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Date/Time: Sat, 15 Mar 2025 03:32:54 +0000



Post From: V 2412 : closing position with market order does not cancel attached order

[2022-07-07 12:09:36]
User877753 - Posts: 152
2nd scenario :
sell contract ; market order
sell another contract market; market order
buy to cover one contract; buy ask order
buy to cover another contract; buy ask order


ActivityType  DateTime  TransDateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  HighDuringPosition  LowDuringPosition  Note  AccountBalance  ExchangeOrderID  ClientOrderID  TimeInForce  Username
Orders  2022-07-07 14:05:51.171570  2022-07-07 14:05:51.171564  [Sim]ES-202209-GLOBEX  ES-202209-GLOBEX[M] 10 Sec #1 | User order entry | Last: 3863.75 | AO=1. Attached Order | Client side OCO order  8354    Limit    Buy  3861.25    Pending Child-Client      Sim1  Close  8353            0      Good till Canceled  
Orders  2022-07-07 14:05:51.171589  2022-07-07 14:05:51.171587  [Sim]ES-202209-GLOBEX  ES-202209-GLOBEX[M] 10 Sec #1 | User order entry | Last: 3863.75 | AO=1. Attached Order | Client side OCO order  8355    Stop    Buy  3866.25    Pending Child-Client      Sim1  Close  8353            0      Good till Canceled  
Orders  2022-07-07 14:05:51.171596  2022-07-07 14:05:51.171593  [Sim]ES-202209-GLOBEX  ES-202209-GLOBEX[M] 10 Sec #1 | User order entry | Last: 3863.75 | AO=1  8353    Market  1  Sell      Order Sent      Sim1  Open              0      Day  
Orders  2022-07-07 14:05:51.171608  2022-07-07 14:05:51.171607  [Sim]ES-202209-GLOBEX  Simulated order accepted  8353  8353  Market  1  Sell      Open      Sim1  Open              0      Day  
Orders  2022-07-07 14:05:51.171630  2022-07-07 14:05:51.171628  [Sim]ES-202209-GLOBEX  Trade simulation fill. Bid: 3863.75 Ask: 3864.00 Last: 3863.75  8353  8353  Market  1  Sell      Filled  3863.75  1  Sim1  Open              0      Day  
Fills  2022-07-07 14:05:51.171634  2022-07-07 14:05:51.171625  [Sim]ES-202209-GLOBEX  Trade simulation fill. Bid: 3863.75 Ask: 3864.00 Last: 3863.75  8353  8353  Market  1  Sell      Filled  3863.75  1  Sim1  Open    -1  8353.1        0      Day  
Orders  2022-07-07 14:05:51.171668  2022-07-07 14:05:51.171666  [Sim]ES-202209-GLOBEX  Auto-sent child from parent fill  8354    Limit  1  Buy  3861.25    Order Sent      Sim1  Close  8353  -1          0      Good till Canceled  
Orders  2022-07-07 14:05:51.171674  2022-07-07 14:05:51.171673  [Sim]ES-202209-GLOBEX  Auto-sent child from parent fill  8355    Stop  1  Buy  3866.25    Order Sent      Sim1  Close  8353  -1          0      Good till Canceled  
Orders  2022-07-07 14:05:51.171681  2022-07-07 14:05:51.171681  [Sim]ES-202209-GLOBEX  Simulated order accepted  8354  8354  Limit  1  Buy  3861.25    Open      Sim1  Close  8353  -1          0      Good till Canceled  
Orders  2022-07-07 14:05:51.171686  2022-07-07 14:05:51.171685  [Sim]ES-202209-GLOBEX  Simulated order accepted  8355  8355  Stop  1  Buy  3866.25    Open      Sim1  Close  8353  -1          0      Good till Canceled  
Orders  2022-07-07 14:05:52.986618  2022-07-07 14:05:52.986613  [Sim]ES-202209-GLOBEX  ES-202209-GLOBEX[M] 10 Sec #1 | User order entry | Last: 3863.75 | Scaling in | AO=0  8356    Market  1  Sell      Order Sent      Sim1  Open    -1          0      Day  
Orders  2022-07-07 14:05:52.986636  2022-07-07 14:05:52.986635  [Sim]ES-202209-GLOBEX  Simulated order accepted  8356  8356  Market  1  Sell      Open      Sim1  Open    -1          0      Day  
Orders  2022-07-07 14:05:52.986654  2022-07-07 14:05:52.986653  [Sim]ES-202209-GLOBEX  Trade simulation fill. Bid: 3863.75 Ask: 3864.00 Last: 3863.75  8356  8356  Market  1  Sell      Filled  3863.75  1  Sim1  Open    -1          0      Day  
Fills  2022-07-07 14:05:52.986657  2022-07-07 14:05:52.986652  [Sim]ES-202209-GLOBEX  Trade simulation fill. Bid: 3863.75 Ask: 3864.00 Last: 3863.75  8356  8356  Market  1  Sell      Filled  3863.75  1  Sim1  Open    -2  8356.1  3863.75  3863.75    0      Day  
Orders  2022-07-07 14:05:52.986681  2022-07-07 14:05:51.171681  [Sim]ES-202209-GLOBEX  Scale-In: Increasing quantity of child order by 1 due to order fill of the same side.  8354  8354  Limit  1  Buy  3861.25    Open      Sim1  Close  8353            0      Good till Canceled  
Orders  2022-07-07 14:05:52.986698  2022-07-07 14:05:52.986697  [Sim]ES-202209-GLOBEX  Increasing order quantity (Scale In). Using specified quantity of 2. Using existing order price. Requested Price: 3861.25. Requested Quantity: 2  8354  8354  Limit  1  Buy  3861.25    Pending Modify      Sim1  Close  8353  -2          0      Good till Canceled  
Orders  2022-07-07 14:05:52.986703  2022-07-07 14:05:52.986703  [Sim]ES-202209-GLOBEX  Simulated order modify complete  8354  8354  Limit  2  Buy  3861.25    Open      Sim1  Close  8353  -2          0      Good till Canceled  
Orders  2022-07-07 14:05:52.986708  2022-07-07 14:05:51.171685  [Sim]ES-202209-GLOBEX  Scale-In: Increasing quantity of child order by 1 due to order fill of the same side.  8355  8355  Stop  1  Buy  3866.25    Open      Sim1  Close  8353            0      Good till Canceled  
Orders  2022-07-07 14:05:52.986715  2022-07-07 14:05:52.986715  [Sim]ES-202209-GLOBEX  Increasing order quantity (Scale In). Using specified quantity of 2. Using existing order price. Requested Price: 3866.25. Requested Quantity: 2  8355  8355  Stop  1  Buy  3866.25    Pending Modify      Sim1  Close  8353  -2          0      Good till Canceled  
Orders  2022-07-07 14:05:52.986719  2022-07-07 14:05:52.986718  [Sim]ES-202209-GLOBEX  Simulated order modify complete  8355  8355  Stop  2  Buy  3866.25    Open      Sim1  Close  8353  -2          0      Good till Canceled  
Orders  2022-07-07 14:05:52.986723  2022-07-07 14:05:52.986718  [Sim]ES-202209-GLOBEX  Updating move to breakeven stop reference price to 3863.75  8355  8355  Stop  2  Buy  3866.25    Open      Sim1  Close  8353            0      Good till Canceled  
Orders  2022-07-07 14:05:58.551659  2022-07-07 14:05:58.551651  [Sim]ES-202209-GLOBEX  ES-202209-GLOBEX[M] 10 Sec #1 | User order entry | Last: 3863.75 | Scaling out | AO=0  8357    Limit  1  Buy  3864.00    Order Sent      Sim1  Close    -2          0      Day  
Orders  2022-07-07 14:05:58.551690  2022-07-07 14:05:58.551689  [Sim]ES-202209-GLOBEX  Simulated order accepted  8357  8357  Limit  1  Buy  3864.00    Open      Sim1  Close    -2          0      Day  
Orders  2022-07-07 14:05:58.551718  2022-07-07 14:05:58.551716  [Sim]ES-202209-GLOBEX  Trade simulation fill. Bid: 3863.75 Ask: 3864.00 Last: 3863.75  8357  8357  Limit  1  Buy  3864.00    Filled  3864.00  1  Sim1  Close    -2          0      Day  
Fills  2022-07-07 14:05:58.551722  2022-07-07 14:05:58.551715  [Sim]ES-202209-GLOBEX  Trade simulation fill. Bid: 3863.75 Ask: 3864.00 Last: 3863.75  8357  8357  Limit  1  Buy  3864.00    Filled  3864.00  1  Sim1  Close    -1  8357.1  3863.75  3863.75    0      Day  
Orders  2022-07-07 14:05:58.551761  2022-07-07 14:05:58.551760  [Sim]ES-202209-GLOBEX  Decrementing quantity (Scale out). Using specified quantity of 1. Using existing order price. Requested Price: 3861.25. Requested Quantity: 1  8354  8354  Limit  2  Buy  3861.25    Pending Modify      Sim1  Close  8353  -1          0      Good till Canceled  
Orders  2022-07-07 14:05:58.551770  2022-07-07 14:05:58.551769  [Sim]ES-202209-GLOBEX  Simulated order modify complete  8354  8354  Limit  1  Buy  3861.25    Open      Sim1  Close  8353  -1          0      Good till Canceled  
Orders  2022-07-07 14:05:58.551780  2022-07-07 14:05:58.551769  [Sim]ES-202209-GLOBEX  Scale-Out: Modifying quantity of OCO/Child order.  8354  8354  Limit  1  Buy  3861.25    Open      Sim1  Close  8353            0      Good till Canceled  
Orders  2022-07-07 14:05:58.551787  2022-07-07 14:05:58.551786  [Sim]ES-202209-GLOBEX  Decrementing quantity (Scale out). Using specified quantity of 1. Using existing order price. Requested Price: 3866.25. Requested Quantity: 1  8355  8355  Stop  2  Buy  3866.25    Pending Modify      Sim1  Close  8353  -1          0      Good till Canceled  
Orders  2022-07-07 14:05:58.551793  2022-07-07 14:05:58.551792  [Sim]ES-202209-GLOBEX  Simulated order modify complete  8355  8355  Stop  1  Buy  3866.25    Open      Sim1  Close  8353  -1          0      Good till Canceled  
Orders  2022-07-07 14:05:58.551799  2022-07-07 14:05:58.551792  [Sim]ES-202209-GLOBEX  Scale-Out: Modifying quantity of OCO/Child order.  8355  8355  Stop  1  Buy  3866.25    Open      Sim1  Close  8353            0      Good till Canceled  
Orders  2022-07-07 14:06:00.607493  2022-07-07 14:06:00.607484  [Sim]ES-202209-GLOBEX  ES-202209-GLOBEX[M] 10 Sec #1 | User order entry | Last: 3863.75 | Scaling out | AO=0  8358    Limit  1  Buy  3863.75    Order Sent      Sim1  Close    -1          0      Day  
Orders  2022-07-07 14:06:00.607516  2022-07-07 14:06:00.607515  [Sim]ES-202209-GLOBEX  Simulated order accepted  8358  8358  Limit  1  Buy  3863.75    Open      Sim1  Close    -1          0      Day  
Orders  2022-07-07 14:06:00.607541  2022-07-07 14:06:00.607539  [Sim]ES-202209-GLOBEX  Trade simulation fill. Bid: 3863.50 Ask: 3863.75 Last: 3863.75  8358  8358  Limit  1  Buy  3863.75    Filled  3863.75  1  Sim1  Close    -1          0      Day  
Fills  2022-07-07 14:06:00.607546  2022-07-07 14:06:00.607535  [Sim]ES-202209-GLOBEX  Trade simulation fill. Bid: 3863.50 Ask: 3863.75 Last: 3863.75  8358  8358  Limit  1  Buy  3863.75    Filled  3863.75  1  Sim1  Close      8358.1  3863.75  3863.75    0      Day  
Orders  2022-07-07 14:06:00.607584  2022-07-07 14:06:00.607583  [Sim]ES-202209-GLOBEX  Scale-Out: Canceled OCO/Child order  8354  8354  Limit  1  Buy  3861.25    Pending Cancel      Sim1  Close  8353            0      Good till Canceled  
Orders  2022-07-07 14:06:00.607590  2022-07-07 14:06:00.607588  [Sim]ES-202209-GLOBEX  Simulated order canceled  8354  8354  Limit  1  Buy  3861.25    Canceled      Sim1  Close  8353            0      Good till Canceled  
Orders  2022-07-07 14:06:00.607599  2022-07-07 14:06:00.607598  [Sim]ES-202209-GLOBEX  Scale-Out: Canceled OCO/Child order  8355  8355  Stop  1  Buy  3866.25    Pending Cancel      Sim1  Close  8353            0      Good till Canceled  
Orders  2022-07-07 14:06:00.607604  2022-07-07 14:06:00.607602  [Sim]ES-202209-GLOBEX  Simulated order canceled  8355  8355  Stop  1  Buy  3866.25    Canceled      Sim1  Close  8353            0      Good till Canceled  

In this scenario (short covering by scaling out on buy ask) Scale-Out: Canceled OCO/Child order appears, as in yours.