Support Board

Date/Time: Sat, 18 May 2024 04:54:58 +0000

Post From: Server Side OCO Failure, and Incorrect Position/Missing Fill Data after Connection Reset

[2016-10-19 18:55:47] Link To Thread - Link To Post [Go To First Post]
User948528 - Posts: 108
v1473, pkg 3, Rithmic, through Amp, server side OCO enabled. While in a position, lost internet, one side of OCO hit, position closed while disconnected. Multiple problems resulted: 1. Without connection, server side OCO failed to function, unfilled side of OCO remained working at exchange. Was lucky to be able to cancel it manually in this case after connection restored. 2. SC never received the order fill that occurred while disconnected, even after connection restored, disconnect/reconnect to trade service, refresh trade data function, and even restarting SC, position still remains open in SC, while broker confirms flat. 3. Global PnL Management as documented will malfunction in this case. Any way to prevent this? Will it even accidentally enter a new position while trying to flatten a non-existent incorrect position?