Posted: Mar 03, 2008 @ 10:34 AM             Msg. 1 of 10

When I have an open order of type Stop and it is executed, the filled order comes back as a Market order. The Stop price info in the Price field is apparently lost.
1. Does the API give me any event that the order type is changing or has changed?
2. Is there a way to "remember" what the stop price was?
3. Does this happen on an MarketIfTouched order also?

Thanks,
Dale

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Dale

Posted: Mar 03, 2008 @ 10:58 AM             Msg. 2 of 10

1. Yes, OnCommandUpdated is called when cancel or modify command is executed (even if it is automatic)
2. You can trace order changes up to creation time using Order.Versions collection.
3. No, MIT order type change is currently not visible (but it can be changed in future)

Posted: Oct 13, 2008 @ 03:11 PM             Msg. 3 of 10

I found a potential bug in stop order handling. Sometimes a stoploss order which should not be triggered was mistakenly triggered and executed. Here is an example:

14:15:00 #18131270 Create Sell 1 YMZ8 STP 8655
14:15:00 Sent
14:15:00 Working #1168691
14:30:01 #18132891 Modify Sell 1 YMZ8 MKT
14:30:01 Modified Auto-Updated
14:30:01 Completed
14:30 Fill 1 @8946

As you can see, a sell stop order at 8655 was mistakenly triggered at 8946, which is quite far from the stop price. Does this mean you data has spikes outside of the market?

Posted: Mar 23, 2009 @ 04:36 PM             Msg. 4 of 10

I am experiencing the same similar thing. I would like to know if you are doing some sort of slippage on demo accounts. I have many examples of this happening in my account. not as bad as ZHu34.

Here are a couple of examples.
12:29:00.147 #27061065 Create Buy 1 GCLK9 STP 52.16 GTC
12:29:00.147 Sent
12:29:00.662 Working #5852497
12:29:00.678 #27061068 Modify Buy 1 GCLK9 MKT GTC
12:29:00.678 Modified Auto-Updated
12:29:00.678 Completed
12:29:00.678 Fill 1@52.08

another example
12:29:00.162 #27061066 Create Sell 1 GCLK9 STP 51.96 GTC
12:29:00.162 Sent
12:29:00.662 Held by #27061065 #5852498
12:29:00.694 Working by #27061065 released by #5852498
12:29:01:631 #27061072 Modify Sell 1 GCLK9 MKT GTC
12:29:01.631 Modified Auto-Updated
12:29:01.647 Completed
12:29:01.647 Fill 1@52.04

My question is 3 fold
1- Are demo accounts doing slippage on stop orders?
2- If so it appears that the slippage is always in our favor is this right?
3- is there a way to turn slippage off?

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"For every complex problem, there is a solution that is simple, neat, and wrong." H.L. Mencken
Edited by PArnoldson on Mar 23, 2009 at 04:37 PM

Posted: Mar 25, 2009 @ 01:01 PM             Msg. 5 of 10

We are researching this issue.

Posted: Apr 16, 2009 @ 12:00 PM             Msg. 6 of 10

Please research faster...

This is causing our clients a lot of trouble, its really getting annoying; the distance away from the market in which the order fills far exceeds anything we've ever experienced in the real market, and our clients continually call and complain of bad fills.

(I realize that this is just your simulator, but it reflects poorly on your services and our software to our new customers who are investigating the purchase and open of new accounts. We continually receive complaints, and lose face because of this silly problem.)

Please simply turn off your slippage feature, and in simulator mode, please just fill the order at the market price, and quit trying to simulate slippage.

Thank you,
Lan Turner, CEO
Gecko Software, Inc.

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"For every complex problem, there is a solution that is simple, neat, and wrong." H.L. Mencken

Posted: Apr 16, 2009 @ 01:48 PM             Msg. 7 of 10

Please provide us with an order number from today when this happened.

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Robert Vinicky

Posted: Apr 21, 2009 @ 12:08 PM             Msg. 8 of 10

Here is an example for today:

Account: DEMO041673
UserName: TNT2

Order# 28854086

09:54:23.478 #28853697 Create Sell 1 GCLM9 STP 48.39 GTC
09:54:23.478 Sent
09:54:23.493 Working #6711143
09:54:30.279 #28853993 Modify Sell 1 GCLM9 STP 48.60 GTC
09:54:30.295 Modified
09:54:37.079 #28854086 Modify Sell 1 GCLM9 MKT GTC
09:54:37.079 Modified Auto-Updated
09:54:37.079 Completed
09:54:37.126 Fill 1@48.67

This order was placed at 48.60 and filled 7 min moves above it at 48.67

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It's not a bug; it's an undocumented, undesired feature.

Posted: Apr 29, 2009 @ 02:00 PM             Msg. 9 of 10

Just a note:

We are just wanting an update on the status of this.

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There are 10 kinds of people in the world; those who understand binary and those who don't.

Posted: Apr 29, 2009 @ 02:49 PM             Msg. 10 of 10

Sorry I missed your last message when you provided and order number several days after my original request.

Again could you please provide us with an order number from today when this happened and we can research exactly caused this.

Once I get this info from you we can begin the research.

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Robert Vinicky