| API Support » Questionable TrSTP activity in the Sim Environment Nov 25, 2009 @ 03:28 PM (Total replies: 1) | |||||
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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 John Gronemus |
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| API Support » OSM Algorithms Nov 16, 2009 @ 12:18 PM (Total replies: 1) | |||||
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General questions... What are OSM Algorithms? What can I use them for in trading in my program? How are they supported in the OEC API? -John John Gronemus |
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| API Support » Unusual Order Activity - Need an explanation. Nov 10, 2009 @ 10:26 AM (Total replies: 3) | |||||
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Is this same problem in production? If not, why is it only in the sim and not production if both systems are running the same version of the software? -John John Gronemus |
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| API Support » Unusual Order Activity - Need an explanation. Nov 09, 2009 @ 12:25 PM (Total replies: 3) | |||||
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Had some unusual behavior with an Order today in the sim environment. This may be correct behavior but I need an explanation on what was going on. Here are the details... ACCT : DEMO153062 ORDER # : 37595952 DESCRIPTION : Sell 3 GCLZ9 STP 79.73 LMT 79.73 The order was sent and working. Then it was filled @ 79.73 at 10:21:43.255. From there statechanged complete fired, then statechanged working fired...don't know why, then back to complete, then to working, then to complete again. Why did these state changes fire? Thanks, John John Gronemus |
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| API Support » Rules for cancelling an order. Oct 27, 2009 @ 11:38 AM (Total replies: 1) | |||||
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What state does an order have to be in before it can be cancelled? In Acct DEMO152194, our program entered order 36852322 at 9:00:00.548 (Buy 5 NQZ9 STP 1747.50). OnOrderConfirmed fired, OnOrderStateChanged fired indicating the order is in the SENT state. Then our program tried to cancel the order and it failed ("Order does not exist at 9:00:00.892"). Then OnOrderStateChanged fired indicating the order is in the WORKING state. Does the order need to be in the HELD or WORKING state before it can be cancelled? Regards, John John Gronemus |
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| API Support » MIT orders Oct 27, 2009 @ 11:10 AM (Total replies: 8) | |||||
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I have seen the same problem today (10/27/2009) on two separate occasions. I was able to cancel both orders. Here are the details: 1. Order 36846469 - Buy 3 ESZ9 MIT 1066.00. The order was entered at 8:34. The order should have been promoted from Held to Working to Complete and should have been filled. I manually cancelled the order through the TDM at 8:44. 2. Order 36857424 - Sell 3 ESZ9 MIT 1062.75. The order was entered at 9:04. The order should have been promoted from Held to Working to Complete and should have been filled. I manually cancelled the order through the TDM at 9:17. While these orders were at the held state, the NQZ9 contract worked correctly. I had some MIT orders in place that executed properly for that contract...seemed to be local to ESZ9. Regards, John John Gronemus |
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