Support Board
Date/Time: Fri, 22 Nov 2024 16:38:37 +0000
Post From: Rithmic APEX Executions
| [2024-10-11 13:08:10] |
| Gradient - Posts: 89 |
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Hi, My system is fully automated. From the attached screenshots you can see via the blotter that an OCO was sent to offer 8lots of 6B at an average price of 1.3068. The attached stop was 1.3073. The attached target was 1.3048. The order was filled and the market traded to 1.3010 the same bar. My target was not honored but cancelled via the blotter but my system has no logic to cancel any order under those conditions and secondly the attached orders were cancelled and not the parent of which the orderid references the parent in the event of a cancellation. A market order was later sent to close out the position once it was offside 5ticks beyond where my stop was. I've disputed with Apex why this order was generated which didn't align with my system's logic in addition to why the position was even still open given how far the market had traded beyond my target. The logical explanation I have for the closing of the position is that my global profit/loss settings auto kicked in when my OCO was not honored. Can someone provide some explanation as to why the OCO somehow became a naked market order as Apex is alleging a Sierra platform issue. |
 Trade Blotter Oct 2024.png / V - Attached On 2024-10-11 12:39:47 UTC - Size: 212.29 KB - 56 views Orders Being Ignored in Sterling.png / V - Attached On 2024-10-11 12:39:54 UTC - Size: 49.02 KB - 42 views |