Why Automated Orders May Not Trigger Without Market Data

Summary

This forum post describes a problem encountered while retesting a programmatic futures-trading setup through a brokerage gateway. The author has a trading server but no market-data server. Manual orders can execute under the test environment’s own rules, while the strategy’s tick callback cannot run because it receives no ticks. The author therefore attempts to submit a buy order from the strategy’s start callback, but reports that the call returns an empty result and places no order.

The post is a troubleshooting question rather than a worked solution: it gives the platform version, gateway context, missing data feed, and observed difference between manual and automated order submission. It does not identify the cause or report a successful workaround. It illustrates that a test server accepting manual orders does not guarantee a strategy can submit orders without the data or event flow its execution logic expects. The discussion contains no confirmed fix, code explanation, or performance evidence.

Key ideas

• The author is testing automated futures orders through a trading gateway without a market-data server.
• The strategy’s tick callback does not run when no tick data arrives.
• Submitting a buy order from the start callback reportedly returns no order.
• The post asks for troubleshooting help and does not establish a cause or solution.

Tags

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