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Date/Time: Wed, 05 Feb 2025 09:40:39 +0000



Post From: Order cancellation failed message with attached orders

[2020-03-03 12:24:19]
User816220 - Posts: 80
I've been getting quite a few of these messages with the SC Order Routing Service when exiting trades via attached orders. It doesn't happen every time, and I've seen it when either the Target fills or the Stop fills.

Order cancellation failed | SC Futures Order Routing/Data order update (Order cancel reject). Info: Order cancellation failed | Order Cancel Reject. Text: Order not in book. Text: Attached order. Parent: 21443. Tag: SimpleBracket.twconfig. Internal Order ID: 21445. Service Order ID: 527124. Symbol: ESH20_FUT_CME. Account: xxx | 2020-03-02 10:51:13.844 *

The order that "failed to cancel" is the one that didn't fill. The orders in question were in fact cancelled as expected. I have "Use Server Side OCO Orders" and "Use Server Side Bracket Orders" enabled, and I just have single Stop and Limit orders attached.