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Date/Time: Sat, 01 Mar 2025 13:18:48 +0000
Using the DOM, quantity is 1, periodically I see I am executing orders of quantity 2
View Count: 456
[2021-10-04 21:10:34] |
User266838 - Posts: 13 |
Using the DOM, quantity is 1, periodically I see I am executing orders of quantity 2 All I do is buy & sell market orders of quantity "1" Connected to the CQG Trading Service Copied Trade Activity log and Trade service log TradeActivity files query time: 0.052888 seconds. Entries: 0. Current queries: 2 | 2021-10-04 08:57:54.527 TradeActivity files query time: 0.000324 seconds. Entries: 0. Current queries: 2 | 2021-10-04 08:57:54.527 TradeActivity files query time: 0.000088 seconds. Entries: 0. Current queries: 1 | 2021-10-04 08:58:02.074 TradeActivity files query time: 0.000082 seconds. Entries: 0. Current queries: 2 | 2021-10-04 08:58:02.783 TradeActivity files query time: 0.000833 seconds. Entries: 0. Current queries: 1 | 2021-10-04 08:58:04.394 TradeActivity files query time: 0.000105 seconds. Entries: 0. Current queries: 1 | 2021-10-04 08:58:04.907 TradeActivity files query time: 0.000113 seconds. Entries: 0. Current queries: 1 | 2021-10-04 08:58:06.421 TradeActivity files query time: 0.000105 seconds. Entries: 0. Current queries: 1 | 2021-10-04 08:58:25.927 TradeActivity files query time: 0.000085 seconds. Entries: 0. Current queries: 1 | 2021-10-04 08:58:27.240 TradeActivity files query time: 0.000084 seconds. Entries: 0. Current queries: 1 | 2021-10-04 08:58:29.294 F.US.MESZ21 [CV] #4 | User order entry | Unable to Flatten/Reverse. Position does not exist | Symbol: [Sim]F.US.MESZ21 | TradeAccount: Sim1 | 2021-10-04 09:35:55.146 * Cleared global profit/loss management data for all simulated trade accounts. | 2021-10-04 09:37:14.274 Cleared Trade Simulation Orders and Data for all Trade Accounts. | Symbol: (unset) | TradeAccount: (unset) | 2021-10-04 09:37:14.274 TradeActivity files query time: 0.242153 seconds. Entries: 0. Current queries: 1 | 2021-10-04 09:37:14.516 Flagging to reload Trades list in charts | Symbol: (unset) | TradeAccount: (unset) | 2021-10-04 09:37:14.519 TradeActivity files query time: 0.000745 seconds. Entries: 0. Current queries: 2 | 2021-10-04 09:37:14.520 TradeActivity files query time: 0.035069 seconds. Entries: 0. Current queries: 1 | 2021-10-04 09:37:14.555 TradeActivity files query time: 0.000082 seconds. Entries: 0. Current queries: 1 | 2021-10-04 09:37:14.580 TradeActivity files query time: 0.000102 seconds. Entries: 0. Current queries: 1 | 2021-10-04 09:37:15.099 TradeActivity files query time: 0.000094 seconds. Entries: 0. Current queries: 1 | 2021-10-04 09:37:15.116 TradeActivity files query time: 0.000041 seconds. Entries: 0. Current queries: 1 | 2021-10-04 09:37:15.116 TradeActivity files query time: 0.000097 seconds. Entries: 0. Current queries: 1 | 2021-10-04 09:37:15.146 TradeActivity files query time: 0.000117 seconds. Entries: 0. Current queries: 1 | 2021-10-04 09:37:15.463 TradeActivity files query time: 0.000098 seconds. Entries: 0. Current queries: 1 | 2021-10-04 09:37:15.478 Cleared global profit/loss management data for all simulated trade accounts. | 2021-10-04 09:46:14.245 Cleared Trade Simulation Orders and Data for all Trade Accounts. | Symbol: (unset) | TradeAccount: (unset) | 2021-10-04 09:46:14.260 TradeActivity files query time: 0.310117 seconds. Entries: 0. Current queries: 1 | 2021-10-04 09:46:14.556 Flagging to reload Trades list in charts | Symbol: (unset) | TradeAccount: (unset) | 2021-10-04 09:46:14.573 TradeActivity files query time: 0.000843 seconds. Entries: 0. Current queries: 2 | 2021-10-04 09:46:14.574 TradeActivity files query time: 0.035103 seconds. Entries: 0. Current queries: 2 | 2021-10-04 09:46:14.609 TradeActivity files query time: 0.000041 seconds. Entries: 0. Current queries: 2 | 2021-10-04 09:46:14.609 TradeActivity files query time: 0.000099 seconds. Entries: 0. Current queries: 1 | 2021-10-04 09:46:14.906 TradeActivity files query time: 0.000092 seconds. Entries: 0. Current queries: 1 | 2021-10-04 09:46:14.921 TradeActivity files query time: 0.000082 seconds. Entries: 0. Current queries: 1 | 2021-10-04 09:46:14.927 TradeActivity files query time: 0.000089 seconds. Entries: 0. Current queries: 1 | 2021-10-04 09:46:15.448 TradeActivity files query time: 0.000098 seconds. Entries: 0. Current queries: 1 | 2021-10-04 09:46:15.467 TradeActivity files query time: 0.000042 seconds. Entries: 0. Current queries: 1 | 2021-10-04 09:46:15.467 Cleared global profit/loss management data for all simulated trade accounts. | 2021-10-04 09:54:36.274 Cleared Trade Simulation Orders and Data for all Trade Accounts. | Symbol: (unset) | TradeAccount: (unset) | 2021-10-04 09:54:36.292 TradeActivity files query time: 0.774512 seconds. Entries: 0. Current queries: 1 | 2021-10-04 09:54:37.049 Flagging to reload Trades list in charts | Symbol: (unset) | TradeAccount: (unset) | 2021-10-04 09:54:37.053 TradeActivity files query time: 0.003383 seconds. Entries: 0. Current queries: 2 | 2021-10-04 09:54:37.056 TradeActivity files query time: 0.043458 seconds. Entries: 0. Current queries: 4 | 2021-10-04 09:54:37.099 TradeActivity files query time: 0.000043 seconds. Entries: 0. Current queries: 4 | 2021-10-04 09:54:37.099 TradeActivity files query time: 0.000032 seconds. Entries: 0. Current queries: 4 | 2021-10-04 09:54:37.100 TradeActivity files query time: 0.000031 seconds. Entries: 0. Current queries: 4 | 2021-10-04 09:54:37.100 TradeActivity files query time: 0.000095 seconds. Entries: 0. Current queries: 1 | 2021-10-04 09:54:37.132 TradeActivity files query time: 0.000111 seconds. Entries: 0. Current queries: 1 | 2021-10-04 09:54:37.449 TradeActivity files query time: 0.000098 seconds. Entries: 0. Current queries: 1 | 2021-10-04 09:54:37.459 TradeActivity files query time: 0.000047 seconds. Entries: 0. Current queries: 1 | 2021-10-04 09:54:37.461 Order Modification Error: F.US.MESZ21 [CV] 1 Min #1 | User order modification ignored. New price is the same during a price modify. Internal Order ID: 12224. Service Order ID: 12224. Account: Sim1 | 2021-10-04 10:23:06.858 Order Modification Error: Order modification not confirmed by user. Internal Order ID: 12227. Service Order ID: 12227. Account: Sim1 | 2021-10-04 10:45:17.193 ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance ExchangeOrderID ClientOrderID TimeInForce Orders 2021-10-04 10:01:08.346651 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4327 | AO=1. Attached Order | Client side OCO order 12214 Limit Buy 4324.00 Pending Child-Client Sim1 Close 12213 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:01:08.355935 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4327 | AO=1. Attached Order | Client side OCO order 12215 Stop Buy 4330.00 Pending Child-Client Sim1 Close 12213 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:01:08.361902 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4327 | AO=1 12213 Market 1 Sell Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:01:08.367649 [Sim]F.US.MESZ21 Simulated order accepted 12213 12213 Market 1 Sell Open Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:01:08.367694 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4327.00 Ask: 4327.25 Last: 4327.00 12213 12213 Market 1 Sell Filled 4327.00 1 Sim1 Open SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 10:01:08.367695 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4327.00 Ask: 4327.25 Last: 4327.00 12213 12213 Market 1 Sell Filled 4327.00 1 Sim1 Open -1 12213.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:01:08.367777 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12214 Limit 1 Buy 4324.00 Order Sent Sim1 Close 12213 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:01:08.367791 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12215 Stop 1 Buy 4330.00 Order Sent Sim1 Close 12213 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:01:08.367808 [Sim]F.US.MESZ21 Simulated order accepted 12214 12214 Limit 1 Buy 4324.00 Open Sim1 Close 12213 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:01:08.367819 [Sim]F.US.MESZ21 Simulated order accepted 12215 12215 Stop 1 Buy 4330.00 Open Sim1 Close 12213 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:01:32.596287 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4329.75 Ask: 4330.00 Last: 4330.00 12215 12215 Stop 1 Buy 4330.00 Filled 4330.00 1 Sim1 Close 12213 -1 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 10:01:32.596288 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4329.75 Ask: 4330.00 Last: 4330.00 12215 12215 Stop 1 Buy 4330.00 Filled 4330.00 1 Sim1 Close 12213 12215.1 4329.75 4326.25 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:01:32.596418 [Sim]F.US.MESZ21 Canceling order due to sibling fill 12214 12214 Limit 1 Buy 4324.00 Pending Cancel Sim1 Close 12213 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:01:32.596443 [Sim]F.US.MESZ21 Simulated order canceled 12214 12214 Limit 1 Buy 4324.00 Canceled Sim1 Close 12213 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:01:39.715251 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4327.75 | AO=1. Attached Order | Client side OCO order 12217 Limit Buy 4324.75 Pending Child-Client Sim1 Close 12216 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:01:39.720966 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4327.75 | AO=1. Attached Order | Client side OCO order 12218 Stop Buy 4330.75 Pending Child-Client Sim1 Close 12216 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:01:39.726265 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4327.75 | AO=1 12216 Market 1 Sell Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:01:39.731486 [Sim]F.US.MESZ21 Simulated order accepted 12216 12216 Market 1 Sell Open Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:01:39.731521 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4327.75 Ask: 4328.00 Last: 4327.75 12216 12216 Market 1 Sell Filled 4327.75 1 Sim1 Open SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 10:01:39.731522 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4327.75 Ask: 4328.00 Last: 4327.75 12216 12216 Market 1 Sell Filled 4327.75 1 Sim1 Open -1 12216.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:01:39.731583 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12217 Limit 1 Buy 4324.75 Order Sent Sim1 Close 12216 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:01:39.731598 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12218 Stop 1 Buy 4330.75 Order Sent Sim1 Close 12216 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:01:39.731615 [Sim]F.US.MESZ21 Simulated order accepted 12217 12217 Limit 1 Buy 4324.75 Open Sim1 Close 12216 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:01:39.731626 [Sim]F.US.MESZ21 Simulated order accepted 12218 12218 Stop 1 Buy 4330.75 Open Sim1 Close 12216 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:02:20.090063 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4324.50 Ask: 4324.75 Last: 4324.75 12217 12217 Limit 1 Buy 4324.75 Filled 4324.75 1 Sim1 Close 12216 -1 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 10:02:20.090064 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4324.50 Ask: 4324.75 Last: 4324.75 12217 12217 Limit 1 Buy 4324.75 Filled 4324.75 1 Sim1 Close 12216 12217.1 4329.50 4325.00 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:02:20.090172 [Sim]F.US.MESZ21 Canceling order due to sibling fill 12218 12218 Stop 1 Buy 4330.75 Pending Cancel Sim1 Close 12216 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:02:20.090204 [Sim]F.US.MESZ21 Simulated order canceled 12218 12218 Stop 1 Buy 4330.75 Canceled Sim1 Close 12216 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:13:05.275241 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4323 | AO=1. Attached Order | Client side OCO order 12220 Limit Sell 4326.25 Pending Child-Client Sim1 Close 12219 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:13:05.282411 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4323 | AO=1. Attached Order | Client side OCO order 12221 Stop Sell 4320.25 Pending Child-Client Sim1 Close 12219 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:13:05.290348 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4323 | AO=1 12219 Market 1 Buy Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:13:05.296106 [Sim]F.US.MESZ21 Simulated order accepted 12219 12219 Market 1 Buy Open Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:13:05.296144 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4323.00 Ask: 4323.25 Last: 4323.00 12219 12219 Market 1 Buy Filled 4323.25 1 Sim1 Open SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 10:13:05.296145 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4323.00 Ask: 4323.25 Last: 4323.00 12219 12219 Market 1 Buy Filled 4323.25 1 Sim1 Open 1 12219.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:13:05.296212 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12220 Limit 1 Sell 4326.25 Order Sent Sim1 Close 12219 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:13:05.296227 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12221 Stop 1 Sell 4320.25 Order Sent Sim1 Close 12219 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:13:05.296245 [Sim]F.US.MESZ21 Simulated order accepted 12220 12220 Limit 1 Sell 4326.25 Open Sim1 Close 12219 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:13:05.296256 [Sim]F.US.MESZ21 Simulated order accepted 12221 12221 Stop 1 Sell 4320.25 Open Sim1 Close 12219 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:13:35.213334 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4326.25 Ask: 4326.50 Last: 4326.25 12220 12220 Limit 1 Sell 4326.25 Filled 4326.25 1 Sim1 Close 12219 1 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 10:13:35.213335 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4326.25 Ask: 4326.50 Last: 4326.25 12220 12220 Limit 1 Sell 4326.25 Filled 4326.25 1 Sim1 Close 12219 12220.1 4326.25 4323.25 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:13:35.213434 [Sim]F.US.MESZ21 Canceling order due to sibling fill 12221 12221 Stop 1 Sell 4320.25 Pending Cancel Sim1 Close 12219 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:13:35.213452 [Sim]F.US.MESZ21 Simulated order canceled 12221 12221 Stop 1 Sell 4320.25 Canceled Sim1 Close 12219 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:21:59.621967 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4313.5 | AO=1. Attached Order | Client side OCO order 12223 Limit Buy 4310.25 Pending Child-Client Sim1 Close 12222 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:21:59.632634 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4313.5 | AO=1. Attached Order | Client side OCO order 12224 Stop Buy 4316.25 Pending Child-Client Sim1 Close 12222 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:21:59.643310 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4313.5 | AO=1 12222 Market 1 Sell Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:21:59.655290 [Sim]F.US.MESZ21 Simulated order accepted 12222 12222 Market 1 Sell Open Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:21:59.655345 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4313.25 Ask: 4313.50 Last: 4313.50 12222 12222 Market 1 Sell Filled 4313.25 1 Sim1 Open SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 10:21:59.655346 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4313.25 Ask: 4313.50 Last: 4313.50 12222 12222 Market 1 Sell Filled 4313.25 1 Sim1 Open -1 12222.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:21:59.655417 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12223 Limit 1 Buy 4310.25 Order Sent Sim1 Close 12222 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:21:59.655434 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12224 Stop 1 Buy 4316.25 Order Sent Sim1 Close 12222 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:21:59.655452 [Sim]F.US.MESZ21 Simulated order accepted 12223 12223 Limit 1 Buy 4310.25 Open Sim1 Close 12222 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:21:59.655463 [Sim]F.US.MESZ21 Simulated order accepted 12224 12224 Stop 1 Buy 4316.25 Open Sim1 Close 12222 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:23:06.858766 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] 1 Min #1 | User order modification ignored. New price is the same during a price modify 12224 12224 Stop 1 Buy 4316.25 Open Sim1 Close 12222 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:23:10.576012 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4310.00 Ask: 4310.25 Last: 4310.25 12223 12223 Limit 1 Buy 4310.25 Filled 4310.25 1 Sim1 Close 12222 -1 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 10:23:10.576013 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4310.00 Ask: 4310.25 Last: 4310.25 12223 12223 Limit 1 Buy 4310.25 Filled 4310.25 1 Sim1 Close 12222 12223.1 4314.50 4310.00 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:23:10.576119 [Sim]F.US.MESZ21 Canceling order due to sibling fill 12224 12224 Stop 1 Buy 4316.25 Pending Cancel Sim1 Close 12222 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:23:10.576154 [Sim]F.US.MESZ21 Simulated order canceled 12224 12224 Stop 1 Buy 4316.25 Canceled Sim1 Close 12222 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:44:56.264700 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4296 | AO=1. Attached Order | Client side OCO order 12226 Limit Sell 4299.25 Pending Child-Client Sim1 Close 12225 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:44:56.277607 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4296 | AO=1. Attached Order | Client side OCO order 12227 Stop Sell 4293.25 Pending Child-Client Sim1 Close 12225 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:44:56.287856 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4296 | AO=1 12225 Market 1 Buy Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:44:56.298728 [Sim]F.US.MESZ21 Simulated order accepted 12225 12225 Market 1 Buy Open Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:44:56.298785 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4296.00 Ask: 4296.25 Last: 4296.00 12225 12225 Market 1 Buy Filled 4296.25 1 Sim1 Open SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 10:44:56.298786 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4296.00 Ask: 4296.25 Last: 4296.00 12225 12225 Market 1 Buy Filled 4296.25 1 Sim1 Open 1 12225.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:44:56.298858 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12226 Limit 1 Sell 4299.25 Order Sent Sim1 Close 12225 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:44:56.298873 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12227 Stop 1 Sell 4293.25 Order Sent Sim1 Close 12225 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:44:56.298891 [Sim]F.US.MESZ21 Simulated order accepted 12226 12226 Limit 1 Sell 4299.25 Open Sim1 Close 12225 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:44:56.298901 [Sim]F.US.MESZ21 Simulated order accepted 12227 12227 Stop 1 Sell 4293.25 Open Sim1 Close 12225 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:44:56.363299 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4296 | AO=1. Attached Order | Client side OCO order 12229 Limit Sell 4299.25 Pending Child-Client Sim1 Close 12228 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:44:56.372793 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4296 | AO=1. Attached Order | Client side OCO order 12230 Stop Sell 4293.25 Pending Child-Client Sim1 Close 12228 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:44:56.382322 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4296 | AO=1 12228 Market 1 Buy Order Sent Sim1 Open 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:44:56.391877 [Sim]F.US.MESZ21 Simulated order accepted 12228 12228 Market 1 Buy Open Sim1 Open 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:44:56.391930 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4296.00 Ask: 4296.25 Last: 4296.00 12228 12228 Market 1 Buy Filled 4296.25 1 Sim1 Open 1 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 10:44:56.391931 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4296.00 Ask: 4296.25 Last: 4296.00 12228 12228 Market 1 Buy Filled 4296.25 1 Sim1 Open 2 12228.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:44:56.391998 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12229 Limit 1 Sell 4299.25 Order Sent Sim1 Close 12228 2 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:44:56.392012 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12230 Stop 1 Sell 4293.25 Order Sent Sim1 Close 12228 2 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:44:56.392030 [Sim]F.US.MESZ21 Simulated order accepted 12229 12229 Limit 1 Sell 4299.25 Open Sim1 Close 12228 2 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:44:56.392046 [Sim]F.US.MESZ21 Simulated order accepted 12230 12230 Stop 1 Sell 4293.25 Open Sim1 Close 12228 2 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:45:14.117640 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.25 Ask: 4293.50 Last: 4293.25 12227 12227 Stop 1 Sell 4293.25 Filled 4293.25 1 Sim1 Close 12225 2 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 10:45:14.117641 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.25 Ask: 4293.50 Last: 4293.25 12227 12227 Stop 1 Sell 4293.25 Filled 4293.25 1 Sim1 Close 12225 1 12227.1 4296.25 4293.25 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:45:14.117748 [Sim]F.US.MESZ21 Canceling order due to sibling fill 12226 12226 Limit 1 Sell 4299.25 Pending Cancel Sim1 Close 12225 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:45:14.117769 [Sim]F.US.MESZ21 Simulated order canceled 12226 12226 Limit 1 Sell 4299.25 Canceled Sim1 Close 12225 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:45:14.117972 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.25 Ask: 4293.50 Last: 4293.25 12230 12230 Stop 1 Sell 4293.25 Filled 4293.25 1 Sim1 Close 12228 1 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 10:45:14.117973 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.25 Ask: 4293.50 Last: 4293.25 12230 12230 Stop 1 Sell 4293.25 Filled 4293.25 1 Sim1 Close 12228 12230.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:45:14.118011 [Sim]F.US.MESZ21 Canceling order due to sibling fill 12229 12229 Limit 1 Sell 4299.25 Pending Cancel Sim1 Close 12228 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:45:14.118023 [Sim]F.US.MESZ21 Simulated order canceled 12229 12229 Limit 1 Sell 4299.25 Canceled Sim1 Close 12228 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 10:45:17.193808 [Sim]F.US.MESZ21 Order modification not confirmed by user 12227 12227 Stop 1 Sell 4293.25 Filled 4293.25 1 Sim1 Close 12225 12227.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:09.639249 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294.5 | AO=1. Attached Order | Client side OCO order 12232 Limit Sell 4297.50 Pending Child-Client Sim1 Close 12231 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:09.667998 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294.5 | AO=1. Attached Order | Client side OCO order 12233 Stop Sell 4291.50 Pending Child-Client Sim1 Close 12231 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:09.693385 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294.5 | AO=1 12231 Market 1 Buy Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:09.720639 [Sim]F.US.MESZ21 Simulated order accepted 12231 12231 Market 1 Buy Open Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:09.720809 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.00 Ask: 4294.50 Last: 4294.50 12231 12231 Market 1 Buy Filled 4294.50 1 Sim1 Open SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:45:09.720810 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.00 Ask: 4294.50 Last: 4294.50 12231 12231 Market 1 Buy Filled 4294.50 1 Sim1 Open 1 12231.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:09.721049 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12232 Limit 1 Sell 4297.50 Order Sent Sim1 Close 12231 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:09.721071 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12233 Stop 1 Sell 4291.50 Order Sent Sim1 Close 12231 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:09.721097 [Sim]F.US.MESZ21 Simulated order accepted 12232 12232 Limit 1 Sell 4297.50 Open Sim1 Close 12231 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:09.721108 [Sim]F.US.MESZ21 Simulated order accepted 12233 12233 Stop 1 Sell 4291.50 Open Sim1 Close 12231 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:13.998504 [Sim]F.US.MESZ21 Initiating: F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12232 12232 Limit 1 Sell 4297.50 Open Sim1 Close 12231 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:13.998544 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12232 12232 Limit 1 Sell 4297.50 Pending Cancel Sim1 Close 12231 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:13.998568 [Sim]F.US.MESZ21 Simulated order canceled 12232 12232 Limit 1 Sell 4297.50 Canceled Sim1 Close 12231 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:13.998585 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12233 12233 Stop 1 Sell 4291.50 Pending Cancel Sim1 Close 12231 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:13.998596 [Sim]F.US.MESZ21 Simulated order canceled 12233 12233 Stop 1 Sell 4291.50 Canceled Sim1 Close 12231 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:13.998611 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry. Flatten&Cancel | Last: 4294.5. Current Position quantity: 1 | AO=0 12234 Market 1 Sell Order Sent Sim1 Close 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:14.025389 [Sim]F.US.MESZ21 Simulated order accepted 12234 12234 Market 1 Sell Open Sim1 Close 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:14.025445 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.00 Ask: 4294.50 Last: 4294.50 12234 12234 Market 1 Sell Filled 4294.00 1 Sim1 Close 1 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:45:14.025446 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.00 Ask: 4294.50 Last: 4294.50 12234 12234 Market 1 Sell Filled 4294.00 1 Sim1 Close 12234.1 4294.50 4294.50 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:19.992024 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294.5 | AO=1. Attached Order | Client side OCO order 12236 Limit Buy 4291.00 Pending Child-Client Sim1 Close 12235 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:20.021280 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294.5 | AO=1. Attached Order | Client side OCO order 12237 Stop Buy 4297.00 Pending Child-Client Sim1 Close 12235 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:20.048292 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294.5 | AO=1 12235 Market 1 Sell Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:20.077453 [Sim]F.US.MESZ21 Simulated order accepted 12235 12235 Market 1 Sell Open Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:20.077500 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.00 Ask: 4294.50 Last: 4294.50 12235 12235 Market 1 Sell Filled 4294.00 1 Sim1 Open SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:45:20.077501 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.00 Ask: 4294.50 Last: 4294.50 12235 12235 Market 1 Sell Filled 4294.00 1 Sim1 Open -1 12235.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:20.077574 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12236 Limit 1 Buy 4291.00 Order Sent Sim1 Close 12235 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:20.077590 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12237 Stop 1 Buy 4297.00 Order Sent Sim1 Close 12235 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:20.077607 [Sim]F.US.MESZ21 Simulated order accepted 12236 12236 Limit 1 Buy 4291.00 Open Sim1 Close 12235 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:20.077618 [Sim]F.US.MESZ21 Simulated order accepted 12237 12237 Stop 1 Buy 4297.00 Open Sim1 Close 12235 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:24.318384 [Sim]F.US.MESZ21 Initiating: F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12236 12236 Limit 1 Buy 4291.00 Open Sim1 Close 12235 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:24.318420 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12236 12236 Limit 1 Buy 4291.00 Pending Cancel Sim1 Close 12235 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:24.318443 [Sim]F.US.MESZ21 Simulated order canceled 12236 12236 Limit 1 Buy 4291.00 Canceled Sim1 Close 12235 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:24.318462 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12237 12237 Stop 1 Buy 4297.00 Pending Cancel Sim1 Close 12235 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:24.318472 [Sim]F.US.MESZ21 Simulated order canceled 12237 12237 Stop 1 Buy 4297.00 Canceled Sim1 Close 12235 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:24.318488 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry. Flatten&Cancel | Last: 4294. Current Position quantity: -1 | AO=0 12238 Market 1 Buy Order Sent Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:24.347097 [Sim]F.US.MESZ21 Simulated order accepted 12238 12238 Market 1 Buy Open Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:24.347146 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4294.00 12238 12238 Market 1 Buy Filled 4294.25 1 Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:45:24.347147 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4294.00 12238 12238 Market 1 Buy Filled 4294.25 1 Sim1 Close 12238.1 4294.50 4294.00 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:27.270465 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294 | AO=1. Attached Order | Client side OCO order 12240 Limit Sell 4297.25 Pending Child-Client Sim1 Close 12239 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:27.299349 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294 | AO=1. Attached Order | Client side OCO order 12241 Stop Sell 4291.25 Pending Child-Client Sim1 Close 12239 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:27.326840 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294 | AO=1 12239 Market 1 Buy Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:27.353748 [Sim]F.US.MESZ21 Simulated order accepted 12239 12239 Market 1 Buy Open Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:27.353799 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.00 Ask: 4294.25 Last: 4294.00 12239 12239 Market 1 Buy Filled 4294.25 1 Sim1 Open SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:45:27.353800 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.00 Ask: 4294.25 Last: 4294.00 12239 12239 Market 1 Buy Filled 4294.25 1 Sim1 Open 1 12239.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:27.353866 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12240 Limit 1 Sell 4297.25 Order Sent Sim1 Close 12239 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:27.353880 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12241 Stop 1 Sell 4291.25 Order Sent Sim1 Close 12239 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:27.353899 [Sim]F.US.MESZ21 Simulated order accepted 12240 12240 Limit 1 Sell 4297.25 Open Sim1 Close 12239 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:27.353910 [Sim]F.US.MESZ21 Simulated order accepted 12241 12241 Stop 1 Sell 4291.25 Open Sim1 Close 12239 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:30.910240 [Sim]F.US.MESZ21 Initiating: F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12240 12240 Limit 1 Sell 4297.25 Open Sim1 Close 12239 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:30.910276 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12240 12240 Limit 1 Sell 4297.25 Pending Cancel Sim1 Close 12239 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:30.910299 [Sim]F.US.MESZ21 Simulated order canceled 12240 12240 Limit 1 Sell 4297.25 Canceled Sim1 Close 12239 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:30.910317 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12241 12241 Stop 1 Sell 4291.25 Pending Cancel Sim1 Close 12239 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:30.910333 [Sim]F.US.MESZ21 Simulated order canceled 12241 12241 Stop 1 Sell 4291.25 Canceled Sim1 Close 12239 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:30.910347 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry. Flatten&Cancel | Last: 4294. Current Position quantity: 1 | AO=0 12242 Market 1 Sell Order Sent Sim1 Close 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:30.939626 [Sim]F.US.MESZ21 Simulated order accepted 12242 12242 Market 1 Sell Open Sim1 Close 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:30.939789 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4294.00 12242 12242 Market 1 Sell Filled 4293.75 1 Sim1 Close 1 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:45:30.939790 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4294.00 12242 12242 Market 1 Sell Filled 4293.75 1 Sim1 Close 12242.1 4294.00 4294.00 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:34.694573 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294 | AO=1. Attached Order | Client side OCO order 12244 Limit Buy 4290.75 Pending Child-Client Sim1 Close 12243 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:34.730900 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294 | AO=1. Attached Order | Client side OCO order 12245 Stop Buy 4296.75 Pending Child-Client Sim1 Close 12243 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:34.764434 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294 | AO=1 12243 Market 1 Sell Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:34.795389 [Sim]F.US.MESZ21 Simulated order accepted 12243 12243 Market 1 Sell Open Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:34.795433 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4294.00 12243 12243 Market 1 Sell Filled 4293.75 1 Sim1 Open SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:45:34.795434 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4294.00 12243 12243 Market 1 Sell Filled 4293.75 1 Sim1 Open -1 12243.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:34.795568 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12244 Limit 1 Buy 4290.75 Order Sent Sim1 Close 12243 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:34.795585 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12245 Stop 1 Buy 4296.75 Order Sent Sim1 Close 12243 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:34.795602 [Sim]F.US.MESZ21 Simulated order accepted 12244 12244 Limit 1 Buy 4290.75 Open Sim1 Close 12243 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:34.795613 [Sim]F.US.MESZ21 Simulated order accepted 12245 12245 Stop 1 Buy 4296.75 Open Sim1 Close 12243 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:38.191018 [Sim]F.US.MESZ21 Initiating: F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12244 12244 Limit 1 Buy 4290.75 Open Sim1 Close 12243 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:38.191077 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12244 12244 Limit 1 Buy 4290.75 Pending Cancel Sim1 Close 12243 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:38.191109 [Sim]F.US.MESZ21 Simulated order canceled 12244 12244 Limit 1 Buy 4290.75 Canceled Sim1 Close 12243 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:38.191131 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12245 12245 Stop 1 Buy 4296.75 Pending Cancel Sim1 Close 12243 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:38.191144 [Sim]F.US.MESZ21 Simulated order canceled 12245 12245 Stop 1 Buy 4296.75 Canceled Sim1 Close 12243 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:38.191164 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry. Flatten&Cancel | Last: 4294. Current Position quantity: -1 | AO=0 12246 Market 1 Buy Order Sent Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:38.227375 [Sim]F.US.MESZ21 Simulated order accepted 12246 12246 Market 1 Buy Open Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:38.227424 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4294.00 12246 12246 Market 1 Buy Filled 4294.25 1 Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:45:38.227425 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4294.00 12246 12246 Market 1 Buy Filled 4294.25 1 Sim1 Close 12246.1 4294.00 4294.00 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:44.720560 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4293.75 | AO=1. Attached Order | Client side OCO order 12248 Limit Sell 4297.25 Pending Child-Client Sim1 Close 12247 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:44.753071 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4293.75 | AO=1. Attached Order | Client side OCO order 12249 Stop Sell 4291.25 Pending Child-Client Sim1 Close 12247 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:44.783829 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4293.75 | AO=1 12247 Market 1 Buy Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:44.815030 [Sim]F.US.MESZ21 Simulated order accepted 12247 12247 Market 1 Buy Open Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:44.815074 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4293.75 12247 12247 Market 1 Buy Filled 4294.25 1 Sim1 Open SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:45:44.815075 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4293.75 12247 12247 Market 1 Buy Filled 4294.25 1 Sim1 Open 1 12247.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:44.815157 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12248 Limit 1 Sell 4297.25 Order Sent Sim1 Close 12247 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:44.815181 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12249 Stop 1 Sell 4291.25 Order Sent Sim1 Close 12247 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:44.815199 [Sim]F.US.MESZ21 Simulated order accepted 12248 12248 Limit 1 Sell 4297.25 Open Sim1 Close 12247 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:44.815211 [Sim]F.US.MESZ21 Simulated order accepted 12249 12249 Stop 1 Sell 4291.25 Open Sim1 Close 12247 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:48.257346 [Sim]F.US.MESZ21 Initiating: F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12248 12248 Limit 1 Sell 4297.25 Open Sim1 Close 12247 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:48.257385 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12248 12248 Limit 1 Sell 4297.25 Pending Cancel Sim1 Close 12247 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:48.257411 [Sim]F.US.MESZ21 Simulated order canceled 12248 12248 Limit 1 Sell 4297.25 Canceled Sim1 Close 12247 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:48.257436 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12249 12249 Stop 1 Sell 4291.25 Pending Cancel Sim1 Close 12247 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:48.257449 [Sim]F.US.MESZ21 Simulated order canceled 12249 12249 Stop 1 Sell 4291.25 Canceled Sim1 Close 12247 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:48.257466 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry. Flatten&Cancel | Last: 4293.75. Current Position quantity: 1 | AO=0 12250 Market 1 Sell Order Sent Sim1 Close 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:48.292725 [Sim]F.US.MESZ21 Simulated order accepted 12250 12250 Market 1 Sell Open Sim1 Close 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:48.292775 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4293.75 12250 12250 Market 1 Sell Filled 4293.75 1 Sim1 Close 1 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:45:48.292776 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4293.75 12250 12250 Market 1 Sell Filled 4293.75 1 Sim1 Close 12250.1 4293.75 4293.75 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:50.870527 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4293.75 | AO=1. Attached Order | Client side OCO order 12252 Limit Buy 4290.75 Pending Child-Client Sim1 Close 12251 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:50.902713 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4293.75 | AO=1. Attached Order | Client side OCO order 12253 Stop Buy 4296.75 Pending Child-Client Sim1 Close 12251 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:50.936501 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4293.75 | AO=1 12251 Market 1 Sell Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:50.969146 [Sim]F.US.MESZ21 Simulated order accepted 12251 12251 Market 1 Sell Open Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:50.969187 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4293.75 12251 12251 Market 1 Sell Filled 4293.75 1 Sim1 Open SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:45:50.969188 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4293.75 12251 12251 Market 1 Sell Filled 4293.75 1 Sim1 Open -1 12251.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:50.969255 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12252 Limit 1 Buy 4290.75 Order Sent Sim1 Close 12251 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:50.969271 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12253 Stop 1 Buy 4296.75 Order Sent Sim1 Close 12251 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:50.969289 [Sim]F.US.MESZ21 Simulated order accepted 12252 12252 Limit 1 Buy 4290.75 Open Sim1 Close 12251 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:50.969301 [Sim]F.US.MESZ21 Simulated order accepted 12253 12253 Stop 1 Buy 4296.75 Open Sim1 Close 12251 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:55.863941 [Sim]F.US.MESZ21 Initiating: F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12252 12252 Limit 1 Buy 4290.75 Open Sim1 Close 12251 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:55.863975 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12252 12252 Limit 1 Buy 4290.75 Pending Cancel Sim1 Close 12251 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:55.864000 [Sim]F.US.MESZ21 Simulated order canceled 12252 12252 Limit 1 Buy 4290.75 Canceled Sim1 Close 12251 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:55.864019 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12253 12253 Stop 1 Buy 4296.75 Pending Cancel Sim1 Close 12251 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:55.864029 [Sim]F.US.MESZ21 Simulated order canceled 12253 12253 Stop 1 Buy 4296.75 Canceled Sim1 Close 12251 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:55.864044 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry. Flatten&Cancel | Last: 4293.75. Current Position quantity: -1 | AO=0 12254 Market 1 Buy Order Sent Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:55.899515 [Sim]F.US.MESZ21 Simulated order accepted 12254 12254 Market 1 Buy Open Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:55.899565 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4293.75 12254 12254 Market 1 Buy Filled 4294.25 1 Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:45:55.899566 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4293.75 12254 12254 Market 1 Buy Filled 4294.25 1 Sim1 Close 12254.1 4293.75 4293.75 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:57.814677 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294 | AO=1. Attached Order | Client side OCO order 12256 Limit Sell 4297.25 Pending Child-Client Sim1 Close 12255 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:57.850347 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294 | AO=1. Attached Order | Client side OCO order 12257 Stop Sell 4291.25 Pending Child-Client Sim1 Close 12255 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:57.884388 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294 | AO=1 12255 Market 1 Buy Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:57.919007 [Sim]F.US.MESZ21 Simulated order accepted 12255 12255 Market 1 Buy Open Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:57.919049 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4294.00 12255 12255 Market 1 Buy Filled 4294.25 1 Sim1 Open SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:45:57.919050 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4294.00 12255 12255 Market 1 Buy Filled 4294.25 1 Sim1 Open 1 12255.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:57.919118 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12256 Limit 1 Sell 4297.25 Order Sent Sim1 Close 12255 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:57.919132 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12257 Stop 1 Sell 4291.25 Order Sent Sim1 Close 12255 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:57.919150 [Sim]F.US.MESZ21 Simulated order accepted 12256 12256 Limit 1 Sell 4297.25 Open Sim1 Close 12255 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:45:57.919160 [Sim]F.US.MESZ21 Simulated order accepted 12257 12257 Stop 1 Sell 4291.25 Open Sim1 Close 12255 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:01.126291 [Sim]F.US.MESZ21 Initiating: F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12256 12256 Limit 1 Sell 4297.25 Open Sim1 Close 12255 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:01.126325 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12256 12256 Limit 1 Sell 4297.25 Pending Cancel Sim1 Close 12255 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:01.126357 [Sim]F.US.MESZ21 Simulated order canceled 12256 12256 Limit 1 Sell 4297.25 Canceled Sim1 Close 12255 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:01.126376 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12257 12257 Stop 1 Sell 4291.25 Pending Cancel Sim1 Close 12255 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:01.126389 [Sim]F.US.MESZ21 Simulated order canceled 12257 12257 Stop 1 Sell 4291.25 Canceled Sim1 Close 12255 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:01.126413 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry. Flatten&Cancel | Last: 4294. Current Position quantity: 1 | AO=0 12258 Market 1 Sell Order Sent Sim1 Close 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:01.165832 [Sim]F.US.MESZ21 Simulated order accepted 12258 12258 Market 1 Sell Open Sim1 Close 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:01.165887 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4294.00 12258 12258 Market 1 Sell Filled 4293.75 1 Sim1 Close 1 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:46:01.165888 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4294.00 12258 12258 Market 1 Sell Filled 4293.75 1 Sim1 Close 12258.1 4294.00 4294.00 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:12.158602 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4293.75 | AO=1. Attached Order | Client side OCO order 12260 Limit Buy 4290.75 Pending Child-Client Sim1 Close 12259 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:12.196565 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4293.75 | AO=1. Attached Order | Client side OCO order 12261 Stop Buy 4296.75 Pending Child-Client Sim1 Close 12259 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:12.233088 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4293.75 | AO=1 12259 Market 1 Sell Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:12.269862 [Sim]F.US.MESZ21 Simulated order accepted 12259 12259 Market 1 Sell Open Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:12.269905 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4293.75 12259 12259 Market 1 Sell Filled 4293.75 1 Sim1 Open SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:46:12.269906 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4293.75 12259 12259 Market 1 Sell Filled 4293.75 1 Sim1 Open -1 12259.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:12.269986 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12260 Limit 1 Buy 4290.75 Order Sent Sim1 Close 12259 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:12.270001 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12261 Stop 1 Buy 4296.75 Order Sent Sim1 Close 12259 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:12.270019 [Sim]F.US.MESZ21 Simulated order accepted 12260 12260 Limit 1 Buy 4290.75 Open Sim1 Close 12259 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:12.270029 [Sim]F.US.MESZ21 Simulated order accepted 12261 12261 Stop 1 Buy 4296.75 Open Sim1 Close 12259 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:18.694491 [Sim]F.US.MESZ21 Initiating: F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12260 12260 Limit 1 Buy 4290.75 Open Sim1 Close 12259 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:18.694527 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12260 12260 Limit 1 Buy 4290.75 Pending Cancel Sim1 Close 12259 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:18.694559 [Sim]F.US.MESZ21 Simulated order canceled 12260 12260 Limit 1 Buy 4290.75 Canceled Sim1 Close 12259 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:18.694575 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12261 12261 Stop 1 Buy 4296.75 Pending Cancel Sim1 Close 12259 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:18.694588 [Sim]F.US.MESZ21 Simulated order canceled 12261 12261 Stop 1 Buy 4296.75 Canceled Sim1 Close 12259 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:18.694608 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry. Flatten&Cancel | Last: 4294.25. Current Position quantity: -1 | AO=0 12262 Market 1 Buy Order Sent Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:18.733727 [Sim]F.US.MESZ21 Simulated order accepted 12262 12262 Market 1 Buy Open Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:18.733776 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.00 Ask: 4294.25 Last: 4294.25 12262 12262 Market 1 Buy Filled 4294.25 1 Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:46:18.733777 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.00 Ask: 4294.25 Last: 4294.25 12262 12262 Market 1 Buy Filled 4294.25 1 Sim1 Close 12262.1 4294.25 4293.75 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:21.390472 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294.25 | AO=1. Attached Order | Client side OCO order 12264 Limit Sell 4297.25 Pending Child-Client Sim1 Close 12263 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:21.429308 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294.25 | AO=1. Attached Order | Client side OCO order 12265 Stop Sell 4291.25 Pending Child-Client Sim1 Close 12263 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:21.469206 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294.25 | AO=1 12263 Market 1 Buy Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:21.507907 [Sim]F.US.MESZ21 Simulated order accepted 12263 12263 Market 1 Buy Open Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:21.507953 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4294.25 12263 12263 Market 1 Buy Filled 4294.25 1 Sim1 Open SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:46:21.507954 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4294.25 12263 12263 Market 1 Buy Filled 4294.25 1 Sim1 Open 1 12263.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:21.508089 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12264 Limit 1 Sell 4297.25 Order Sent Sim1 Close 12263 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:21.508103 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12265 Stop 1 Sell 4291.25 Order Sent Sim1 Close 12263 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:21.508126 [Sim]F.US.MESZ21 Simulated order accepted 12264 12264 Limit 1 Sell 4297.25 Open Sim1 Close 12263 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:21.508138 [Sim]F.US.MESZ21 Simulated order accepted 12265 12265 Stop 1 Sell 4291.25 Open Sim1 Close 12263 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:25.366559 [Sim]F.US.MESZ21 Initiating: F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12264 12264 Limit 1 Sell 4297.25 Open Sim1 Close 12263 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:25.366598 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12264 12264 Limit 1 Sell 4297.25 Pending Cancel Sim1 Close 12263 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:25.366627 [Sim]F.US.MESZ21 Simulated order canceled 12264 12264 Limit 1 Sell 4297.25 Canceled Sim1 Close 12263 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:25.366643 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12265 12265 Stop 1 Sell 4291.25 Pending Cancel Sim1 Close 12263 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:25.366653 [Sim]F.US.MESZ21 Simulated order canceled 12265 12265 Stop 1 Sell 4291.25 Canceled Sim1 Close 12263 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:25.366668 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry. Flatten&Cancel | Last: 4293.75. Current Position quantity: 1 | AO=0 12266 Market 1 Sell Order Sent Sim1 Close 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:25.411241 [Sim]F.US.MESZ21 Simulated order accepted 12266 12266 Market 1 Sell Open Sim1 Close 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:25.411292 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4293.75 12266 12266 Market 1 Sell Filled 4293.75 1 Sim1 Close 1 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:46:25.411293 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4293.75 12266 12266 Market 1 Sell Filled 4293.75 1 Sim1 Close 12266.1 4294.25 4293.75 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:29.878879 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294.25 | AO=1. Attached Order | Client side OCO order 12268 Limit Buy 4290.75 Pending Child-Client Sim1 Close 12267 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:29.925464 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294.25 | AO=1. Attached Order | Client side OCO order 12269 Stop Buy 4296.75 Pending Child-Client Sim1 Close 12267 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:29.970390 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294.25 | AO=1 12267 Market 1 Sell Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:30.013500 [Sim]F.US.MESZ21 Simulated order accepted 12267 12267 Market 1 Sell Open Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:30.013554 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4294.25 12267 12267 Market 1 Sell Filled 4293.75 1 Sim1 Open SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:46:30.013555 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4294.25 12267 12267 Market 1 Sell Filled 4293.75 1 Sim1 Open -1 12267.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:30.013641 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12268 Limit 1 Buy 4290.75 Order Sent Sim1 Close 12267 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:30.013656 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12269 Stop 1 Buy 4296.75 Order Sent Sim1 Close 12267 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:30.013674 [Sim]F.US.MESZ21 Simulated order accepted 12268 12268 Limit 1 Buy 4290.75 Open Sim1 Close 12267 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:30.013686 [Sim]F.US.MESZ21 Simulated order accepted 12269 12269 Stop 1 Buy 4296.75 Open Sim1 Close 12267 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:34.134204 [Sim]F.US.MESZ21 Initiating: F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12268 12268 Limit 1 Buy 4290.75 Open Sim1 Close 12267 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:34.134240 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12268 12268 Limit 1 Buy 4290.75 Pending Cancel Sim1 Close 12267 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:34.134264 [Sim]F.US.MESZ21 Simulated order canceled 12268 12268 Limit 1 Buy 4290.75 Canceled Sim1 Close 12267 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:34.134282 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12269 12269 Stop 1 Buy 4296.75 Pending Cancel Sim1 Close 12267 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:34.134294 [Sim]F.US.MESZ21 Simulated order canceled 12269 12269 Stop 1 Buy 4296.75 Canceled Sim1 Close 12267 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:34.134310 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry. Flatten&Cancel | Last: 4294.25. Current Position quantity: -1 | AO=0 12270 Market 1 Buy Order Sent Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:34.177640 [Sim]F.US.MESZ21 Simulated order accepted 12270 12270 Market 1 Buy Open Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:34.177688 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4294.25 12270 12270 Market 1 Buy Filled 4294.25 1 Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:46:34.177689 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4294.25 12270 12270 Market 1 Buy Filled 4294.25 1 Sim1 Close 12270.1 4294.25 4294.25 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:37.510794 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294.25 | AO=1. Attached Order | Client side OCO order 12272 Limit Sell 4297.25 Pending Child-Client Sim1 Close 12271 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:37.554488 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294.25 | AO=1. Attached Order | Client side OCO order 12273 Stop Sell 4291.25 Pending Child-Client Sim1 Close 12271 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:37.596067 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4294.25 | AO=1 12271 Market 1 Buy Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:37.638264 [Sim]F.US.MESZ21 Simulated order accepted 12271 12271 Market 1 Buy Open Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:37.638309 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4294.25 12271 12271 Market 1 Buy Filled 4294.25 1 Sim1 Open SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:46:37.638310 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4293.75 Ask: 4294.25 Last: 4294.25 12271 12271 Market 1 Buy Filled 4294.25 1 Sim1 Open 1 12271.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:37.638380 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12272 Limit 1 Sell 4297.25 Order Sent Sim1 Close 12271 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:37.638394 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12273 Stop 1 Sell 4291.25 Order Sent Sim1 Close 12271 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:37.638412 [Sim]F.US.MESZ21 Simulated order accepted 12272 12272 Limit 1 Sell 4297.25 Open Sim1 Close 12271 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:37.638423 [Sim]F.US.MESZ21 Simulated order accepted 12273 12273 Stop 1 Sell 4291.25 Open Sim1 Close 12271 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:42.782282 [Sim]F.US.MESZ21 Initiating: F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12272 12272 Limit 1 Sell 4297.25 Open Sim1 Close 12271 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:42.782320 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12272 12272 Limit 1 Sell 4297.25 Pending Cancel Sim1 Close 12271 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:42.782345 [Sim]F.US.MESZ21 Simulated order canceled 12272 12272 Limit 1 Sell 4297.25 Canceled Sim1 Close 12271 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:42.782363 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12273 12273 Stop 1 Sell 4291.25 Pending Cancel Sim1 Close 12271 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:42.782631 [Sim]F.US.MESZ21 Simulated order canceled 12273 12273 Stop 1 Sell 4291.25 Canceled Sim1 Close 12271 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:42.782651 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry. Flatten&Cancel | Last: 4294.5. Current Position quantity: 1 | AO=0 12274 Market 1 Sell Order Sent Sim1 Close 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:42.827685 [Sim]F.US.MESZ21 Simulated order accepted 12274 12274 Market 1 Sell Open Sim1 Close 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:46:42.827731 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.25 Ask: 4294.50 Last: 4294.50 12274 12274 Market 1 Sell Filled 4294.25 1 Sim1 Close 1 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:46:42.827732 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.25 Ask: 4294.50 Last: 4294.50 12274 12274 Market 1 Sell Filled 4294.25 1 Sim1 Close 12274.1 4294.50 4294.25 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:09.689710 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4295.5 | AO=1. Attached Order | Client side OCO order 12276 Limit Sell 4298.75 Pending Child-Client Sim1 Close 12275 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:09.741542 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4295.5 | AO=1. Attached Order | Client side OCO order 12277 Stop Sell 4292.75 Pending Child-Client Sim1 Close 12275 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:09.788918 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4295.5 | AO=1 12275 Market 1 Buy Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:09.842497 [Sim]F.US.MESZ21 Simulated order accepted 12275 12275 Market 1 Buy Open Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:09.842546 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4295.50 Ask: 4295.75 Last: 4295.50 12275 12275 Market 1 Buy Filled 4295.75 1 Sim1 Open SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:51:09.842547 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4295.50 Ask: 4295.75 Last: 4295.50 12275 12275 Market 1 Buy Filled 4295.75 1 Sim1 Open 1 12275.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:09.842620 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12276 Limit 1 Sell 4298.75 Order Sent Sim1 Close 12275 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:09.842639 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12277 Stop 1 Sell 4292.75 Order Sent Sim1 Close 12275 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:09.842657 [Sim]F.US.MESZ21 Simulated order accepted 12276 12276 Limit 1 Sell 4298.75 Open Sim1 Close 12275 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:09.842668 [Sim]F.US.MESZ21 Simulated order accepted 12277 12277 Stop 1 Sell 4292.75 Open Sim1 Close 12275 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:12.486317 [Sim]F.US.MESZ21 Initiating: F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12276 12276 Limit 1 Sell 4298.75 Open Sim1 Close 12275 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:12.486357 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12276 12276 Limit 1 Sell 4298.75 Pending Cancel Sim1 Close 12275 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:12.486380 [Sim]F.US.MESZ21 Simulated order canceled 12276 12276 Limit 1 Sell 4298.75 Canceled Sim1 Close 12275 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:12.486397 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12277 12277 Stop 1 Sell 4292.75 Pending Cancel Sim1 Close 12275 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:12.486408 [Sim]F.US.MESZ21 Simulated order canceled 12277 12277 Stop 1 Sell 4292.75 Canceled Sim1 Close 12275 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:12.486423 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry. Flatten&Cancel | Last: 4296. Current Position quantity: 1 | AO=0 12278 Market 1 Sell Order Sent Sim1 Close 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:12.532318 [Sim]F.US.MESZ21 Simulated order accepted 12278 12278 Market 1 Sell Open Sim1 Close 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:12.532392 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4295.50 Ask: 4296.00 Last: 4296.00 12278 12278 Market 1 Sell Filled 4295.50 1 Sim1 Close 1 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:51:12.532393 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4295.50 Ask: 4296.00 Last: 4296.00 12278 12278 Market 1 Sell Filled 4295.50 1 Sim1 Close 12278.1 4296.00 4295.50 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:14.502518 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4296 | AO=1. Attached Order | Client side OCO order 12280 Limit Buy 4292.50 Pending Child-Client Sim1 Close 12279 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:14.549631 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4296 | AO=1. Attached Order | Client side OCO order 12281 Stop Buy 4298.50 Pending Child-Client Sim1 Close 12279 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:14.596412 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4296 | AO=1 12279 Market 1 Sell Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:14.650956 [Sim]F.US.MESZ21 Simulated order accepted 12279 12279 Market 1 Sell Open Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:14.651011 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4295.50 Ask: 4296.00 Last: 4296.00 12279 12279 Market 1 Sell Filled 4295.50 1 Sim1 Open SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:51:14.651012 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4295.50 Ask: 4296.00 Last: 4296.00 12279 12279 Market 1 Sell Filled 4295.50 1 Sim1 Open -1 12279.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:14.651084 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12280 Limit 1 Buy 4292.50 Order Sent Sim1 Close 12279 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:14.651101 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12281 Stop 1 Buy 4298.50 Order Sent Sim1 Close 12279 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:14.651120 [Sim]F.US.MESZ21 Simulated order accepted 12280 12280 Limit 1 Buy 4292.50 Open Sim1 Close 12279 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:14.651139 [Sim]F.US.MESZ21 Simulated order accepted 12281 12281 Stop 1 Buy 4298.50 Open Sim1 Close 12279 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:16.582288 [Sim]F.US.MESZ21 Initiating: F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12280 12280 Limit 1 Buy 4292.50 Open Sim1 Close 12279 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:16.582322 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12280 12280 Limit 1 Buy 4292.50 Pending Cancel Sim1 Close 12279 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:16.582347 [Sim]F.US.MESZ21 Simulated order canceled 12280 12280 Limit 1 Buy 4292.50 Canceled Sim1 Close 12279 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:16.582364 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12281 12281 Stop 1 Buy 4298.50 Pending Cancel Sim1 Close 12279 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:16.582376 [Sim]F.US.MESZ21 Simulated order canceled 12281 12281 Stop 1 Buy 4298.50 Canceled Sim1 Close 12279 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:16.582392 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry. Flatten&Cancel | Last: 4295.75. Current Position quantity: -1 | AO=0 12282 Market 1 Buy Order Sent Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:16.630977 [Sim]F.US.MESZ21 Simulated order accepted 12282 12282 Market 1 Buy Open Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:16.631024 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4295.50 Ask: 4295.75 Last: 4295.75 12282 12282 Market 1 Buy Filled 4295.75 1 Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:51:16.631025 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4295.50 Ask: 4295.75 Last: 4295.75 12282 12282 Market 1 Buy Filled 4295.75 1 Sim1 Close 12282.1 4296.00 4295.75 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:25.728348 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4295.5 | AO=1. Attached Order | Client side OCO order 12284 Limit Buy 4292.50 Pending Child-Client Sim1 Close 12283 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:25.783875 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4295.5 | AO=1. Attached Order | Client side OCO order 12285 Stop Buy 4298.50 Pending Child-Client Sim1 Close 12283 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:25.835687 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4295.5 | AO=1 12283 Market 1 Sell Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:25.890079 [Sim]F.US.MESZ21 Simulated order accepted 12283 12283 Market 1 Sell Open Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:25.890127 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4295.50 Ask: 4295.75 Last: 4295.50 12283 12283 Market 1 Sell Filled 4295.50 1 Sim1 Open SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:51:25.890128 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4295.50 Ask: 4295.75 Last: 4295.50 12283 12283 Market 1 Sell Filled 4295.50 1 Sim1 Open -1 12283.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:25.890202 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12284 Limit 1 Buy 4292.50 Order Sent Sim1 Close 12283 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:25.890216 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12285 Stop 1 Buy 4298.50 Order Sent Sim1 Close 12283 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:25.890234 [Sim]F.US.MESZ21 Simulated order accepted 12284 12284 Limit 1 Buy 4292.50 Open Sim1 Close 12283 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:25.890245 [Sim]F.US.MESZ21 Simulated order accepted 12285 12285 Stop 1 Buy 4298.50 Open Sim1 Close 12283 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:27.779380 [Sim]F.US.MESZ21 Initiating: F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12284 12284 Limit 1 Buy 4292.50 Open Sim1 Close 12283 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:27.779445 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12284 12284 Limit 1 Buy 4292.50 Pending Cancel Sim1 Close 12283 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:27.779586 [Sim]F.US.MESZ21 Simulated order canceled 12284 12284 Limit 1 Buy 4292.50 Canceled Sim1 Close 12283 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:27.779682 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12285 12285 Stop 1 Buy 4298.50 Pending Cancel Sim1 Close 12283 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:27.779723 [Sim]F.US.MESZ21 Simulated order canceled 12285 12285 Stop 1 Buy 4298.50 Canceled Sim1 Close 12283 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:27.779754 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry. Flatten&Cancel | Last: 4295.5. Current Position quantity: -1 | AO=0 12286 Market 1 Buy Order Sent Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:27.837227 [Sim]F.US.MESZ21 Simulated order accepted 12286 12286 Market 1 Buy Open Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:27.837283 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4295.50 Ask: 4295.75 Last: 4295.50 12286 12286 Market 1 Buy Filled 4295.75 1 Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:51:27.837284 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4295.50 Ask: 4295.75 Last: 4295.50 12286 12286 Market 1 Buy Filled 4295.75 1 Sim1 Close 12286.1 4295.50 4295.50 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:57.230506 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4295 | AO=1. Attached Order | Client side OCO order 12288 Limit Buy 4291.75 Pending Child-Client Sim1 Close 12287 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:57.279903 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4295 | AO=1. Attached Order | Client side OCO order 12289 Stop Buy 4297.75 Pending Child-Client Sim1 Close 12287 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:57.328542 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4295 | AO=1 12287 Market 1 Sell Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:57.377082 [Sim]F.US.MESZ21 Simulated order accepted 12287 12287 Market 1 Sell Open Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:57.377124 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.75 Ask: 4295.00 Last: 4295.00 12287 12287 Market 1 Sell Filled 4294.75 1 Sim1 Open SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:51:57.377125 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.75 Ask: 4295.00 Last: 4295.00 12287 12287 Market 1 Sell Filled 4294.75 1 Sim1 Open -1 12287.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:57.377195 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12288 Limit 1 Buy 4291.75 Order Sent Sim1 Close 12287 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:57.377209 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12289 Stop 1 Buy 4297.75 Order Sent Sim1 Close 12287 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:57.377227 [Sim]F.US.MESZ21 Simulated order accepted 12288 12288 Limit 1 Buy 4291.75 Open Sim1 Close 12287 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:51:57.377237 [Sim]F.US.MESZ21 Simulated order accepted 12289 12289 Stop 1 Buy 4297.75 Open Sim1 Close 12287 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:02.470417 [Sim]F.US.MESZ21 Initiating: F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12288 12288 Limit 1 Buy 4291.75 Open Sim1 Close 12287 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:02.470453 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12288 12288 Limit 1 Buy 4291.75 Pending Cancel Sim1 Close 12287 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:02.470477 [Sim]F.US.MESZ21 Simulated order canceled 12288 12288 Limit 1 Buy 4291.75 Canceled Sim1 Close 12287 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:02.470495 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12289 12289 Stop 1 Buy 4297.75 Pending Cancel Sim1 Close 12287 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:02.470508 [Sim]F.US.MESZ21 Simulated order canceled 12289 12289 Stop 1 Buy 4297.75 Canceled Sim1 Close 12287 -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:02.470524 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry. Flatten&Cancel | Last: 4294.75. Current Position quantity: -1 | AO=0 12290 Market 1 Buy Order Sent Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:02.524833 [Sim]F.US.MESZ21 Simulated order accepted 12290 12290 Market 1 Buy Open Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:02.524881 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.75 Ask: 4295.00 Last: 4294.75 12290 12290 Market 1 Buy Filled 4295.00 1 Sim1 Close -1 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:52:02.524882 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.75 Ask: 4295.00 Last: 4294.75 12290 12290 Market 1 Buy Filled 4295.00 1 Sim1 Close 12290.1 4295.00 4294.75 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:03.486484 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4295 | AO=1. Attached Order | Client side OCO order 12292 Limit Sell 4298.25 Pending Child-Client Sim1 Close 12291 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:03.540045 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4295 | AO=1. Attached Order | Client side OCO order 12293 Stop Sell 4292.25 Pending Child-Client Sim1 Close 12291 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:03.590290 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4295 | AO=1 12291 Market 1 Buy Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:03.641267 [Sim]F.US.MESZ21 Simulated order accepted 12291 12291 Market 1 Buy Open Sim1 Open SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:03.641333 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.75 Ask: 4295.25 Last: 4295.00 12291 12291 Market 1 Buy Filled 4295.25 1 Sim1 Open SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:52:03.641334 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.75 Ask: 4295.25 Last: 4295.00 12291 12291 Market 1 Buy Filled 4295.25 1 Sim1 Open 1 12291.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:03.641536 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12292 Limit 1 Sell 4298.25 Order Sent Sim1 Close 12291 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:03.641552 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12293 Stop 1 Sell 4292.25 Order Sent Sim1 Close 12291 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:03.641597 [Sim]F.US.MESZ21 Simulated order accepted 12292 12292 Limit 1 Sell 4298.25 Open Sim1 Close 12291 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:03.641610 [Sim]F.US.MESZ21 Simulated order accepted 12293 12293 Stop 1 Sell 4292.25 Open Sim1 Close 12291 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:03.650142 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4295 | AO=1. Attached Order | Client side OCO order 12295 Limit Sell 4298.25 Pending Child-Client Sim1 Close 12294 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:03.706974 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4295 | AO=1. Attached Order | Client side OCO order 12296 Stop Sell 4292.25 Pending Child-Client Sim1 Close 12294 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:03.759609 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry | Last: 4295 | AO=1 12294 Market 1 Buy Order Sent Sim1 Open 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:03.812877 [Sim]F.US.MESZ21 Simulated order accepted 12294 12294 Market 1 Buy Open Sim1 Open 1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:03.812930 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.75 Ask: 4295.25 Last: 4295.00 12294 12294 Market 1 Buy Filled 4295.25 1 Sim1 Open 1 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:52:03.812931 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.75 Ask: 4295.25 Last: 4295.00 12294 12294 Market 1 Buy Filled 4295.25 1 Sim1 Open 2 12294.1 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:03.812997 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12295 Limit 1 Sell 4298.25 Order Sent Sim1 Close 12294 2 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:03.813011 [Sim]F.US.MESZ21 Auto-sent child from parent fill 12296 Stop 1 Sell 4292.25 Order Sent Sim1 Close 12294 2 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:03.813028 [Sim]F.US.MESZ21 Simulated order accepted 12295 12295 Limit 1 Sell 4298.25 Open Sim1 Close 12294 2 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:03.813038 [Sim]F.US.MESZ21 Simulated order accepted 12296 12296 Stop 1 Sell 4292.25 Open Sim1 Close 12294 2 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:19.262460 [Sim]F.US.MESZ21 Initiating: F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12292 12292 Limit 1 Sell 4298.25 Open Sim1 Close 12291 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:19.262498 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12292 12292 Limit 1 Sell 4298.25 Pending Cancel Sim1 Close 12291 2 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:19.262522 [Sim]F.US.MESZ21 Simulated order canceled 12292 12292 Limit 1 Sell 4298.25 Canceled Sim1 Close 12291 2 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:19.262540 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12293 12293 Stop 1 Sell 4292.25 Pending Cancel Sim1 Close 12291 2 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:19.262550 [Sim]F.US.MESZ21 Simulated order canceled 12293 12293 Stop 1 Sell 4292.25 Canceled Sim1 Close 12291 2 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:19.262563 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12295 12295 Limit 1 Sell 4298.25 Pending Cancel Sim1 Close 12294 2 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:19.262573 [Sim]F.US.MESZ21 Simulated order canceled 12295 12295 Limit 1 Sell 4298.25 Canceled Sim1 Close 12294 2 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:19.262586 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | Canceling non-market orders during Flatten 12296 12296 Stop 1 Sell 4292.25 Pending Cancel Sim1 Close 12294 2 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:19.262597 [Sim]F.US.MESZ21 Simulated order canceled 12296 12296 Stop 1 Sell 4292.25 Canceled Sim1 Close 12294 2 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:19.262613 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry. Flatten&Cancel | Last: 4294.5. Current Position quantity: 2 | AO=0 12297 Market 2 Sell Order Sent Sim1 Close 2 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:19.317790 [Sim]F.US.MESZ21 Simulated order accepted 12297 12297 Market 2 Sell Open Sim1 Close 2 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:19.317835 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.50 Ask: 4294.75 Last: 4294.50 12297 12297 Market 2 Sell Filled 4294.50 2 Sim1 Close 2 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:52:19.317836 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.50 Ask: 4294.75 Last: 4294.50 12297 12297 Market 2 Sell Filled 4294.50 2 Sim1 Close 12297.1 4295.00 4294.50 SimpleBracket.twconfig 0.00 Day |
[2021-10-05 15:44:35] |
John - SC Support - Posts: 38292 |
The one place where we saw this, which is at the very end of the Trade Activity Log, you have the following: Orders 2021-10-04 16:52:19.262613 [Sim]F.US.MESZ21 F.US.MESZ21 [CV] #4 | User order entry. Flatten&Cancel | Last: 4294.5. Current Position quantity: 2 | AO=0 12297 Market 2 Sell Order Sent Sim1 Close 2 SimpleBracket.twconfig 0.00 Day
Orders 2021-10-04 16:52:19.317790 [Sim]F.US.MESZ21 Simulated order accepted 12297 12297 Market 2 Sell Open Sim1 Close 2 SimpleBracket.twconfig 0.00 Day Orders 2021-10-04 16:52:19.317835 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.50 Ask: 4294.75 Last: 4294.50 12297 12297 Market 2 Sell Filled 4294.50 2 Sim1 Close 2 SimpleBracket.twconfig 0.00 Day Fills 2021-10-04 16:52:19.317836 [Sim]F.US.MESZ21 Trade simulation fill. Bid: 4294.50 Ask: 4294.75 Last: 4294.50 12297 12297 Market 2 Sell Filled 4294.50 2 Sim1 Close 12297.1 4295.00 4294.50 SimpleBracket.twconfig 0.00 Day So you selected Flatten/Cancel and it closed out the total quantity of 2. The reason you had a quantity of 2 is because you had previously done 2 separate Market Buy orders each for a quantity of 1, hence a total position of 2 when you flattened it. If there is something else happening, then please give us the information of where in your log the information exists so we can get to it directly. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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