This message indicates that the entry order was not submitted to the broker because the signal was received outside of the allowed trading windows configured in your strategy subscription. Cancels and exits were still permitted for that signal.
Trading windows restrict when entry orders are created; signals that arrive outside those windows do not result in a new entry order. To allow exits and cancels outside the window while keeping entries restricted, use the "Allow exits and cancels outside of trading windows" option in your strategy subscription settings. To allow this signal's entry to be processed, send the signal during a trading window or adjust your trading window settings.
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