I just had a pretty expensive problem this morning. I've sent in an error report to Ray, but just wanted to put notes here in case other reps might have seen the issue before.
Due to a bad tick, I placed some sell trades on CC 09-09 (Cocoa)... which was immediately (within about 30 seconds) with some buy trades. The bad tick is an issue I'll bring up with the data vendor (Pats).
But what's really odd is that I ended up with two orders that I did *NOT* place (both on the sell and then on the buy side)... the two orders were for quantities that I don't trade in, and the order name is not anything I've ever set.
The order name is "Close position". I am sure that means something to someone at NT... that's not random.
6/30/2009 6:25:10 AM Entered internal PlaceOrder() method at 6/30/2009 6:25:10 AM: Action=BuyToCover OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='MexitCC 09-09|5|0' FromEntrySignal='CC 09-09|5|0'
6/30/2009 6:25:10 AM Entered internal PlaceOrder() method at 6/30/2009 6:25:10 AM: Action=Buy OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='CC 09-09|0|2' FromEntrySignal=''
At the exact same time (within milliseconds), I received calls into OnOrderUpdate and OnExecution for a buy order that I didn't recognize. The control panel shows this order:
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