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Date/Time: Sun, 05 May 2024 01:30:46 +0000



Post From: Flatten and cancel

[2014-03-07 15:52:53]
User35525 - Posts: 180
Dear support,

I am using SC 997, CTS sim feed, and ACSIL, and every month or two my programmed flatten and cancel partially closes out a position but fully cancels the stoploss, leaving me with a net position but no protective stop.

What is the best way to prevent this? Will it help to update to the latest SC version with FIX? On the "What's new page" I see these issues and wonder if they're affecting me:

1039 Release Date: 2013-10-26
CTS server-side OCO has now been restored and supports Stop and Limit orders as both Attached Orders and as top level orders without any children.


924 Release Date: 2012-11-30
Corrected an issue with the CTS T4 Trading service where Attached Orders would not be automatically adjusted after the parent order filled. This would result in an error message added to the Trade Service Log. This issue arose in a recent release. Also, corrected a small timing issue that might have led to Open Orders, Positions, and Order Fills from not being processed upon connection to the CTS T4 service.


I have delayed updating to the CTS FIX feed because of data and order handling issues, but those look resolved. I'm thinking of signing-up for the new SC realtime CME data feed and updating to version 1102 which uses FIX with CTS, and am hoping that will fix what sometimes happens with flatten and cancel, as well as provide better data.

Best,
Ted