I've got a rejected order, which the broker says was two orders. Yet the Ninja log shows only a single order, rejected twice.
This is not the first time it has happened - it also happened last week.
In the log you can see a reversal from Long to Short. The new Short order is 173067. It is only for a single lot, but gets rejected twice - for limit breach.
The strategy only placed a single order - otherwise we'd see it in the log as a different order ID wouldn't we?
Certainly in backtesting I have not seen duplicates show up like this - everything works as intended.
Guys?
saltminer
23-Jan-09 9:13:19 AM Order Order='173064/21722956' Name='Stop loss' New State=Cancelled Instrument='YM 03-09' Action=Sell Limit price=0 Stop price=7891 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:13:19 AM Strategy Strategy 'ZZV3beta' submitted an order that generated the following error 'OrderRejected'. Strategy has sent cancel requests attempted to close the position and terminated itself.
23-Jan-09 9:13:19 AM Strategy Strategy 'ZZV3beta' submitted an order that generated the following error 'BrokerOrderError'. Strategy has sent cancel requests attempted to close the position and terminated itself.
23-Jan-09 9:13:19 AM Order Order='173065/21722956' Name='Profit target' New State=Cancelled Instrument='YM 03-09' Action=Sell Limit price=7961 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:13:19 AM Order PATS host rejected : limit breach (ACTL) Affected Order: SellShort 1 Market
23-Jan-09 9:13:19 AM Order Order='173067/21722956' Name='YM10R:2ndS' New State=Rejected Instrument='YM 03-09' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=OrderRejected Native error='PATS host rejected : limit breach (ACTL)'
23-Jan-09 9:13:19 AM Order PATS host rejected : limit breach (ACTL) Affected Order: SellShort 1 Market
23-Jan-09 9:13:19 AM Order Order='173067/21722956' Name='YM10R:2ndS' New State=Accepted Instrument='YM 03-09' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=BrokerOrderError Native error='PATS host rejected : limit breach (ACTL)'
23-Jan-09 9:13:18 AM Order Order='173067/21722956' Name='YM10R:2ndS' New State=PendingSubmit Instrument='YM 03-09' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:13:18 AM Order Order='173064/21722956' Name='Stop loss' New State=PendingCancel Instrument='YM 03-09' Action=Sell Limit price=0 Stop price=7891 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:13:18 AM Order Order='173065/21722956' Name='Profit target' New State=PendingCancel Instrument='YM 03-09' Action=Sell Limit price=7961 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:13:18 AM Position Instrument='YM 03-09' Account='21722956' Avg price=0 Quantity=0 Market position=Flat Operation=Remove Currency=UsDollar
23-Jan-09 9:13:18 AM Execution Execution='CME_CBT 993002200920090123PTSOKC6 20090123161358099437' Instrument='YM 03-09' Account='21722956' Exchange=Default Price=7920 Quantity=1 Market position=Short Operation=Insert Order='173066' Time='23-Jan-09 9:13:18 AM'
23-Jan-09 9:13:18 AM Order Order='173066/21722956' Name='Sell' New State=Filled Instrument='YM 03-09' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=7920 Error=NoError Native error=''
23-Jan-09 9:13:18 AM Order Order='173066/21722956' Name='Sell' New State=Working Instrument='YM 03-09' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:13:18 AM Order Order='173066/21722956' Name='Sell' New State=Accepted Instrument='YM 03-09' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:13:17 AM Order Order='173066/21722956' Name='Sell' New State=PendingSubmit Instrument='YM 03-09' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:10:20 AM Order Order='173065/21722956' Name='Profit target' New State=Working Instrument='YM 03-09' Action=Sell Limit price=7961 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:10:20 AM Order Order='173065/21722956' Name='Profit target' New State=Accepted Instrument='YM 03-09' Action=Sell Limit price=7961 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:10:20 AM Order Order='173064/21722956' Name='Stop loss' New State=Working Instrument='YM 03-09' Action=Sell Limit price=0 Stop price=7891 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:10:20 AM Order Order='173064/21722956' Name='Stop loss' New State=Accepted Instrument='YM 03-09' Action=Sell Limit price=0 Stop price=7891 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:10:19 AM Order Order='173065/21722956' Name='Profit target' New State=PendingSubmit Instrument='YM 03-09' Action=Sell Limit price=7961 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:10:19 AM Order Order='173064/21722956' Name='Stop loss' New State=PendingSubmit Instrument='YM 03-09' Action=Sell Limit price=0 Stop price=7891 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:10:19 AM Position Instrument='YM 03-09' Account='21722956' Avg price=7921 Quantity=1 Market position=Long Operation=Insert Currency=UsDollar
23-Jan-09 9:10:19 AM Execution Execution='CME_CBT 574001200920090123PTSOKB9 20090123161059099429' Instrument='YM 03-09' Account='21722956' Exchange=Default Price=7921 Quantity=1 Market position=Long Operation=Insert Order='173063' Time='23-Jan-09 9:10:19 AM'
23-Jan-09 9:10:19 AM Order Order='173063/21722956' Name='YM10R:2ndL' New State=Filled Instrument='YM 03-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=7921 Error=NoError Native error=''
23-Jan-09 9:10:19 AM Order Order='173063/21722956' Name='YM10R:2ndL' New State=Working Instrument='YM 03-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:10:19 AM Order Order='173063/21722956' Name='YM10R:2ndL' New State=Accepted Instrument='YM 03-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:10:18 AM Order Order='173063/21722956' Name='YM10R:2ndL' New State=PendingSubmit Instrument='YM 03-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
This is not the first time it has happened - it also happened last week.
In the log you can see a reversal from Long to Short. The new Short order is 173067. It is only for a single lot, but gets rejected twice - for limit breach.
The strategy only placed a single order - otherwise we'd see it in the log as a different order ID wouldn't we?
Certainly in backtesting I have not seen duplicates show up like this - everything works as intended.
Guys?
saltminer
23-Jan-09 9:13:19 AM Order Order='173064/21722956' Name='Stop loss' New State=Cancelled Instrument='YM 03-09' Action=Sell Limit price=0 Stop price=7891 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:13:19 AM Strategy Strategy 'ZZV3beta' submitted an order that generated the following error 'OrderRejected'. Strategy has sent cancel requests attempted to close the position and terminated itself.
23-Jan-09 9:13:19 AM Strategy Strategy 'ZZV3beta' submitted an order that generated the following error 'BrokerOrderError'. Strategy has sent cancel requests attempted to close the position and terminated itself.
23-Jan-09 9:13:19 AM Order Order='173065/21722956' Name='Profit target' New State=Cancelled Instrument='YM 03-09' Action=Sell Limit price=7961 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:13:19 AM Order PATS host rejected : limit breach (ACTL) Affected Order: SellShort 1 Market
23-Jan-09 9:13:19 AM Order Order='173067/21722956' Name='YM10R:2ndS' New State=Rejected Instrument='YM 03-09' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=OrderRejected Native error='PATS host rejected : limit breach (ACTL)'
23-Jan-09 9:13:19 AM Order PATS host rejected : limit breach (ACTL) Affected Order: SellShort 1 Market
23-Jan-09 9:13:19 AM Order Order='173067/21722956' Name='YM10R:2ndS' New State=Accepted Instrument='YM 03-09' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=BrokerOrderError Native error='PATS host rejected : limit breach (ACTL)'
23-Jan-09 9:13:18 AM Order Order='173067/21722956' Name='YM10R:2ndS' New State=PendingSubmit Instrument='YM 03-09' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:13:18 AM Order Order='173064/21722956' Name='Stop loss' New State=PendingCancel Instrument='YM 03-09' Action=Sell Limit price=0 Stop price=7891 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:13:18 AM Order Order='173065/21722956' Name='Profit target' New State=PendingCancel Instrument='YM 03-09' Action=Sell Limit price=7961 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:13:18 AM Position Instrument='YM 03-09' Account='21722956' Avg price=0 Quantity=0 Market position=Flat Operation=Remove Currency=UsDollar
23-Jan-09 9:13:18 AM Execution Execution='CME_CBT 993002200920090123PTSOKC6 20090123161358099437' Instrument='YM 03-09' Account='21722956' Exchange=Default Price=7920 Quantity=1 Market position=Short Operation=Insert Order='173066' Time='23-Jan-09 9:13:18 AM'
23-Jan-09 9:13:18 AM Order Order='173066/21722956' Name='Sell' New State=Filled Instrument='YM 03-09' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=7920 Error=NoError Native error=''
23-Jan-09 9:13:18 AM Order Order='173066/21722956' Name='Sell' New State=Working Instrument='YM 03-09' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:13:18 AM Order Order='173066/21722956' Name='Sell' New State=Accepted Instrument='YM 03-09' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:13:17 AM Order Order='173066/21722956' Name='Sell' New State=PendingSubmit Instrument='YM 03-09' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:10:20 AM Order Order='173065/21722956' Name='Profit target' New State=Working Instrument='YM 03-09' Action=Sell Limit price=7961 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:10:20 AM Order Order='173065/21722956' Name='Profit target' New State=Accepted Instrument='YM 03-09' Action=Sell Limit price=7961 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:10:20 AM Order Order='173064/21722956' Name='Stop loss' New State=Working Instrument='YM 03-09' Action=Sell Limit price=0 Stop price=7891 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:10:20 AM Order Order='173064/21722956' Name='Stop loss' New State=Accepted Instrument='YM 03-09' Action=Sell Limit price=0 Stop price=7891 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:10:19 AM Order Order='173065/21722956' Name='Profit target' New State=PendingSubmit Instrument='YM 03-09' Action=Sell Limit price=7961 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:10:19 AM Order Order='173064/21722956' Name='Stop loss' New State=PendingSubmit Instrument='YM 03-09' Action=Sell Limit price=0 Stop price=7891 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:10:19 AM Position Instrument='YM 03-09' Account='21722956' Avg price=7921 Quantity=1 Market position=Long Operation=Insert Currency=UsDollar
23-Jan-09 9:10:19 AM Execution Execution='CME_CBT 574001200920090123PTSOKB9 20090123161059099429' Instrument='YM 03-09' Account='21722956' Exchange=Default Price=7921 Quantity=1 Market position=Long Operation=Insert Order='173063' Time='23-Jan-09 9:10:19 AM'
23-Jan-09 9:10:19 AM Order Order='173063/21722956' Name='YM10R:2ndL' New State=Filled Instrument='YM 03-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=7921 Error=NoError Native error=''
23-Jan-09 9:10:19 AM Order Order='173063/21722956' Name='YM10R:2ndL' New State=Working Instrument='YM 03-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:10:19 AM Order Order='173063/21722956' Name='YM10R:2ndL' New State=Accepted Instrument='YM 03-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
23-Jan-09 9:10:18 AM Order Order='173063/21722956' Name='YM10R:2ndL' New State=PendingSubmit Instrument='YM 03-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
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