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Date/Time: Mon, 23 Dec 2024 00:43:52 +0000
Post From: Rithmic& TST - Cancelling bracket order due to no order update from server
[2015-05-14 18:31:29] |
@sstfrederik - Posts: 404 |
It happened this session as well. Orders are TimeInForce: Day. It should not happen, but it also happens when trade is entered manually from the trade window. Below the TAL for this particular trade. Maybe it helps .... ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Fill 2015-05-14 11:27:27.000 ESM5-CME Rithmic Trading order update (Filled) 15805 33621207 Limit 1 Sell 2109.00 Open 2109.00 1 Apr28CC Open -1 123740124 Order 2015-05-14 11:27:27.001 ESM5-CME Auto-sent child from parent fill 15806 Limit 1 Buy 2107.00 Order Sent Apr28CC Close 15805 -1 Order 2015-05-14 11:27:27.002 ESM5-CME Auto-sent child from parent fill 15807 Stop 1 Buy 2111.00 Order Sent Apr28CC Close 15805 -1 Order 2015-05-14 11:27:27.003 ESM5-CME Rithmic Trading order update (Order update) 15805 33621207 Limit 1 Sell 2109.00 Filled 2109.00 1 Apr28CC Open -1 Order 2015-05-14 11:27:45.000 Disconnected from server Unspecified None Order 2015-05-14 11:27:50.000 Connected to server Unspecified None Order 2015-05-14 11:27:56.000 Requesting all orders from trading service Unspecified None Order 2015-05-14 11:27:56.001 ESM5-CME Canceling due to no order update from server 15806 Limit 1 Buy 2107.00 Pending Cancel Apr28CC Close 15805 -1 Order 2015-05-14 11:27:56.002 ESM5-CME Canceling due to no order update from server 15806 Limit 1 Buy 2107.00 Canceled Apr28CC Close 15805 -1 Order 2015-05-14 11:27:56.003 ESM5-CME Canceling due to no order update from server 15807 Stop 1 Buy 2111.00 Pending Cancel Apr28CC Close 15805 -1 Order 2015-05-14 11:27:56.004 ESM5-CME Canceling due to no order update from server 15807 Stop 1 Buy 2111.00 Canceled Apr28CC Close 15805 -1 |