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Date/Time: Sat, 18 May 2024 14:44:17 +0000

Post From: Sim problem: Simulated order accepted but market order does not fill

[2020-01-27 04:55:33] Link To Thread - Link To Post [Go To First Post]
uM8137 - Posts: 180
Via DTC to SC 2036, with Denali data flowing, I am able to send a single market buy order to MYMH20_FUT_CBOT. The order appears in the Trade Orders window. It is displayed at LastOrderActionSource: "Simulated order accepted". The problem: despite it being a market order, it never fills. If I hit the Flatten button, the Trade Service Log tells me "Unable to Flatten or Rever because a Position does not exist". Seems like a bug. How else can an accepted market order not be filled? Thinking about it, perhaps it is related to report dtc problem: market bracket -> No valid quote data to set prices from offset where in both cases Denali market data doesn't seem to get through to the Sim machinery as far as DTC submissions are concerned. If the sim machinery can't see the market data, it can't get a market price to fill at. I can see the market data, full depth ladder, and recent trades going off, so it must be a problem internal to SC process on my host and not network/upstream.