Topic: Iceberg Order superfluous Fills
(2 messages, Page 1 of 1)
Joined: Mar 30, 2015
When an Iceberg order is filled, I receive two (for all I can see) identical callbacks for each fill.
I place an Iceberg buy order for quantity 3 ESM5 with a SetIcebergData(1) call at a price guaranteed to be filled immediately.
It is, in fact, filled completely and immediately, but I get six callbacks through OnOrderFilled - there are three pairs of two identical fills (in that the Fill class ID property is the same for each of the pairs.) I can't make any sense of this for adjusting my positions. I checked and this behavior is the same for the CppCOMSample application provided by OEC (after I make the change to force the order type to Iceberg and manually do the SetIcebergData call.)
Can anyone shed some light on this for me?
Joined: Feb 09, 2015
Thank you for reporting.
In some cases this may occur.
You should implement additional check in such situations.
Our client applications do such checks.
But this will be fixed in next release.