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_RyanM1]

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]

Fok

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

Thanks

[NinjaTrader_RyanM1]

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/forum/showthread.php?t=18890

http://www.ninjatrader.com/support/forum/showthread.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?

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]

Me too...

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]

Follow up question

Hello,

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

http://www.ninjatrader.com/support/forum/showthread.php?t=18890

http://www.ninjatrader.com/support/forum/showthread.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!