Posted: Nov 25, 2009 @ 03:28 PM             Msg. 1 of 2

Hello,

We are seeing some unusual modifications of TrSTPs in the sim environment. Here are the details...

Acct: DEMO153062
Order: 38380814
Time: 14:05:44.897

We submitted the TrSTP as "Buy 1 GCLF0 TrSTP 77.97 Trailing Stop, Ref price: 77.95, Delta: 0.01". This is all correct.

Order goes to working, then 4 seconds later the order gets modified to "Buy 1 GCLF0 TrSTP 77.93 Trailing Stop, Ref price: 77.95, Delta: 0.01"

The market never went to a price that would have caused the TrSTP to get adjusted to that price and our program did not submit the modification. Why did OEC do this modification?

Regards,
John

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John Gronemus

Posted: Nov 25, 2009 @ 04:17 PM             Msg. 2 of 2

We are researching that order and will let you know the result as soon as possible.