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Problem with cancelling limit orders

Posted By lacos 6 Years Ago
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Posted Friday November 04 2011
I have STP and LMT order with every position. Once the stop hit RE sometimes fails to delete the LMT order so I still can see in TWS. Sometimes I get this exception:

Unable to cancel ProfitTarget order:Order not found: 3500
at RightEdge.Common.PositionManager.UpdateSpecialOrder(PositionData pos, TradeType type)
at RightEdge.Common.PositionManager.UpdateSpecialOrders(PositionData pos)
at RightEdge.Common.PositionManager.PositionOrderFilled(PositionData pos, PositionState posState, BrokerOrder order, Fill fill, TradeType tradeType, String description, Boolean sendUpdate)
at RightEdge.Common.PositionManager.OnOrderFilled(BrokerOrder order, Fill fill, PositionData pos, PositionState posState, TradeOrder tradeOrder)
at RightEdge.Common.PositionManager.broker_OrderUpdated(BrokerOrder brokerOrder, Fill fill, String information)
at RightEdge.Shared.BrokerWrapper.<>c__DisplayClass3.b__0(Object )
at RightEdge.Shared.CallbackStub.DoCallback()

The order is in TWS. Any idea what the problem might be?
Posted Friday November 04 2011
What build of RightEdge are you using? Recent builds have some fixes to the TWS plugin.

Thanks,
Daniel
Posted Wednesday November 09 2011
Hi Daniel, I'm using built 37, which is the latest I think.
Also, sometimes when profit target is hit stop is not cancelled.
Posted Wednesday November 09 2011
and in most cases no error message or any event from TWS that we could catch and handle...
Posted Wednesday November 09 2011
TWS has an audit trail and the RightEdge TWS plugin creates log files of its activity. Can you look at these to see if they shed light on what's going on, or send us copies of these that show the problem happening?

Thanks,
Daniel


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