Posted: Oct 22, 2015 @ 05:28 PM             Msg. 1 of 4

Bug Description:

Placing an OCO of quantity 10 with a MKT entry order can have partial fills when the LMT is hit. The bug is that part of the sibling STP order does not get cancelled, and then fills later on due to natural price movement. This results in an unintended position.

Steps to Reproduce:

1) Place a MKT on RLM-MZ5 betwen 6:30-9AM CT of qty 10 w attached STP and LMT.
2) Wait for the LMT to fill.
3) When the LMT fills in parts, the STP side qty is reduced, but is not cancelled.
2) This problem occurred 2 times out of 20 instances of order placement described in (1).

Actual Results:

For both instances of this bug that I found, when the LMT fully filled, it did not cancel all of its sibling stop order.
1) RLM-MZ5: Buy MKT #164098912, LMT# 164098914 STP # 164098913, Qty 10.
LMT has partial fill as it completes.
STP is reduced to qty 6.
This remaining STP of qty 6 had to manually be cancelled.
Else, when this STP had filled, it would have left a position of 6 where there should be no position.

2) RLM-MZ5: Buy MKT #164115264, LMT# 164115266 STP # 164115265, Qty 10.
LMT has partial fill as it completes.
STP is reduced to qty 4.
Then these remaining 4 fill instead of being cancelled.
This leaves a position of 4 where there should be no position.

Expected Results:

When the LMT is fully filled, its sibling STP is fully cancelled.


Additional Information:

1) We intermittently update the prices of the STP, as in a trailing stop.
2) Screenshots of the order history have been sent to:
...
- doc name: GS Bug Report - When OCO LMT fills...

We will assist in any way we can to troubleshoot the issue.

Thanks,
Edited by CWeber984 on Oct 26, 2015 at 20:02:56

Posted: Oct 22, 2015 @ 05:38 PM             Msg. 2 of 4

Can you confirm which environment observed this behavior?

If this is a production issue, you should have the assigned broker call the Trade Desk at 877-456-3636 or email GFTradeDesk@gaincapital.com.

This forum should be reserved for API programming support.

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Chris M

Posted: Oct 22, 2015 @ 05:41 PM             Msg. 3 of 4

This is a SIMULATOR order ID. For Demo platform support, I have forwarded your request to GFSupport@GAINCapital.com. This is not a API matter.

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Chris M

Posted: Oct 22, 2015 @ 05:42 PM             Msg. 4 of 4

Thanks Chris for forwarding the report to the right department. I will forward bugs of this kind to GFSupport@GAINCapital.com in the future.

I can confirm that's the right place for this kind of bug report. They responded to me very quickly. We appreciate it!
Edited by CWeber984 on Oct 22, 2015 at 18:04:04