Support Board
Date/Time: Sun, 02 Feb 2025 13:05:18 +0000
Post From: Stop order placed, seeing it as StopLimit
| [2019-09-06 19:07:20] |
| onnb - Posts: 662 |
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Following on this related to Stop-Limit orders and TT We are seeing that when the Stop-Limit is triggered, the stop price gets modified to the limit price (see log below, notice in the 2nd log message price1 changes). In other words, the initial order has price1=n, price2=m The stop gets triggered and we see a modification which results in price1=m, price2=m We need to able to detect this (otherwise the we see that the stop price is not what we expect it to be, we then try and modify it and get errors in the logs). One obvious way to detect this happening is comparing price1 with price2 Just wanted to check with you if you think this is the way or you have another idea. Order 2019-09-06 10:54:06 MNQU19_FUT_CME SC Futures Order Routing/Data order update (Cancel/Replace complete). Info: TT order update (Replace). Text: Attached order. Parent: 2906 2907 82031 Stop Limit 1 Buy 7875.25 7881.25 Open 46580 Close 2906 -3 Attached order. Parent: 2906 Order 2019-09-06 10:54:09 MNQU19_FUT_CME SC Futures Order Routing/Data order update (Order update). Info: TT order update (Triggered or Activated by System). Text: Attached order. Parent: 2906 2907 82031 Stop Limit 1 Buy 7881.25 7881.25 Open xxxx Close 2906 -3 Attached order. Parent: 2906 Order 2019-09-06 10:54:09 MNQU19_FUT_CME Updating last modify Price and Quantity to current values due to an external modification or other reason. LastModifyPrice1: 7875.25, CurrentPrice1: 7881.25, LastModifyQuantity: 1, CurrentQuantity: 1 2907 82031 Stop Limit 1 Buy 7881.25 7881.25 Open xxxx Close 2906 Attached order. Parent: 2906 |