I reviewed these executions and orders with Dierk having sent him a copy of the database.
In reviewing the official Man Financial Equity Report later it turns out that I was right that those Orders were never placed or executed. They just somehow appeared in Ninja Trader.
Now Dierk seemed, and I do too, that this problem is related to Man Financial Pats end-of-day processing. That somehow Man is doing something that ends up sending data to my Ninja Trader connection.
What I'd like to do is figure out what this problem really is. Dierk recommended that I and my clients just not trade during that period. But the period in question in the middle of the night is one of the best times to trade for the instruments we follow. So, that's not a solution.
What questions should I ask Man to determine what happened?
I would think that Pats would have some record type ids which would allow you to filter out "trades" that weren't really trades. What do you think?
Thanks.
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