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Post From: CQG Trading issue in Release 1211

[2014-11-12 19:46:07] Link To Thread - Link To Post [Go To First Post]
User33803 - Posts: 40
I have experienced some issue with the Release 1211 and CQG FIX Trading. When the system undergoes a small disconnection from the server, the open orders changes to Cancel state due to the following reason according to TAL: "Canceling due to no order update from server". When the connection is up again the system resume the previously canceled order but the attached orders disappear. Sometimes the attached orders remain but not linked with the reinstated parent order so the parent order is filled but the attached orders are not sent to the market. I remember that this behaviour happened sometime ago (At that time, I worked with TT and not with CQG) and you solve it with a new release. I do not know if this is the same problem but this did not happened in the last releases (at least until R1205) This thread describes the same problem I currently have with CQG but then the problem was with TT. Canceling parent order due to no order update I attach the TAL sequence: You can see, for instance that the order 100494 was filled but the attached orders were not sent but "Canceling due to no fill notice from parent" ActivityType DateTime Symbol Quantity FillPrice PositionQuantity BuySell FilledQuantity OrderStatus Price OrderType InternalOrderID ServiceOrderID OrderActionSource Price2 TradeAccount OpenClose ParentInternalOrderID FillExecutionServiceID Order 2014-11-12 16:00:45.000 F.US.CLEZ14 1 77.48 1 Sell 1 Filled 77.48 Limit 100311 482909946 CQG order update (Fill). Exchange ID: 807060649870 XXXXXX Close 100310 Fill 2014-11-12 16:00:45.001 F.US.CLEZ14 1 77.48 Sell 1 Filled 77.48 Limit 100311 482909946 CQG order update (Fill). Exchange ID: 807060649870 XXXXXX Close 482909946 Order 2014-11-12 16:00:45.002 F.US.CLEZ14 1 Sell Pending Cancel 76.91 Stop 100312 483196624 CQG order update (Pending Cancel) XXXXXX Close 100310 Order 2014-11-12 16:00:45.003 F.US.CLEZ14 1 Sell Canceled 76.91 Stop 100312 483196624 CQG order update (Cancel). Exchange ID: 807060649871 XXXXXX Close 100310 Order 2014-11-12 16:00:53.000 F.US.CLEZ14 Unspecified Removing Position with quantity of 0 XXXXXX Order 2014-11-12 16:02:40.000 Unspecified Connected to server None Order 2014-11-12 16:03:45.024 F.US.CLEZ14 2 Buy Pending Cancel 77.75 Stop 100403 482993724 Canceling due to no order update from server XXXXXX Open Order 2014-11-12 16:03:45.025 F.US.CLEZ14 2 Buy Canceled 77.75 Stop 100403 482993724 Canceling due to no order update from server XXXXXX Open Order 2014-11-12 16:03:45.026 F.US.CLEZ14 Sell Pending Cancel 78.10 Limit 100404 Canceling child orders of internal order ID 100403 XXXXXX Close 100403 Order 2014-11-12 16:03:45.027 F.US.CLEZ14 Sell Canceled 78.10 Limit 100404 Canceling child orders of internal order ID 100403 XXXXXX Close 100403 Order 2014-11-12 16:03:45.028 F.US.CLEZ14 Sell Pending Cancel 77.50 Stop 100405 Canceling child orders of internal order ID 100403 XXXXXX Close 100403 Order 2014-11-12 16:03:45.029 F.US.CLEZ14 Sell Canceled 77.50 Stop 100405 Canceling child orders of internal order ID 100403 XXXXXX Close 100403 Order 2014-11-12 16:03:45.030 F.US.CLEZ14 2 Sell Pending Cancel 76.81 Stop 100406 482910318 Canceling due to no order update from server XXXXXX Close Order 2014-11-12 16:03:45.031 F.US.CLEZ14 2 Sell Canceled 76.81 Stop 100406 482910318 Canceling due to no order update from server XXXXXX Close Order 2014-11-12 16:03:45.032 F.US.CLEZ14 Buy Pending Cancel 76.47 Limit 100407 Canceling child orders of internal order ID 100406 XXXXXX Open 100406 Order 2014-11-12 16:03:45.033 F.US.CLEZ14 Buy Canceled 76.47 Limit 100407 Canceling child orders of internal order ID 100406 XXXXXX Open 100406 Order 2014-11-12 16:03:45.034 F.US.CLEZ14 Buy Pending Cancel 77.06 Stop 100408 Canceling child orders of internal order ID 100406 XXXXXX Open 100406 Order 2014-11-12 16:03:45.035 F.US.CLEZ14 Buy Canceled 77.06 Stop 100408 Canceling child orders of internal order ID 100406 XXXXXX Open 100406 Order 2014-11-12 16:07:20.000 Unspecified Connected to server None Order 2014-11-12 16:07:26.005 F.US.CLEZ14 2 Buy Open 77.75 Stop 100488 482993724 CQG order update (Status). Exchange ID: 807061305896 XXXXXX Order 2014-11-12 16:07:26.006 F.US.CLEZ14 2 Sell Open 76.81 Stop 100489 482910318 CQG order update (Status). Exchange ID: 807061305961 XXXXXX Order 2014-11-12 16:07:26.011 F.US.CLEZ14 Unspecified Removing Position with quantity of 0 XXXXXX Order 2014-11-12 16:15:00.000 F.US.CLEZ14 2 Buy Pending Cancel 77.75 Stop 100488 482993724 F.US.CLEZ14 15 Min #2 \| User order cancel XXXXXX Order 2014-11-12 16:15:02.000 F.US.CLEZ14 Sell Pending Child 78.14 Limit 100495 Auto-trade: F.US.CLEZ14 15 Min #2\|.\|BuyEntry \| Last: 77.470001. Attached Order XXXXXX Close 100494 Order 2014-11-12 16:15:02.001 F.US.CLEZ14 Sell Pending Child 77.54 Stop 100496 Auto-trade: F.US.CLEZ14 15 Min #2\|.\|BuyEntry \| Last: 77.470001. Attached Order XXXXXX Close 100494 Order 2014-11-12 16:15:02.002 F.US.CLEZ14 2 Buy Order Sent 77.79 Stop 100494 Auto-trade: F.US.CLEZ14 15 Min #2\|.\|BuyEntry \| Last: 77.470001 XXXXXX Open Order 2014-11-12 16:15:02.003 F.US.CLEZ14 Buy Pending Child 76.46 Limit 100498 Auto-trade: F.US.CLEZ14 15 Min #2\|.\|SellEntry \| Last: 77.470001. Attached Order XXXXXX Close 100497 Order 2014-11-12 16:15:03.000 F.US.CLEZ14 Buy Pending Child 77.05 Stop 100499 Auto-trade: F.US.CLEZ14 15 Min #2\|.\|SellEntry \| Last: 77.470001. Attached Order XXXXXX Close 100497 Order 2014-11-12 16:15:03.001 F.US.CLEZ14 2 Sell Order Sent 76.80 Stop 100497 Auto-trade: F.US.CLEZ14 15 Min #2\|.\|SellEntry \| Last: 77.470001 XXXXXX Open Order 2014-11-12 16:15:03.002 F.US.CLEZ14 2 Buy Canceled 77.75 Stop 100488 482993724 CQG order update (Cancel). Exchange ID: 807061305896 XXXXXX Order 2014-11-12 16:15:03.003 F.US.CLEZ14 2 Sell Pending Cancel 76.81 Stop 100489 482910318 F.US.CLEZ14 15 Min #2 \| User order cancel XXXXXX Order 2014-11-12 16:15:03.004 F.US.CLEZ14 2 Buy Pending Open 77.79 Stop 100494 482900123 CQG order update (New) XXXXXX Open Order 2014-11-12 16:15:03.005 F.US.CLEZ14 2 Buy Open 77.79 Stop 100494 482900123 CQG order update (New). Exchange ID: 807061560019 XXXXXX Open Order 2014-11-12 16:15:04.006 F.US.CLEZ14 2 Sell Pending Open 76.80 Stop 100497 482949448 CQG order update (New) XXXXXX Open Order 2014-11-12 16:15:04.007 F.US.CLEZ14 2 Sell Open 76.80 Stop 100497 482949448 CQG order update (New). Exchange ID: 807061560106 XXXXXX Open Order 2014-11-12 16:15:04.008 F.US.CLEZ14 2 Sell Canceled 76.81 Stop 100489 482910318 CQG order update (Cancel). Exchange ID: 807061305961 XXXXXX Order 2014-11-12 16:16:13.000 Unspecified Connected to server None Order 2014-11-12 16:16:20.000 F.US.CLEZ14 Unspecified Removing Position with quantity of 0 XXXXXX Fill 2014-11-12 16:23:04.000 F.US.CLEZ14 2 77.79 Buy Filled 100494 100494.1.482900123 CQG fills data (Restored). Exchange Order ID: 482900123 XXXXXX 482900123 Order 2014-11-12 16:23:08.000 Unspecified Connected to server None Order 2014-11-12 16:23:16.000 F.US.CLEZ14 2 77.79 Buy 2 Filled 77.79 Stop 100494 482900123 CQG order update (Status). Exchange ID: 807061560019 XXXXXX Open Order 2014-11-12 16:23:16.001 F.US.CLEZ14 Sell Pending Cancel 78.14 Limit 100495 Canceling due to no fill notice from parent XXXXXX Close 100494 Order 2014-11-12 16:23:16.002 F.US.CLEZ14 Sell Canceled 78.14 Limit 100495 Canceling due to no fill notice from parent XXXXXX Close 100494 Order 2014-11-12 16:23:16.003 F.US.CLEZ14 Sell Pending Cancel 77.54 Stop 100496 Canceling due to no fill notice from parent XXXXXX Close 100494 Order 2014-11-12 16:23:16.004 F.US.CLEZ14 Sell Canceled 77.54 Stop 100496 Canceling due to no fill notice from parent XXXXXX Close 100494 Order 2014-11-12 16:23:17.000 F.US.CLEZ14 Unspecified Synchronized Internal Position to current Service Position. Current Position quantity: 2 XXXXXX Date Time Of Last Edit: 2014-11-12 19:48:10