Due to the Thanksgiving early CME Globex close for trade date on Friday 26 Nov, I have an issue where an automated strategy using IOrders has executed an entry but had both the stopOrder and targetOrder rejected due to the Exchange being closed (Log details attached below).
How do I go about entering the stop and target orders for this trade? Alternatively, how do I close out the trade manually?
Regards
Shannon
27/11/2010 5:14:57 AM|1|32|Order='9f01d888e7854ce0b4e977b99ee07185/U754396' Name='0 Short' New state=PendingSubmit Instrument='ES 12-10' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error='' 27/11/2010 5:14:58 AM|2|4|Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. 2109 27/11/2010 5:14:58 AM|1|32|Order='803185946/U754396' Name='0 Short' New state=Accepted Instrument='ES 12-10' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error='' 27/11/2010 5:14:58 AM|1|32|Order='803185946/U754396' Name='0 Short' New state=Working Instrument='ES 12-10' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error='' 27/11/2010 5:14:58 AM|1|32|Order='803185946/U754396' Name='0 Short' New state=Filled Instrument='ES 12-10' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=1183.25 Error=NoError Native error='' 27/11/2010 5:14:58 AM|1|16|Execution='ES 12-10/0000fe5f.4cef25d5.01.01' Instrument='ES 12-10' Account='U754396' Exchange=Globex Price=1183.25 Quantity=1 Market position=Short Operation=Insert Order='803185946' Time='27/11/2010 5:14:58 AM' 27/11/2010 5:14:58 AM|1|32|Order='84549daec58947e48157433169f0afa4/U754396' Name='0 ShortStop' New state=PendingSubmit Instrument='ES 12-10' Action=BuyToCover Limit price=0 Stop price=1188 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error='' 27/11/2010 5:14:58 AM|1|32|Order='4649e52455ea432181c3399b61fc6bf0/U754396' Name='0 ShortTarget' New state=PendingSubmit Instrument='ES 12-10' Action=BuyToCover Limit price=1182.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error='' 27/11/2010 5:14:59 AM|2|4|Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. 2109 27/11/2010 5:14:59 AM|1|64|Instrument='ES 12-10' Account='U754396' Avg price=1183.1302 Quantity=1 Market position=Short Operation=Insert Currency=UsDollar 27/11/2010 5:15:00 AM|1|32|Order='84549daec58947e48157433169f0afa4/U754396' Name='0 ShortStop' New state=Accepted Instrument='ES 12-10' Action=BuyToCover Limit price=0 Stop price=1188 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error='' 27/11/2010 5:15:00 AM|1|32|Order='84549daec58947e48157433169f0afa4/U754396' Name='0 ShortStop' New state=Rejected Instrument='ES 12-10' Action=BuyToCover Limit price=0 Stop price=1188 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=OrderRejected Native error='Order rejected - reason:Exchange is closed (201)' 27/11/2010 5:15:00 AM|0|32|Enfinium, Order rejected - reason:Exchange is closed (201) affected Order: BuyToCover 1 Stop @ 1188 27/11/2010 5:15:00 AM|0|128|Strategy 'F15min101120/3eba914ae8b144cbb439bdc886aa40f2' submitted an order that generated the following error 'OrderRejected'. Strategy has sent cancel requests, attempted to close the position and terminated itself. 27/11/2010 5:15:00 AM|1|32|Order='4649e52455ea432181c3399b61fc6bf0/U754396' Name='0 ShortTarget' New state=Accepted Instrument='ES 12-10' Action=BuyToCover Limit price=1182.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error='' 27/11/2010 5:15:00 AM|1|32|Order='4649e52455ea432181c3399b61fc6bf0/U754396' Name='0 ShortTarget' New state=Rejected Instrument='ES 12-10' Action=BuyToCover Limit price=1182.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=OrderRejected Native error='Order rejected - reason:Exchange is closed (201)' 27/11/2010 5:15:00 AM|0|32|Enfinium, Order rejected - reason:Exchange is closed (201) affected Order: BuyToCover 1 Limit @ 1182.5 27/11/2010 5:15:00 AM|1|32|Order='590ad07da22b4b39bfc555b41e12d5fa/U754396' Name='Close' New state=PendingSubmit Instrument='ES 12-10' Action=BuyToCover Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error='' 27/11/2010 5:15:01 AM|2|4|Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. 2109 27/11/2010 5:15:01 AM|1|32|Order='590ad07da22b4b39bfc555b41e12d5fa/U754396' Name='Close' New state=Accepted Instrument='ES 12-10' Action=BuyToCover Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error='' 27/11/2010 5:15:01 AM|1|32|Order='590ad07da22b4b39bfc555b41e12d5fa/U754396' Name='Close' New state=Rejected Instrument='ES 12-10' Action=BuyToCover Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=OrderRejected Native error='Order rejected - reason:Exchange is closed (201)' 27/11/2010 5:15:01 AM|0|32|Enfinium, Order rejected - reason:Exchange is closed (201) affected Order: BuyToCover 1 Market 27/11/2010 5:15:01 AM|1|128|Disabling NinjaScript strategy 'F15min101120/3eba914ae8b144cbb439bdc886aa40f2'
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