Support Board
Date/Time: Mon, 24 Feb 2025 06:37:25 +0000
Post From: From TT: We are currently investigating order routing issues for CME
| [2021-02-17 00:50:55] |
| User816220 - Posts: 80 |
|
I haven't traded at all since early morning on 2/15. I should have had no open orders or positions since then. Looking at Sierra's logs from 2/16, it looks like AMP's auto-liquidator managed to open and close two positions on my behalf. Both were for losses. 09:57 - A flurry of cancelled and restated orders shows up in the log
10:00 - CL and ES positions updated to quantity 1 each 11:51 - Two sell orders for CL and ES, qty 1 each, from SenderSubID: AMPRISK1 are filled 11:51 - Positions updated to quantity 0 15:04 - Sierra reports overfills for CL and ES, new position is -1 each 15:05 - Two buy orders for CL and ES, qty 1 each, from SenderSubID: AMPRISK1 are filled 15:05 - Positions updated to quantity 0 The orders at 11:51 and 15:05 have this in the OrderActionSource: SC Futures Order Routing/Data order update (Order update). Info: TT order update (New). Text: Order Added by AutoLiquidation | ExchID: xxx | SenderSubID: AMPRISK1 | New order originated from external service | New order originated from external service
The original phantom orders from 02/15 only had a: - ServiceOrderID - FillExecutionServiceID By contrast, the AMPRISK1 orders have an: - InternalOrderID - ServiceOrderID - FillExecutionServiceID - ExchangeOrderID So I'm guessing that AMP's auto-liquidator really did send those orders and get those fills. |