Rithmic position not close on Ninjatrader, only on Rithmic (RTrader Pro)

Initial Steps

What is happening is that NinjaTrader is not being able to update the position of one or more followers after closing, thus keeping outdated position status indicating that there is an incorrectly open position, and, when trying to close the "ghost" position, NinjaTrader sends a reverse close order causing a new inverted position to be opened for the simple reason that there was no position open at all at the broker's side. This behavior, as the NinjaTrader support team inform us, is due to "high connection latency.

The root cause: the Rithmic API design

The deeper reason behind these stale positions, and the main reason the position is sometimes not updated the way it should be, is in how the Rithmic API delivers events to NinjaTrader. As the Rithmic disclaimer above states, the sequence of events is not guaranteed by the provider's API design. NinjaTrader builds its view of your position from the stream of events it receives from the broker: execution events (OnExecution) and position-update events (OnPositionUpdate). When several fills happen at the same time for the same instrument, Rithmic can deliver these events out of order, or send a position update that does not reflect the executions that just occurred. Because NinjaTrader relies on that ordering to reconstruct the position, an incorrect OnPositionUpdate leaves NinjaTrader holding a wrong position while the broker (RTrader Pro) holds the correct one, this is exactly the mismatch you see on screen. This is why Rithmic itself recommends working only with the passed-by-value data from OnExecution rather than trusting the aggregated position update.

In other words, "high connection latency" is only part of the story: the real issue is that Rithmic does not guarantee the order in which these events arrive, so NinjaTrader cannot always rebuild the position reliably. Because the problem originates in the Rithmic API contract itself, no add-on running on NinjaTrader (including Replikanto) can prevent it, and it does not appear on providers such as Tradovate, whose APIs deliver these events differently.

What we recommend when this happens is to always take what is displayed in broker platform "RTrader Pro" as true, and if NinjaTrader shows outdated positions, do not try to close it, the best way to update it is to reconnect to the broker by going to Connections > Disconnect, and then Connections > Connect or just by placing a limit order distant from the price, and then cancel it. This will ensure that the NinjaTrader positions are updated and displayed correctly.

A note on Follower Guard: on accounts affected by this issue (such as Rithmic accounts on APEX, TopStep and similar prop firms), avoid relying on Follower Guard to protect the followers. Follower Guard decides whether to flatten follower accounts based on the position state reported by NinjaTrader, and that is exactly the state that becomes unreliable due to Rithmic latency. As a result, it can trigger false alarms and flatten positions unnecessarily. In these cases, track the real position in RTrader Pro and prefer Market Only mode to copy executions only.

We have alerted our customers to this issue via the email entitled: “Important Notice: Position Update Issue - Temporary Workarounds Provided”, where you will find more information about it. You can also follow this post related to this problem to stay up to date: https://forum.ninjatrader.com/forum/ninjatrader-8/platform-technical-support-aa/1309410-ninjatrader-rithmic-not-updating-positions

To be honest, there's nothing we can do with Replikanto in this situation, as it's up to NinjaTrader to update the positions correctly as shown in the broker's tool. Unfortunately we depend on the proper operation of the NinjaTrader Desktop platform that runs Replikanto add-on for everything to work smoothly.

If this is affecting you in a negative way, please contact support@ninjatrader.com and send your logs to them. They will do their best to analyze them, identify the problem and force them to make the necessary fixes as they have known about this problem for some time.

If you're interested in exploring alternative options, you might want to consider using Tradovate accounts in place of Rithmic ones as a way to address the knowledge issue.

Extra Steps

We would like to clarify that no market product running on NinjaTrader is responsible for Rithmic positions not being updated within NinjaTrader. We would like to kindly remind you that the responsibility for updating positions lies with the NinjaTrader tool. If the problem was with our product or any other, it would likely manifest across a range of accounts types, like Tradovate, which is not the case. This issue has its roots in Rithmic, and as previously mentioned, falls under the purview of NinjaTrader. Unfortunately, it is necessary to seek the assistance of a NinjaTrader support agent to report the case, as the NinjaTrader support AI is not currently equipped to handle this particular issue.