Support Board
Date/Time: Fri, 29 Nov 2024 19:24:06 +0000
Post From: Teton StopLimit order price1 and price2 reverse
| [2023-01-24 06:02:39] |
| onnb - Posts: 662 |
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I am looking at a trade activity log of a long trade executed on a Teton account. During this trade a Stop order is placed as price X The stop order is opened and then at some point it appears as a StopLimit order with price1 X and price2 Y (Y = X-3 points). So far this is expected behavior Then at some point we see the following happening at the same second We get the following OrderActionSource message: "Updating last modify Price and Quantity to current values due to an external modification or other reason. LastModifyPrice1: 11610.25, CurrentPrice1: 11610.25, LastModifyQuantity: 0, CurrentQuantity: 1" Price1 becomes Y, Price2 becomes X (they are swapped) The order is marked as filled I can end the log if it you want just let me know. Is this expected that the prices switch like that? |