Troubleshooting Missing Fill Reports Across Two CTP Gateways

Summary

A user describes running one VeighNa process and one strategy connected to two SimNow futures accounts through separate CTP gateways. Both accounts return order acknowledgements, and the second account appears to have executed trades when checked in another trading client, but VeighNa only reports fills from the first account. The user asks what to investigate and clarifies that the accounts are futures accounts rather than separate VeighNa installations.

The reply first recommends separate .vntrader directories per VeighNa process, then revises that guidance for this setup: multiple directories should not be needed within one process because CTP flow-state files are stored in separate cache directories based on gateway name. The discussion does not identify the cause of the missing fill notifications or provide diagnostic steps beyond this configuration distinction. It therefore offers a narrow operational note about gateway-specific state storage, rather than a complete fix or a general explanation of CTP trade callbacks.

Key ideas

• The reported setup uses one VeighNa process, one strategy, and two named CTP gateways.
• Order acknowledgements arrive for both accounts, but fill reports are missing for one.
• The reply says separate .vntrader directories are unnecessary for gateways in the same process.
• CTP flow-state files are described as using separate cache directories keyed by gateway name.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.