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Automated Trading Support for automated trading systems using NinjaScript. Support for our ATI (Automated Trading Interface) used to link an external application such as TradeStation and eSignal to NinjaTrader.

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Old 05-19-2008, 07:54 AM   #1
Rocket130713
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Default Handling Rejected Orders with TradeStation 8.3 EL strategy, using NT

Hello,

I wish to use the DLL method for NT to send orders from TRadeStation 8.3 (build 1631) to MF Global futures broker (Chicago office).

My question is whether I can within the TradeStation 8.3 EasyLanguage program itself, call whether the order submitted by NT was in fact filled completely, filled partially or rejected by the broker i use, using the available NT DLL functions for TradeStation -- using something like GetOrderStatus() ?

I am assuming that once NT sends the order to the futures broker that after say 1-2 seconds, NT receives from the broker some sort of order confirmation regarding whether the order was accepted or rejected, or partially filled, etc. ? (and this order confirmation can be seen somewhere in the main NT platform window).

Once NT receives order confirmation from broker, i would then like for TradeStation to be able to call the order status from the NT platform. TradeStation would call the order status from within the TS easylanguage strategy code, using something like GetOrderStatus() ?

Is this possible to do?

As if tradestation asks NT to buy 10 contracts for Corn at market price, and then NT sends this order to our futures broker (MF Global / Man) but the broker rejects the order for some reason, i would like to send the order again within the tradestation EasyLanguage strategy code.

in the EL code i would see something like:

if condition 1 = true then placeBuyOrderNT(10, corn, accountID) ;
if order is Rejected then send order again ;
if order is accepted then do nothing ;

the above code is just a basic example of the trust of what i want to do, and not the actual syntax i would use.

Thanks in advance for your help and reply. Much appreciated.

Regards

Rod
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Old 05-19-2008, 08:15 AM   #2
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Most if not all of our question are covered by our help guide:http://www.ninjatrader-support.com/H...helpguide.html

Automated Trading->Automated Trading Interface->TradeStation integration->DLL based integration
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Old 05-19-2008, 09:06 AM   #3
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hi dierk, thank you for your reply. i read this section in help guide and it mentions function called OrderStatus() but it does not mention what values this function returns if called? can you please tell me this? thanks in advance. regards rod.
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Old 05-19-2008, 09:10 AM   #4
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http://www.ninjatrader-support.com/H...AppendixA.html
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Old 05-20-2008, 07:12 AM   #5
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hi dierk, thanks for that info, i now got that issue sorted out. thanks again. regards rod
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Old 05-20-2008, 07:15 AM   #6
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Glad it's resolved for you.
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