I presume it means an IOrder object.
I have placed 3 orders all at the same price point:
EntryOrder1: Order='f4195cb8c5cd4421955295447199b2d5/Replay101' Name='SFTSH_Long_Entry1_CL 03-11' State=Working Instrument='CL 03-11' Action=Buy Limit price=84.9 Stop price=84.9 Quantity=1 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='f4195cb8c5cd4421955295447199b2d5' Gtd='1/1/0001 12:00:00 AM'
EntryOrder2: Order='514907d10da74855ad10c396c6b4364c/Replay101' Name='SFTSH_Long_Entry2_CL 03-11' State=Working Instrument='CL 03-11' Action=Buy Limit price=84.9 Stop price=84.9 Quantity=1 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='514907d10da74855ad10c396c6b4364c' Gtd='1/1/0001 12:00:00 AM'
EntryOrder3: Order='3de3225f4105432e95622e22b3006947/Replay101' Name='SFTSH_Long_Entry3_CL 03-11' State=Working Instrument='CL 03-11' Action=Buy Limit price=84.9 Stop price=84.9 Quantity=1 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='3de3225f4105432e95622e22b3006947' Gtd='1/1/0001 12:00:00 AM'
Once the orders are filled I assume OnOrderUpdate is called and passes control to OnExecution and entryOrder1 is processed, successfully setting stop and target orders for it.
OnExecution Long Entry O/T: ExOrder.Token = f4195cb8c5cd4421955295447199b2d5 : SFTSH_Long_Entry1_CL 03-11 : f4195cb8c5cd4421955295447199b2d5 , SFTSH_Long_Entry2_CL 03-11 : 514907d10da74855ad10c396c6b4364c , SFTSH_Long_Entry3_CL 03-11 : 3de3225f4105432e95622e22b3006947
Stop Order
2/14/2011 2:13:18 PM Entered internal PlaceOrder() method at 2/14/2011 2:13:18 PM: BarsInProgress=0 Action=Sell OrderType=Stop Quantity=1 LimitPrice=0 StopPrice=84.79 SignalName='SFTSH_Long_Stop1_CL 03-11' FromEntrySignal='SFTSH_Long_Entry1_CL 03-11'
Target order
2/14/2011 2:13:18 PM Entered internal PlaceOrder() method at 2/14/2011 2:13:18 PM: BarsInProgress=0 Action=Sell OrderType=Limit Quantity=1 LimitPrice=85.03 StopPrice=0 SignalName='SFTSH_Long_Target1_CL 03-11' FromEntrySignal='SFTSH_Long_Entry1_CL 03-11'
However, when OnOrderUpdate is called again, I presume to process entryOrder2 I get the error above. Why is entryOrder2 not being passed to OnOrderUpdate. What might I be doing wrong?

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