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Date/Time: Sun, 24 Nov 2024 03:53:09 +0000



Post From: "Hanging Orders" on Rithmic and Automated Solutions to Flatten

[2024-06-06 22:41:05]
TraderBiku - Posts: 36
Understood - attached is the Trade Activity Log data file from 06/03/24.

The symbol is MNQM4.CME
The account is APEX-75340-22

The order error in question happened several times during this session:

15:30:46 - internal order ID 37240
18:14:53 - internal order ID 37280

The timezone on the chartbook is CEST (UTC+2)
--

I use an automated trading system that executes market orders with an OCO bracket order from the trade configuration window; in my experience, when trading on the Rithmic data connection, in about 1-in-5 to 1-in-10 trades, when the TP limit order is hit/filled, the chart temporarily shows the position as closed and the OCO brackets disappear; but then a second or two later the stop-loss order re-appears on the screen (which I assume is a result of the order modification error). Sometimes I see this immediately, sometimes I only see it some time after the fact - there is no position on, but there is a still a working stop-order left over from the position. The only way I can get rid of this order is to hit flatten several times manually, and eventually, usually within 10-30 seconds, the remaining order flattens properly.

Please let me know if you need any more information from me - thank you very much.
Date Time Of Last Edit: 2024-06-06 22:42:15
Private File