Support Board
Date/Time: Sat, 23 Nov 2024 07:53:22 +0000
Post From: Canceling parent order due to no order update
| [2013-06-18 16:24:52] |
| User18601 - Posts: 31 |
|
OK, I did the test you requested and the attched orders were not canceled. When I had the problem I did not requested any refreshing trade data. It was done by its own. I attach the sequence of order cancellations and restating. ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2013-06-18 17:19:41.000 GC-201308-CME Canceling due to no order update 27883 020XVS865 Stop Limit 1 Buy 1389.6 1394.6 Pending Cancel XXXXXXXXXX Open Order 2013-06-18 17:19:41.001 GC-201308-CME Canceling due to no order update 27883 020XVS865 Stop Limit 1 Buy 1389.6 1394.6 Canceled XXXXXXXXXX Open Order 2013-06-18 17:19:41.002 GC-201308-CME Canceling child orders of internal order ID 27883 27884 Limit Sell 1394.0 Pending Cancel XXXXXXXXXX Close 27883 Order 2013-06-18 17:19:41.003 GC-201308-CME Canceling child orders of internal order ID 27883 27884 Limit Sell 1394.0 Canceled XXXXXXXXXX Close 27883 Order 2013-06-18 17:19:41.004 GC-201308-CME Canceling child orders of internal order ID 27883 27885 Stop Sell 1385.4 Pending Cancel XXXXXXXXXX Close 27883 Order 2013-06-18 17:19:41.005 GC-201308-CME Canceling child orders of internal order ID 27883 27885 Stop Sell 1385.4 Canceled XXXXXXXXXX Close 27883 Order 2013-06-18 17:19:41.006 GC-201308-CME Canceling due to no order update 27886 020XVS866 Stop Limit 1 Sell 1353.5 1348.5 Pending Cancel XXXXXXXXXX Open Order 2013-06-18 17:19:41.007 GC-201308-CME Canceling due to no order update 27886 020XVS866 Stop Limit 1 Sell 1353.5 1348.5 Canceled XXXXXXXXXX Open Order 2013-06-18 17:19:41.008 GC-201308-CME Canceling child orders of internal order ID 27886 27887 Limit Buy 1349.2 Pending Cancel XXXXXXXXXX Close 27886 Order 2013-06-18 17:19:41.009 GC-201308-CME Canceling child orders of internal order ID 27886 27887 Limit Buy 1349.2 Canceled XXXXXXXXXX Close 27886 Order 2013-06-18 17:19:41.010 GC-201308-CME Canceling child orders of internal order ID 27886 27888 Stop Buy 1357.6 Pending Cancel XXXXXXXXXX Close 27886 Order 2013-06-18 17:19:41.011 GC-201308-CME Canceling child orders of internal order ID 27886 27888 Stop Buy 1357.6 Canceled XXXXXXXXXX Close 27886 Order 2013-06-18 17:19:41.012 GC-201308-CME TT order update (Restated). Info: Order Book Download. Exchange ID: 1HS6H 27883 020XVS865 Stop Limit 1 Buy 1389.6 1394.6 Open XXXXXXXXXX Open Order 2013-06-18 17:19:41.013 GC-201308-CME TT order update (Restated). Info: Order Book Download. Exchange ID: 1HS6I 27886 020XVS866 Stop Limit 1 Sell 1353.5 1348.5 Open XXXXXXXXXX Open |