type:STOPLIMIT Qty:2 @ Limit Price:640.4 Stop Price:640.4 Position Id:ER2 03-05 SIM-101 611317811 Order Id:61139134SIM Simulation" "3/2/2005 1:14:02 PM ORDER STATUS ENTRY1 ER2 03-05: CANCELLED S Type:STOPLIMIT Qty:2 @ Limit Price:640.4 Stop Price:640.4 Position Id:ER2 03-05 SIM-101 611317811 Order Id:61139134SIM Simulation" We have a pending orderand I then issue an AT Cancel command. The Cancel file was created at 1:13:59 and deleted at 1:14:02. A new OIF file was created at 1:14:02 and deleted at 1:14:04. NT rejected the OIF order at 1:14:02, which is in the middle of the Canel sequence (see log). How am I suppose to know that NT has "really" finished handling the Cancel command. It would appear that one can not count on the fact that just because the Cancel file has been deleted, that AT has finished canceling the pending order.
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03-02-2005, 06:03 AM	#2
NinjaTrader_Ray Administrator Join Date: Nov 2004 Location: Denver, CO, USA Posts: 11,164 Thanks: 6 Thanked 46 times in 32 posts	imported post Cancel in simulation can be be as much as2 seconds longer than what you can expect in real-time. The only way to verify an order has been cancelled is to use the passthrough mode and monitor order status files. Ray NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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03-02-2005, 07:52 AM	#3
scjohn Senior Member Join Date: Dec 2004 Location: , , Posts: 226 Thanks: 0 Thanked 11 times in 8 posts	imported post In theory, when using an OIF file to enter a trade, and then using a Cancel file, to cancel a pending strategy. Once the AT Cancel command is excuted, the PUF file should also be deleted. I guess the question is: if the PUF file is no longer there, has NT really finished with the cancel process?
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03-02-2005, 08:57 AM	#4
NinjaTrader_Ray Administrator Join Date: Nov 2004 Location: Denver, CO, USA Posts: 11,164 Thanks: 6 Thanked 46 times in 32 posts	imported post PUFS are not deleted only updated. Ray NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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03-03-2005, 12:33 AM	#5
scjohn Senior Member Join Date: Dec 2004 Location: , , Posts: 226 Thanks: 0 Thanked 11 times in 8 posts	imported post PUFs do get deleted. Even the documentation says so: "The PUF will remain and will only be overwritten once a new automated position with the same INSTRUMENT NAME/ACCOUNT NAME parameters is opened. The only exception is that the PUF will be deleted if an ENTRY order was cancelled."
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03-03-2005, 01:21 AM	#6
NinjaTrader_Ray Administrator Join Date: Nov 2004 Location: Denver, CO, USA Posts: 11,164 Thanks: 6 Thanked 46 times in 32 posts	imported post Sorry, sometimes I can't remember every little detail.The PUF is deleted once the entry order for the pending strategy is confirmed cancelled. Ray NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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