I'm working with IB using unmanaged strategies. When trying to modify or cancel an order usin ChangeOrder or CancelOrder methods I receive messages like "Cannot cancel the filled order (201) affected Order" or "Cannot modify the filled order (201) affected Order". As an unmanaged strategy this error doesn't affect the behaviour but it's very annoying.
I asked IB and they say that they cannot avoid sending this error message and it cannot be disabled from TWS.
Do you have any idea on how to correct this error?
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