Posted: Jan 27, 2013 @ 06:33 PM             Msg. 1 of 3

Please look at trade with OEC ID: 202610608

It was placed at OEC Datetime: 1/22/2013 8:41:43 AM

The STP price was last modified To: Sell 10 6EH3 STP 133.55
at OEC Datetime: 1/22/2013 8:49:31 AM

Looking at the price history for 6E, the price = 133.55 first at OEC Datetime: 2013-01-22 8:50:24.000
which is when it should have filled (it was to close out a position)

But for some reason the system did not fill the order, it waited until OEC Datetime: 1/22/2013 8:55:26 AM
to fill a Market order.

Any idea what happened here?

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John Gagnon

Posted: Jan 27, 2013 @ 08:18 PM             Msg. 2 of 3

Hello,

modify requests that you mentioned were failed because stop price was higher than current price. So, in fact trigger price was still original 133.41:

01/22/13 03:41:43.423 202610608 Create Sell 10 6EH3 STP 133.41 Executed
01/22/13 03:41:43.423 4751789 Sent
01/22/13 03:41:43.423 4751790 Accepted
01/22/13 03:41:43.440 4751791 Working #392635
01/22/13 03:45:34.960 202610609 Modify Sell 10 6EH3 STP 133.54
01/22/13 03:45:34.957 202610609 Modify Failed Invalid trigger price
01/22/13 03:49:31.063 202610610 Modify Sell 10 6EH3 STP 133.55
01/22/13 03:49:31.060 202610610 Modify Failed Invalid trigger price
01/22/13 03:55:26.137 202610611 Modify Sell 10 6EH3 MKT
01/22/13 03:55:26.137 202610611 Modify Executed Auto-Updated
01/22/13 03:55:26.150 4751794 Fill 10@133.42 (comm 0) 11081471
01/22/13 03:55:26.150 4751795 Completed

You can monitor command state by using OnCommandUpdated event http://www.openecry.com/api/api/html/E_OEC_API_OECClient_OnCommandUpdated.htm

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Victor Vins
Lead Software Developer
Edited by VictorV on Jan 27, 2013 at 20:18:54

Posted: Jan 27, 2013 @ 10:34 PM             Msg. 3 of 3

Thanks Victor, here is the price history I logged:

tickTime price
2013-01-22 03:49:22.000 133.55
<---- Here is where STOP order should have been placed
2013-01-22 03:49:28.000 133.56
2013-01-22 03:49:28.000 133.55
2013-01-22 03:49:29.000 133.56
2013-01-22 03:49:29.000 133.55
2013-01-22 03:49:36.000 133.56
2013-01-22 03:49:43.000 133.57
... 5 minutes later it turns into a market order

From the above price change data we log, it looks like price is equal to our stop order price or current price is above our stop order price which I would think would be ok, maybe you are saying stop price cannot be equal to current price.

I understand that you are saying that the modify order was rejected/failed. We are already trapping that event and logging every trigger of it. We might need to make sure we are checking results of modify orders and act accordingly.

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John Gagnon
Edited by JGagnon on Jan 27, 2013 at 22:36:00