Last night I was running an experimental strat, while I slept.
According to my logs, a couple of my orders (which move during the night) were "too late to modify". And after that point, I receive 'Unabletochangeorder' errors before the strat finally gives up and cancels.
This isn't making a huge amount of sense without the logs/trace files I guess.
What is peculiar to me is, at the time the log files throw these errors up (02:02:20 London time), I don't believe my orders were in any way likely to be filled given where current market price was. Hence the "too late to modify" is puzzling to me
anyway, much appreciated any help! I couldn't get back to sleep for ages after this haha...

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