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Direct MessagesDate/Time: Sat, 27 Apr 2024 17:24:46 +0000
Post From: Order mismatching between SC and LMAX
| [2019-08-15 16:52:03] |
| User463572 - Posts: 4 |
|
This happened today caused by an unstable internet connection at the time order was filled: 1. Set Sell Limit Order on SC 2. Limit order filled only locally on SC 3. Limit order did not reach/ did not fill at LMAX 4. Close short position on SC 5. Long position now open on LMAX 6. Close long position on LMAX 7. Short position now open on SC 8. Steps 4-7 can be repeated in an endless loop. How can this be resolved please? |