MC -> Trading Technologies = orphaned limit orders

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sitney11
Posts: 7
Joined: 24 Mar 2010

MC -> Trading Technologies = orphaned limit orders

Postby sitney11 » 08 Aug 2010

On Friday I was trying to run two instances of MC (version 6.0 full) to send orders to two seperate session IDs of Trading Technologies and I started getting orphaned limit orders.

My autostrat would put out a limit order and then instead of doing a cancel/replace, it would just shoot out a new limit order at the new price, leaving the old one out on the TT servers. I got double fills. Needless to say Friday was a bit stressful.

I rebooted my server and just started up a single instance of MC and I still got the same issues. Also, if I had a limit order out there and tried to disable to strat, I didn't get prompted to cancel the outstanding limit order as I did while using MC 6.0 beta.
I notified management, but has anyone else experienced this?

evanscje
Posts: 34
Joined: 11 Dec 2009
Location: Arizona

Re: MC -> Trading Technologies = orphaned limit orders

Postby evanscje » 20 Dec 2010

I have a case where - when I switch on a chart to automated- an order is apparently sent and filled but it's not one that appears in the chart. It says "my stop order was filled" what order?!
There may in fact be a stop way above the market but why is it getting filled. It seems that TT uses prices for stock index futures at the actual priceX100 with no decimals. If that's true then every buy stop would get filled since the TT market price is way above the current MC price.
This may cause your problem and mine.

thoughts?

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Dave Masalov
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Re: MC -> Trading Technologies = orphaned limit orders

Postby Dave Masalov » 21 Dec 2010

I have a case where - when I switch on a chart to automated- an order is apparently sent and filled but it's not one that appears in the chart. It says "my stop order was filled" what order?!
There may in fact be a stop way above the market but why is it getting filled. It seems that TT uses prices for stock index futures at the actual priceX100 with no decimals. If that's true then every buy stop would get filled since the TT market price is way above the current MC price.
This may cause your problem and mine.


What is your data provider? If you trade on TT and use data from other source then the only way is to set the correct price in your code, like: buy at close*100.

evanscje
Posts: 34
Joined: 11 Dec 2009
Location: Arizona

Re: MC -> Trading Technologies = orphaned limit orders

Postby evanscje » 21 Dec 2010

The data comes from TS. If I write buy at close*100+25 stop the system will never show a fill (since the chart doesn't show the price ever hitting that level)

evanscje
Posts: 34
Joined: 11 Dec 2009
Location: Arizona

Re: MC -> Trading Technologies = orphaned limit orders

Postby evanscje » 21 Dec 2010

I got help from Moscow .. all I need to do is apply a multiplier in the description field in Quotemanager

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Dave Masalov
Posts: 1712
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Re: MC -> Trading Technologies = orphaned limit orders

Postby Dave Masalov » 22 Dec 2010

I got help from Moscow .. all I need to do is apply a multiplier in the description field in Quotemanager


Glad to hear that the problem has been solved.


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