[ts-gen] cancel and order id
Nils Gebhardt
mail at ngebhardt.de
Thu Jan 31 15:51:20 EST 2008
Hello,
I get some new strange behavior with order canceling.
As workaround for addressing order cancellation I wrap each limit order
into a script which enters a loop after sending out the order - so
keeping the shim session and traps INT signals, answering the signal
with a subsequent cancel order. (This way you get your order book all
the time with ps ax | grep whatever )
Worked fine all the time so far, but today it started to fail several
times (but not exclusively) with the following type of messages:
Jan 31 21:28:47 vneumann : 10920|77327| 21817359|1|26| 0|order Cancel
(1);|
Jan 31 21:28:47 vneumann : 10920|77327| 21817359|1|26| 0|order Cancel
(1);|
Jan 31 21:28:47 vneumann : 10920|77327| 21850229|2| 4| 1|2|
Jan 31 21:28:47 vneumann : 10920|77327| 21850229|2| 4| 1|2|
Jan 31 21:28:48 vneumann : 10920|77328| 22999791|3| 4| 2| 2| 135|
Can't find order with id =:2|
Jan 31 21:28:48 vneumann : 10920|77328| 22999791|3| 4| 2| 2| 135|
Can't find order with id =:2|
Previously I got
Jan 31 19:32:46 vneumann : 6165|70365| 21794937|3| 4| 2| 1| 161|
Cancel attempted when order is not in a cancellable state. Order permId
=296611554|
Jan 31 19:32:46 vneumann : 6165|70365| 21794937|3| 4| 2| 1| 161|
Cancel attempted when order is not in a cancellable state. Order permId
=296611554|
Has there anything changed in the TWS set up?
Nils
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