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I watched the M6E a bit with NT and Zen and after I came to understand the movement, I entered
on a wonderful short. Boing!!!! NT sounds an alarm... seems Zen doesn't fill M6E...
Are you sure? That sounds a bit odd. Which broker? Did you confirm with your broker? It could have just been wrong settings in your instrument manager.
It was strange. I could field the data with Zen, but when price got to my stop orders
I kept getting that crazy crashing boing sound with a "order refused by ******" prompt.
This was with NT / AMP / ZEN
Maybe it's a new thing that was worked out when CQG came on board ...
I noticed you just recently got the CME data flowing for the 6E, E-Mini. I don't know what you've been trading prior but maybe if you've been trading Forex, the CBOT market (YM), the NYMEX (CL) or the NYBOT (TF) you may need to setup CME trading permissions with your data/broker. Everybody wants to "get paid" and I assure you the exchanges make sure they do.
The message "order refused by ******" probably held the key to your dilemma. I'm sure you can retrieve that message from the NinjaTrader log and get the answer to this riddle.