| API Support » Uninitiated trade execution Oct 13, 2008 @ 03:26 PM (Total replies: 11) | |||||
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I also noticed that stop orders are incorrectly triggered. I posted somewhere else but I copied my post here: -------------------------------------------------- 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? ------------------------------- |
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| Order Execution » Stop orders converted to Market orders Oct 13, 2008 @ 03:11 PM (Total replies: 9) | |||||
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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? |
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| API Support » OECClient_OnCommandUpdated() modifies for execution Oct 13, 2008 @ 03:01 PM (Total replies: 2) | |||||
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Moved Edited by ZHu34 on Oct 13, 2008 at 03:31 PM |
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