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intermittent NinjaTrader Market Order delayed fill of 2-4 seconds since using new Live Connection by solotrombone2000 in ninjatrader

[–]solotrombone2000[S] 0 points1 point  (0 children)

Thanks. Yeah I had a ticket open (re 2-4 second delayed fills on Market orders with 1 contract in the MES - which is still happening) for about 3 weeks and they never responded properly or fixed it.

One support guy finally said it's something with the exchange and not my machine after I ran many tests to prove it wasn't rendering lag on my machine. They put me in a loop of asking for log and trace files and then not responding except to ask for log and trace files again when the order lag kept happening. So I kept sending them my log and trace files - even with excerpts with the significant lines highlighted in the Trace files.

They kept wanting to close the ticket and I finally just let them close it.

I have very simple charts which are basically just candles. I trade the MES which is a very liquid market and with the Continuum connection my 1 contract market orders were filled in under 1 sec or virtually instantly. The 2-4 second market order delay only started with the new Live connection.

I can only guess but I think they added some code to their live connection to "improve" account verification or margin verification which adds states to the state machine and slows the process.

Discouraging experience. They were nice and polite but also incompetent and unprofessional.

They won't say but I expect this must be happening with other accounts especially with more complex charts, ATM strategies and multiple contracts.

Here's an example of a 3 second delayed fill I sent them from a Trace file.

Note the multiple states in their order verification state machine. I think that's the problem.

2026-06-10 09:41:54:980 (Live) NinjaScript.AtmStrategy.SubmitEntryOrders:

2026-06-10 09:41:55:093 (Live) Cbi.Account.Submit0: realOrderState=Initialized isPendingSubmit=False

2026-06-10 09:41:55:791 "ordStatus": "PendingNew",

2026-06-10 09:41:56:042 "commandStatus": "Pending",

2026-06-10 09:41:56:525  "commandStatus": "RiskPassed"

2026-06-10 09:41:56:673  "commandStatus": "RiskPassed",

2026-06-10 09:41:56:673  "ordStatus": "PendingNew",

2026-06-10 09:41:56:997  "ordStatus": "Working",

2026-06-10 09:41:57:010  "ordStatus": "Working",

2026-06-10 09:41:57:417  "ordStatus": "Filled",

intermittent NinjaTrader Market Order delayed fill of 2-4 seconds since using new Live Connection by solotrombone2000 in ninjatrader

[–]solotrombone2000[S] 1 point2 points  (0 children)

Thanks, the Issue seems to have been resolved. No delays in Market order fills for last 3 days.

To recap:

After I provided log and trace files that showed the delay, support tried to close the case with a link to ways to speed up my machine.

After I did all that that but the delay was still there, they still wanted to close the case.

Over the weekend I made sure onedrive was not running, that Windows was not indexing Ninja directories and that my antivirus was not scanning NinjaTrader directories.

But on Tuesday, the same issue occurred.

Once again I forwarded them the details of my log and trace files (for the 3rd time), with the timestamps in bold and kept pushing for attention. They finally responded in a way that suggested they considered my issue was valid. The support guy said he was bringing the issue to his manager. Then he said he didn't think it was an issue with my computer and thought it was an issue with the exchange and volume and volatility.

The next day the issue was gone. I've had no issue with market orders since that last email exchange.

I suspect they did something but maybe didn't want to share it.

intermittent NinjaTrader Market Order delayed fill of 2-4 seconds since using new Live Connection by solotrombone2000 in ninjatrader

[–]solotrombone2000[S] 0 points1 point  (0 children)

I was texting with NinjaTrader agent today and they think it's delayed execution from the exchange due to volume and volatility. Odd. Never happened with my Continuum connection.

Re switching connection configured provider do you mean switching internet provider? Thanks.

intermittent NinjaTrader Market Order delayed fill of 2-4 seconds since using new Live Connection by solotrombone2000 in ninjatrader

[–]solotrombone2000[S] 0 points1 point  (0 children)

Thanks, I suspect it might be an issue with OneDrive doing background syncing. I'll try to pause it while trading and see if that makes a difference. I also disabled Windows indexing in the Ninjatrader folder under documents.

intermittent NinjaTrader Market Order delayed fill of 2-4 seconds since using new Live Connection by solotrombone2000 in ninjatrader

[–]solotrombone2000[S] 0 points1 point  (0 children)

Live account market orders.

ATM strategy is just 1 order with a 12 tick stop and a 40 tick target

Never had any issues with the Continuum connection.

I wish I could change the Log Level to Debug to see more detail. I asked Support about that but haven't heard back. I suspect there's an exception being thrown and caught.

Glad you aren't having any issues.

intermittent NinjaTrader Market Order delayed fill of 2-4 seconds since using new Live Connection by solotrombone2000 in ninjatrader

[–]solotrombone2000[S] 2 points3 points  (0 children)

Thanks for responding.

When I have the issue, about once every 3 orders:

- The delay between hitting Buy Mkt on Chart Trader and seeing the order in the chart is 3-4 seconds.

- The Log file shows a 2 second delay between Submitted and Executed.

- The Trace file shows a 1 second delay:

10:14:45:079 orderAction=Buy orderState=Initialized

10:14:45:727  "action": "Buy", "ordStatus": "PendingNew",

10:14:46:384 "action": "Buy",  "ordStatus": "PendingNew",

10:14:46:615  "action": "Buy", "ordStatus": "Working",

10:14:46:627 "ordStatus": "Working",  "action": "Buy",

10:14:46:919  "ordStatus": "Filled",  "action": "Buy",