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Log Description - No Trade

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    Log Description - No Trade

    2/25/2014 8:31:02 AM Order Order='3a61629a519e4c69ab149bca68fb060b/*********' Name='EL' New state=PendingSubmit Instrument='AAPL' Action=Buy Limit price=0 Stop price=0 Quantity=100 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''

    2/25/2014 8:31:03 AM Default Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. 2109

    I typically get these two log entries, and then several more that describe the order accepted, working, filled, etc. when an order is put on.

    Can someone provide a description of these entries?

    Most importantly, sometimes I get these two and that is it. No order is submitted for this instrument. If I get the above, should the order follow, or would there be a reason to issue these entries if the trade criteria was not yet met? Eyeballing the events around this log entry, it seems that a trade should have commenced but did not.

    Thanks!

    #2
    aarone, that would just be a warning issued, it would not be expected to impact order placement. I would suggest to run the script with TraceOrders enabled, so you can check what exactly is happening, with limit entries you could be easily getting expired orders after a signal if you don't resubmit or send them with liveUntilCancelled. So there was a signal generated but you didn't get a fill since the order expired before that could potentially happen.

    Comment


      #3
      Thanks.

      I will have to try TraceOrders

      Comment

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