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Date/Time: Thu, 06 Feb 2025 22:49:00 +0000
Post From: Trade Execution Issue Upon Upgrade to Version 1983
| [2019-09-09 20:17:09] |
| User279754 - Posts: 38 |
|
These orders generated trades that were all confirmed on my brokerage statements. I've pasted the trade log data that shows the full activity for one of my accounts. I made the version update on 8/31/19 and rolled it back on the evening of 9/1/19. In the log data below you can see what the Order Action Source looked like before the update, after the update, and after the rollback of the update. You can also see the anomalous activity that was occurring on v1983--notice the trades were occurring every two minutes for nearly an hour (until I disconnected from CQG) and the entry and exits were occurring at precisely the same time (i.e. there was no "time in trade", it just instantaneously reversed each entry). Everything went back to functioning normally after rolling it back. ActivityType DateTime TradeAccount Symbol Quantity OrderType BuySell FillPrice Price OrderStatus OrderActionSource Price2 InternalOrderID ServiceOrderID FilledQuantity OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance Fill 2019-08-29 10:37:59.367 801773 F.US.YMU19 2 Market Sell 26184 Filled CQG order update (Fill). Exchange ID: 30314513408 4628 1978951798 2 Open -2 30314513408 NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2019-08-29 11:54:01.101 801773 F.US.YMU19 2 Market Buy 26379 Filled CQG order update (Fill). Exchange ID: 30318510080 4632 1979110519 2 Close 30318510080 26389 26183 NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2019-08-30 11:01:58.129 801773 F.US.YMU19 2 Market Sell 26423 Filled CQG order update (Fill). Exchange ID: 30338803456 4655 1979619069 2 Open -2 30338803456 NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2019-09-01 18:15:10.000 801773 F.US.YMU19 1 Buy 26256 Filled CQG fills data (Restored) 1981200069 30350050304 Fill 2019-09-01 18:15:10.000 801773 F.US.YMU19 1 Buy 26257 Filled CQG fills data (Restored) 1981200069 30350050560 Fill 2019-09-01 18:18:00.000 801773 F.US.ENQU19 1 Sell 7617.00 Filled CQG fills data (Restored) 1981200088 30350067968 Fill 2019-09-01 18:18:00.000 801773 F.US.ENQU19 1 Buy 7618.50 Filled CQG fills data (Restored) 1981155092 30350068736 Fill 2019-09-01 18:18:01.000 801773 F.US.ENQU19 1 Sell 7616.75 Filled CQG fills data (Restored) 1981225062 30350069504 Fill 2019-09-01 18:18:01.000 801773 F.US.ENQU19 1 Buy 7618.25 Filled CQG fills data (Restored) 1981215066 30350070272 Fill 2019-09-01 18:20:00.000 801773 F.US.ENQU19 1 Sell 7621.50 Filled CQG fills data (Restored) 1981155109 30350080512 Fill 2019-09-01 18:20:00.000 801773 F.US.ENQU19 1 Buy 7621.25 Filled CQG fills data (Restored) 1981205074 30350081536 Fill 2019-09-01 18:22:01.000 801773 F.US.ENQU19 1 Sell 7618.75 Filled CQG fills data (Restored) 1981210082 30350091264 Fill 2019-09-01 18:22:01.000 801773 F.US.ENQU19 1 Buy 7619.00 Filled CQG fills data (Restored) 1981225092 30350092032 Fill 2019-09-01 18:24:39.000 801773 F.US.ENQU19 1 Sell 7619.25 Filled CQG fills data (Restored) 1981220076 30350105856 Fill 2019-09-01 18:24:40.000 801773 F.US.ENQU19 1 Buy 7620.50 Filled CQG fills data (Restored) 1981185115 30350106368 Fill 2019-09-01 18:26:02.000 801773 F.US.ENQU19 1 Sell 7621.75 Filled CQG fills data (Restored) 1981215092 30350114048 Fill 2019-09-01 18:26:03.000 801773 F.US.ENQU19 1 Buy 7622.50 Filled CQG fills data (Restored) 1981190136 30350114560 Fill 2019-09-01 18:28:04.000 801773 F.US.ENQU19 1 Sell 7622.25 Filled CQG fills data (Restored) 1981210091 30350121216 Fill 2019-09-01 18:28:04.000 801773 F.US.ENQU19 1 Buy 7622.75 Filled CQG fills data (Restored) 1981205097 30350121984 Fill 2019-09-01 18:30:01.000 801773 F.US.ENQU19 1 Sell 7621.50 Filled CQG fills data (Restored) 1981195109 30350136320 Fill 2019-09-01 18:30:01.000 801773 F.US.ENQU19 1 Buy 7621.75 Filled CQG fills data (Restored) 1981190151 30350137088 Fill 2019-09-01 18:32:02.000 801773 F.US.ENQU19 1 Sell 7616.00 Filled CQG fills data (Restored) 1981220096 30350155520 Fill 2019-09-01 18:32:02.000 801773 F.US.ENQU19 1 Buy 7616.50 Filled CQG fills data (Restored) 1981225131 30350156800 Fill 2019-09-01 18:34:00.000 801773 F.US.ENQU19 1 Sell 7611.25 Filled CQG fills data (Restored) 1981220111 30350181120 Fill 2019-09-01 18:34:01.000 801773 F.US.ENQU19 1 Buy 7611.75 Filled CQG fills data (Restored) 1981155175 30350182144 Fill 2019-09-01 18:36:01.000 801773 F.US.ENQU19 1 Sell 7615.00 Filled CQG fills data (Restored) 1981150145 30350204416 Fill 2019-09-01 18:36:01.000 801773 F.US.ENQU19 1 Buy 7615.75 Filled CQG fills data (Restored) 1981180161 30350204928 Fill 2019-09-01 18:38:00.000 801773 F.US.ENQU19 1 Sell 7616.00 Filled CQG fills data (Restored) 1981210127 30350212608 Fill 2019-09-01 18:38:01.000 801773 F.US.ENQU19 1 Buy 7616.50 Filled CQG fills data (Restored) 1981225158 30350213376 Fill 2019-09-01 18:40:02.000 801773 F.US.ENQU19 1 Sell 7621.75 Filled CQG fills data (Restored) 1981190198 30350234624 Fill 2019-09-01 18:40:02.000 801773 F.US.ENQU19 1 Buy 7622.25 Filled CQG fills data (Restored) 1981215157 30350235392 Fill 2019-09-01 18:42:01.000 801773 F.US.ENQU19 1 Sell 7624.75 Filled CQG fills data (Restored) 1981150177 30350254080 Fill 2019-09-01 18:42:01.000 801773 F.US.ENQU19 1 Buy 7624.75 Filled CQG fills data (Restored) 1981180191 30350255104 Fill 2019-09-01 18:44:01.000 801773 F.US.ENQU19 1 Sell 7622.75 Filled CQG fills data (Restored) 1981180199 30350267136 Fill 2019-09-01 18:44:01.000 801773 F.US.ENQU19 1 Buy 7623.50 Filled CQG fills data (Restored) 1981165209 30350267648 Fill 2019-09-01 18:46:17.000 801773 F.US.ENQU19 1 Sell 7619.75 Filled CQG fills data (Restored) 1981200224 30350275328 Fill 2019-09-01 18:46:17.000 801773 F.US.ENQU19 1 Buy 7620.75 Filled CQG fills data (Restored) 1981220159 30350275840 Fill 2019-09-01 18:48:07.000 801773 F.US.ENQU19 1 Sell 7618.75 Filled CQG fills data (Restored) 1981165225 30350281728 Fill 2019-09-01 18:48:07.000 801773 F.US.ENQU19 1 Buy 7619.50 Filled CQG fills data (Restored) 1981190224 30350282240 Fill 2019-09-01 18:50:03.000 801773 F.US.ENQU19 1 Sell 7622.25 Filled CQG fills data (Restored) 1981155244 30350289920 Fill 2019-09-01 18:50:04.000 801773 F.US.ENQU19 1 Buy 7622.75 Filled CQG fills data (Restored) 1981200238 30350290432 Fill 2019-09-01 18:52:09.000 801773 F.US.ENQU19 1 Sell 7624.50 Filled CQG fills data (Restored) 1981160251 30350298112 Fill 2019-09-01 18:52:10.000 801773 F.US.ENQU19 1 Buy 7625.25 Filled CQG fills data (Restored) 1981170225 30350298624 Fill 2019-09-01 18:54:01.000 801773 F.US.ENQU19 1 Sell 7625.00 Filled CQG fills data (Restored) 1981215194 30350302976 Fill 2019-09-01 18:54:01.000 801773 F.US.ENQU19 1 Buy 7626.00 Filled CQG fills data (Restored) 1981155255 30350303488 Fill 2019-09-01 23:32:21.859 801773 F.US.ENQU19 1 Market Sell 7633.75 Filled CQG order update (Fill). Exchange ID: 30351614208 4883 1981171143 1 Open -1 30351614208 NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2019-09-02 00:40:01.257 801773 F.US.ENQU19 1 Market Buy 7640.75 Filled CQG order update (Fill). Exchange ID: 30351790592 4885 1981161337 1 Close 30351790592 7642.25 7631.50 NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2019-09-02 08:31:58.572 801773 F.US.ENQU19 1 Market Sell 7669.50 Filled CQG order update (Fill). Exchange ID: 30354254592 4892 1981158449 1 Open -1 30354254592 NQ_Algo_Trailing_Percent_Stop.twconfig |
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