I have a strategy running good with NJ v7.
Now with NJ v8, this morning, I have noticed that some orders were submitted twice.
It was a basic "profit limit" order and a "stop" order when a position is open.
In the log, I noticed that it could be related with some order confirmation:
10/19/2015 6:50 Order Order='c60fafa0cd59494aab1def4bd0594495/7ME1499' Name='MAE stop' New state='Submitted' Instrument='NQ 12-15' Action='Sell' Limit price=0 Stop price=4389.75 Quantity=2 Type='Stop Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
10/19/2015 6:50 Order Order='7e385040a3e14ae7b21bf218b955220d/7ME1499' Name='profit limit' New state='Submitted' Instrument='NQ 12-15' Action='Sell' Limit price=4429.5 Stop price=0 Quantity=1 Type='Limit' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
10/19/2015 6:50 Order Received order for unknown account 'CQG.Adapter.Cancel: 430439b98fbd408e81c8063d5b63f48b'
10/19/2015 6:50 Order Received order for unknown account 'CQG.Adapter.Cancel: 59915b6493bd4a80a5c14c75de42f536'
10/19/2015 6:50 Order Order='59915b6493bd4a80a5c14c75de42f536/7ME1499' Name='MAE stop' New state='Submitted' Instrument='NQ 12-15' Action='Sell' Limit price=0 Stop price=4389.75 Quantity=2 Type='Stop Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
10/19/2015 6:50 Order Order='430439b98fbd408e81c8063d5b63f48b/7ME1499' Name='profit limit' New state='Submitted' Instrument='NQ 12-15' Action='Sell' Limit price=4429.5 Stop price=0 Quantity=1 Type='Limit' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
This is a serious problem, it may cause a significant loss, we have to fix it before go live.
Now with NJ v8, this morning, I have noticed that some orders were submitted twice.
It was a basic "profit limit" order and a "stop" order when a position is open.
In the log, I noticed that it could be related with some order confirmation:
10/19/2015 6:50 Order Order='c60fafa0cd59494aab1def4bd0594495/7ME1499' Name='MAE stop' New state='Submitted' Instrument='NQ 12-15' Action='Sell' Limit price=0 Stop price=4389.75 Quantity=2 Type='Stop Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
10/19/2015 6:50 Order Order='7e385040a3e14ae7b21bf218b955220d/7ME1499' Name='profit limit' New state='Submitted' Instrument='NQ 12-15' Action='Sell' Limit price=4429.5 Stop price=0 Quantity=1 Type='Limit' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
10/19/2015 6:50 Order Received order for unknown account 'CQG.Adapter.Cancel: 430439b98fbd408e81c8063d5b63f48b'
10/19/2015 6:50 Order Received order for unknown account 'CQG.Adapter.Cancel: 59915b6493bd4a80a5c14c75de42f536'
10/19/2015 6:50 Order Order='59915b6493bd4a80a5c14c75de42f536/7ME1499' Name='MAE stop' New state='Submitted' Instrument='NQ 12-15' Action='Sell' Limit price=0 Stop price=4389.75 Quantity=2 Type='Stop Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
10/19/2015 6:50 Order Order='430439b98fbd408e81c8063d5b63f48b/7ME1499' Name='profit limit' New state='Submitted' Instrument='NQ 12-15' Action='Sell' Limit price=4429.5 Stop price=0 Quantity=1 Type='Limit' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
This is a serious problem, it may cause a significant loss, we have to fix it before go live.
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