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Post From: CQG Trading issue in Release 1211

[2014-11-12 19:46:07]
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User33803 - Posts: 40
I have experienced some issue with the Release 1211 and CQG FIX Trading. When the system undergoes a small disconnection from the server, the open orders changes to Cancel state due to the following reason according to TAL: "Canceling due to no order update from server". When the connection is up again the system resume the previously canceled order but the attached orders disappear. Sometimes the attached orders remain but not linked with the reinstated parent order so the parent order is filled but the attached orders are not sent to the market.

I remember that this behaviour happened sometime ago (At that time, I worked with TT and not with CQG) and you solve it with a new release. I do not know if this is the same problem but this did not happened in the last releases (at least until R1205)

This thread describes the same problem I currently have with CQG but then the problem was with TT.

Canceling parent order due to no order update


I attach the TAL sequence:

You can see, for instance that the order 100494 was filled but the attached orders were not sent but "Canceling due to no fill notice from parent"


ActivityType  DateTime  Symbol  Quantity  FillPrice  PositionQuantity  BuySell  FilledQuantity  OrderStatus  Price  OrderType  InternalOrderID  ServiceOrderID  OrderActionSource  Price2  TradeAccount  OpenClose  ParentInternalOrderID  FillExecutionServiceID
Order  2014-11-12 16:00:45.000  F.US.CLEZ14  1  77.48  1  Sell  1  Filled  77.48  Limit  100311  482909946  CQG order update (Fill). Exchange ID: 807060649870    XXXXXX  Close  100310  
Fill  2014-11-12 16:00:45.001  F.US.CLEZ14  1  77.48    Sell  1  Filled  77.48  Limit  100311  482909946  CQG order update (Fill). Exchange ID: 807060649870    XXXXXX  Close    482909946
Order  2014-11-12 16:00:45.002  F.US.CLEZ14  1      Sell    Pending Cancel  76.91  Stop  100312  483196624  CQG order update (Pending Cancel)    XXXXXX  Close  100310  
Order  2014-11-12 16:00:45.003  F.US.CLEZ14  1      Sell    Canceled  76.91  Stop  100312  483196624  CQG order update (Cancel). Exchange ID: 807060649871    XXXXXX  Close  100310  
Order  2014-11-12 16:00:53.000  F.US.CLEZ14            Unspecified          Removing Position with quantity of 0    XXXXXX      
Order  2014-11-12 16:02:40.000              Unspecified          Connected to server    None      
Order  2014-11-12 16:03:45.024  F.US.CLEZ14  2      Buy    Pending Cancel  77.75  Stop  100403  482993724  Canceling due to no order update from server    XXXXXX  Open    
Order  2014-11-12 16:03:45.025  F.US.CLEZ14  2      Buy    Canceled  77.75  Stop  100403  482993724  Canceling due to no order update from server    XXXXXX  Open    
Order  2014-11-12 16:03:45.026  F.US.CLEZ14        Sell    Pending Cancel  78.10  Limit  100404    Canceling child orders of internal order ID 100403    XXXXXX  Close  100403  
Order  2014-11-12 16:03:45.027  F.US.CLEZ14        Sell    Canceled  78.10  Limit  100404    Canceling child orders of internal order ID 100403    XXXXXX  Close  100403  
Order  2014-11-12 16:03:45.028  F.US.CLEZ14        Sell    Pending Cancel  77.50  Stop  100405    Canceling child orders of internal order ID 100403    XXXXXX  Close  100403  
Order  2014-11-12 16:03:45.029  F.US.CLEZ14        Sell    Canceled  77.50  Stop  100405    Canceling child orders of internal order ID 100403    XXXXXX  Close  100403  
Order  2014-11-12 16:03:45.030  F.US.CLEZ14  2      Sell    Pending Cancel  76.81  Stop  100406  482910318  Canceling due to no order update from server    XXXXXX  Close    
Order  2014-11-12 16:03:45.031  F.US.CLEZ14  2      Sell    Canceled  76.81  Stop  100406  482910318  Canceling due to no order update from server    XXXXXX  Close    
Order  2014-11-12 16:03:45.032  F.US.CLEZ14        Buy    Pending Cancel  76.47  Limit  100407    Canceling child orders of internal order ID 100406    XXXXXX  Open  100406  
Order  2014-11-12 16:03:45.033  F.US.CLEZ14        Buy    Canceled  76.47  Limit  100407    Canceling child orders of internal order ID 100406    XXXXXX  Open  100406  
Order  2014-11-12 16:03:45.034  F.US.CLEZ14        Buy    Pending Cancel  77.06  Stop  100408    Canceling child orders of internal order ID 100406    XXXXXX  Open  100406  
Order  2014-11-12 16:03:45.035  F.US.CLEZ14        Buy    Canceled  77.06  Stop  100408    Canceling child orders of internal order ID 100406    XXXXXX  Open  100406  
Order  2014-11-12 16:07:20.000              Unspecified          Connected to server    None      
Order  2014-11-12 16:07:26.005  F.US.CLEZ14  2      Buy    Open  77.75  Stop  100488  482993724  CQG order update (Status). Exchange ID: 807061305896    XXXXXX      
Order  2014-11-12 16:07:26.006  F.US.CLEZ14  2      Sell    Open  76.81  Stop  100489  482910318  CQG order update (Status). Exchange ID: 807061305961    XXXXXX      
Order  2014-11-12 16:07:26.011  F.US.CLEZ14            Unspecified          Removing Position with quantity of 0    XXXXXX      
Order  2014-11-12 16:15:00.000  F.US.CLEZ14  2      Buy    Pending Cancel  77.75  Stop  100488  482993724  F.US.CLEZ14 15 Min #2 | User order cancel    XXXXXX      
Order  2014-11-12 16:15:02.000  F.US.CLEZ14        Sell    Pending Child  78.14  Limit  100495    Auto-trade: F.US.CLEZ14 15 Min #2|.|BuyEntry | Last: 77.470001. Attached Order    XXXXXX  Close  100494  
Order  2014-11-12 16:15:02.001  F.US.CLEZ14        Sell    Pending Child  77.54  Stop  100496    Auto-trade: F.US.CLEZ14 15 Min #2|.|BuyEntry | Last: 77.470001. Attached Order    XXXXXX  Close  100494  
Order  2014-11-12 16:15:02.002  F.US.CLEZ14  2      Buy    Order Sent  77.79  Stop  100494    Auto-trade: F.US.CLEZ14 15 Min #2|.|BuyEntry | Last: 77.470001    XXXXXX  Open    
Order  2014-11-12 16:15:02.003  F.US.CLEZ14        Buy    Pending Child  76.46  Limit  100498    Auto-trade: F.US.CLEZ14 15 Min #2|.|SellEntry | Last: 77.470001. Attached Order    XXXXXX  Close  100497  
Order  2014-11-12 16:15:03.000  F.US.CLEZ14        Buy    Pending Child  77.05  Stop  100499    Auto-trade: F.US.CLEZ14 15 Min #2|.|SellEntry | Last: 77.470001. Attached Order    XXXXXX  Close  100497  
Order  2014-11-12 16:15:03.001  F.US.CLEZ14  2      Sell    Order Sent  76.80  Stop  100497    Auto-trade: F.US.CLEZ14 15 Min #2|.|SellEntry | Last: 77.470001    XXXXXX  Open    
Order  2014-11-12 16:15:03.002  F.US.CLEZ14  2      Buy    Canceled  77.75  Stop  100488  482993724  CQG order update (Cancel). Exchange ID: 807061305896    XXXXXX      
Order  2014-11-12 16:15:03.003  F.US.CLEZ14  2      Sell    Pending Cancel  76.81  Stop  100489  482910318  F.US.CLEZ14 15 Min #2 | User order cancel    XXXXXX      
Order  2014-11-12 16:15:03.004  F.US.CLEZ14  2      Buy    Pending Open  77.79  Stop  100494  482900123  CQG order update (New)    XXXXXX  Open    
Order  2014-11-12 16:15:03.005  F.US.CLEZ14  2      Buy    Open  77.79  Stop  100494  482900123  CQG order update (New). Exchange ID: 807061560019    XXXXXX  Open    
Order  2014-11-12 16:15:04.006  F.US.CLEZ14  2      Sell    Pending Open  76.80  Stop  100497  482949448  CQG order update (New)    XXXXXX  Open    
Order  2014-11-12 16:15:04.007  F.US.CLEZ14  2      Sell    Open  76.80  Stop  100497  482949448  CQG order update (New). Exchange ID: 807061560106    XXXXXX  Open    
Order  2014-11-12 16:15:04.008  F.US.CLEZ14  2      Sell    Canceled  76.81  Stop  100489  482910318  CQG order update (Cancel). Exchange ID: 807061305961    XXXXXX      
Order  2014-11-12 16:16:13.000              Unspecified          Connected to server    None      
Order  2014-11-12 16:16:20.000  F.US.CLEZ14            Unspecified          Removing Position with quantity of 0    XXXXXX      
Fill  2014-11-12 16:23:04.000  F.US.CLEZ14  2  77.79    Buy    Filled      100494  100494.1.482900123  CQG fills data (Restored). Exchange Order ID: 482900123    XXXXXX      482900123
Order  2014-11-12 16:23:08.000              Unspecified          Connected to server    None      
Order  2014-11-12 16:23:16.000  F.US.CLEZ14  2  77.79    Buy  2  Filled  77.79  Stop  100494  482900123  CQG order update (Status). Exchange ID: 807061560019    XXXXXX  Open    
Order  2014-11-12 16:23:16.001  F.US.CLEZ14        Sell    Pending Cancel  78.14  Limit  100495    Canceling due to no fill notice from parent    XXXXXX  Close  100494  
Order  2014-11-12 16:23:16.002  F.US.CLEZ14        Sell    Canceled  78.14  Limit  100495    Canceling due to no fill notice from parent    XXXXXX  Close  100494  
Order  2014-11-12 16:23:16.003  F.US.CLEZ14        Sell    Pending Cancel  77.54  Stop  100496    Canceling due to no fill notice from parent    XXXXXX  Close  100494  
Order  2014-11-12 16:23:16.004  F.US.CLEZ14        Sell    Canceled  77.54  Stop  100496    Canceling due to no fill notice from parent    XXXXXX  Close  100494  
Order  2014-11-12 16:23:17.000  F.US.CLEZ14            Unspecified          Synchronized Internal Position to current Service Position. Current Position quantity: 2    XXXXXX      







Date Time Of Last Edit: 2014-11-12 19:48:10