Below is the log from an order and a request to change from Limit to Maket that failed. The order was kept as a limit although I sent a change command for it to be a market order. The NT "Control Center" Order panel shows the order as working with a Limit.
NT log:
Date Category Message
12/14/2007 14:10 Order Order='45d95c39071546bbbf46efa605757603/Sim101' Name='' New State=Working Instrument='ECA' Action=Buy Limit price=67.78 Stop price=0 Quantity=200 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
12/14/2007 14:10 Order Order='45d95c39071546bbbf46efa605757603/Sim101' Name='' New State=Accepted Instrument='ECA' Action=Buy Limit price=67.78 Stop price=0 Quantity=200 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
12/14/2007 14:10 Order Order='45d95c39071546bbbf46efa605757603/Sim101' Name='' New State=PendingChange Instrument='ECA' Action=Buy Limit price=67.78 Stop price=0 Quantity=200 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
12/14/2007 14:10 ATI AT 'CHANGE;;ECA;;200;;0;0;;;ECA-1071213-1106-1;;' processing
12/14/2007 14:10 Order Order='45d95c39071546bbbf46efa605757603/Sim101' Name='' New State=Accepted Instrument='ECA' Action=Buy Limit price=67.78 Stop price=0 Quantity=200 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
12/14/2007 14:10 Order Order='45d95c39071546bbbf46efa605757603/Sim101' Name='' New State=Working Instrument='ECA' Action=Buy Limit price=67.78 Stop price=0 Quantity=200 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
12/14/2007 14:10 Order Order='45d95c39071546bbbf46efa605757603/Sim101' Name='' New State=PendingSubmit Instrument='ECA' Action=Buy Limit price=67.78 Stop price=0 Quantity=200 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
12/14/2007 14:10 Order Submitting order without strategy...
12/14/2007 14:10 ATI AT 'PLACE;Sim101;ECA;BUY;200;LIMIT;67.7827083333333;0 ;DAY;;ECA-1071213-1106-1;;' processing
This is my logging statments I produce from TradeStation EL code:
Date, Time ComputerTime, OrderText, OrderId, ....
12/14/2007,1411 ,2:10:00 PM,PLACE,Sim101,BUY,200,LIMIT,67.78,0.00,,ECA-1071213-1106-1,,0,0
12/14/2007,1411 ,2:10:02 PM, Change order to market, ECA-1071213-1106-1,BUY0.0067.78200.00,1,0
12/14/2007,1411 ,2:10:02 PM,CHANGE,,200,0.00,0.00,,ECA-1071213-1106-1,,1,0
Moscu.
NT log:
Date Category Message
12/14/2007 14:10 Order Order='45d95c39071546bbbf46efa605757603/Sim101' Name='' New State=Working Instrument='ECA' Action=Buy Limit price=67.78 Stop price=0 Quantity=200 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
12/14/2007 14:10 Order Order='45d95c39071546bbbf46efa605757603/Sim101' Name='' New State=Accepted Instrument='ECA' Action=Buy Limit price=67.78 Stop price=0 Quantity=200 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
12/14/2007 14:10 Order Order='45d95c39071546bbbf46efa605757603/Sim101' Name='' New State=PendingChange Instrument='ECA' Action=Buy Limit price=67.78 Stop price=0 Quantity=200 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
12/14/2007 14:10 ATI AT 'CHANGE;;ECA;;200;;0;0;;;ECA-1071213-1106-1;;' processing
12/14/2007 14:10 Order Order='45d95c39071546bbbf46efa605757603/Sim101' Name='' New State=Accepted Instrument='ECA' Action=Buy Limit price=67.78 Stop price=0 Quantity=200 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
12/14/2007 14:10 Order Order='45d95c39071546bbbf46efa605757603/Sim101' Name='' New State=Working Instrument='ECA' Action=Buy Limit price=67.78 Stop price=0 Quantity=200 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
12/14/2007 14:10 Order Order='45d95c39071546bbbf46efa605757603/Sim101' Name='' New State=PendingSubmit Instrument='ECA' Action=Buy Limit price=67.78 Stop price=0 Quantity=200 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
12/14/2007 14:10 Order Submitting order without strategy...
12/14/2007 14:10 ATI AT 'PLACE;Sim101;ECA;BUY;200;LIMIT;67.7827083333333;0 ;DAY;;ECA-1071213-1106-1;;' processing
This is my logging statments I produce from TradeStation EL code:
Date, Time ComputerTime, OrderText, OrderId, ....
12/14/2007,1411 ,2:10:00 PM,PLACE,Sim101,BUY,200,LIMIT,67.78,0.00,,ECA-1071213-1106-1,,0,0
12/14/2007,1411 ,2:10:02 PM, Change order to market, ECA-1071213-1106-1,BUY0.0067.78200.00,1,0
12/14/2007,1411 ,2:10:02 PM,CHANGE,,200,0.00,0.00,,ECA-1071213-1106-1,,1,0
Moscu.
Comment