I have a requirement for some strategies to reverse a position but only if an MIT order is filled, so I can't close the current position then submit an order to enter in the new direction. Instead I submit a single MIT order for the reversal (close & enter). For example, I'm 5 short and now want to go 5 long, so I submit an MIT buy order for 10. However I sometimes get the following error:
30/04/2021 11:25:00 Order Sim101, Order 'ee8a18e8f9ea41e6af66d6c44caf0a03' can't be submitted: Exceeds instrument's maximum position quantity. affected Order: Buy 10 MIT @ 15235
Please note it's stating the "Instrument", not "Account" maximum position quantity. I have the Account maximum position quantity set to 0, I've tried changing it to 100 and it makes no difference at all. The instrument in question is FDAX on Eurex.
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