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Date/Time: Fri, 03 May 2024 04:08:30 +0000
Post From: Unexplained orders created when drawing Volume Profiles
[2016-02-23 14:51:17] |
User62657 - Posts: 11 |
ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2016-02-19 20:36:56.551 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1912.5. Attached Order 132755 Trailing Stop Limit Sell 1911.25 1911.25 Pending Child-Client Sim1 Close 132754 Order 2016-02-19 20:36:56.552 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1912.5 132754 Market 1 Buy Order Sent Sim1 Open Order 2016-02-19 20:36:56.553 [Sim]F.US.EPH16 Simulated order accepted 132754 132754 Market 1 Buy Open Sim1 Open Order 2016-02-19 20:36:56.554 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1912.50 Ask: 1912.75 Last: 1912.50 132754 132754 Market 1 Buy Filled 1912.75 1 Sim1 Open Fill 2016-02-19 20:36:56.555 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1912.50 Ask: 1912.75 Last: 1912.50 132754 132754 Market 1 Buy Filled 1912.75 1 Sim1 Open 1 132754.14 Order 2016-02-19 20:36:56.556 [Sim]F.US.EPH16 Auto-sent child from parent fill 132755 Trailing Stop Limit 1 Sell 1911.25 1911.25 Order Sent Sim1 Close 132754 1 Order 2016-02-19 20:36:56.557 [Sim]F.US.EPH16 Simulated order accepted 132755 132755 Trailing Stop Limit 1 Sell 1911.25 1911.25 Open Sim1 Close 132754 1 Order 2016-02-19 20:37:27.547 [Sim]F.US.EPH16 Auto trail order modification. Trigger price: 1913.000000. Requested Price: 1911.5. Requested Quantity: 1 132755 132755 Trailing Stop Limit 1 Sell 1911.25 1911.25 Pending Modify Sim1 Close 132754 1 Order 2016-02-19 20:37:27.548 [Sim]F.US.EPH16 Simulated order modify complete 132755 132755 Trailing Stop Limit 1 Sell 1911.50 1911.50 Open Sim1 Close 132754 1 Order 2016-02-19 20:37:35.345 [Sim]F.US.EPH16 Canceling all orders for Symbol and Account. Flatten/Reverse. 132755 132755 Trailing Stop Limit 1 Sell 1911.50 1911.50 Open Sim1 132754 Order 2016-02-19 20:37:35.346 [Sim]F.US.EPH16 Canceling all orders for Symbol and Account. Flatten/Reverse. 132755 132755 Trailing Stop Limit 1 Sell 1911.50 1911.50 Pending Cancel Sim1 Close 132754 1 Order 2016-02-19 20:37:35.347 [Sim]F.US.EPH16 Simulated order canceled 132755 132755 Trailing Stop Limit 1 Sell 1911.50 1911.50 Canceled Sim1 Close 132754 1 Order 2016-02-19 20:37:35.348 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry. Flatten&Cancel | Last: 1912.75. Current Position quantity: 1 132756 Market 1 Sell Order Sent Sim1 Close 1 Order 2016-02-19 20:37:35.349 [Sim]F.US.EPH16 Simulated order accepted 132756 132756 Market 1 Sell Open Sim1 Close 1 Order 2016-02-19 20:37:35.350 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1912.75 Ask: 1913.00 Last: 1912.75 132756 132756 Market 1 Sell Filled 1912.75 1 Sim1 Close 1 Fill 2016-02-19 20:37:35.351 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1912.75 Ask: 1913.00 Last: 1912.75 132756 132756 Market 1 Sell Filled 1912.75 1 Sim1 Close 132756.15 Order 2016-02-19 20:38:01.104 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1913.5. Attached Order 132758 Trailing Stop Limit Sell 1910.50 1910.50 Pending Child-Client Sim1 Close 132757 Order 2016-02-19 20:38:01.105 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1913.5 132757 Limit 1 Buy 1912.00 Order Sent Sim1 Open Order 2016-02-19 20:38:01.106 [Sim]F.US.EPH16 Simulated order accepted 132757 132757 Limit 1 Buy 1912.00 Open Sim1 Open Order 2016-02-19 20:38:10.653 [Sim]F.US.EPH16 Unable to Flatten or Reverse because a Position does not exist. Working orders will be canceled Unspecified Sim1 Order 2016-02-19 20:38:10.669 [Sim]F.US.EPH16 Canceling all orders for Symbol and Account during Flatten/Reverse. 132758 Trailing Stop Limit Sell 1910.50 1910.50 Pending Child-Client Sim1 132757 Order 2016-02-19 20:38:10.670 [Sim]F.US.EPH16 Canceling all orders for Symbol and Account during Flatten/Reverse. 132758 Trailing Stop Limit Sell 1910.50 1910.50 Pending Cancel Sim1 Close 132757 Order 2016-02-19 20:38:10.671 [Sim]F.US.EPH16 Canceling all orders for Symbol and Account during Flatten/Reverse. 132758 Trailing Stop Limit Sell 1910.50 1910.50 Canceled Sim1 Close 132757 Order 2016-02-19 20:38:10.672 [Sim]F.US.EPH16 Canceling all orders for Symbol and Account during Flatten/Reverse. 132757 132757 Limit 1 Buy 1912.00 Pending Cancel Sim1 Open Order 2016-02-19 20:38:10.684 [Sim]F.US.EPH16 Simulated order canceled 132757 132757 Limit 1 Buy 1912.00 Canceled Sim1 Open Order 2016-02-22 13:11:51.616 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1936. Attached Order 132760 Trailing Stop Limit Buy 1937.75 1937.75 Pending Child-Client Sim1 Close 132759 Order 2016-02-22 13:11:51.617 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1936 132759 Limit 1 Sell 1936.25 Order Sent Sim1 Open Order 2016-02-22 13:11:51.618 [Sim]F.US.EPH16 Simulated order accepted 132759 132759 Limit 1 Sell 1936.25 Open Sim1 Open Order 2016-02-22 13:12:06.388 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order cancel 132759 132759 Limit 1 Sell 1936.25 Pending Cancel Sim1 Open Order 2016-02-22 13:12:06.389 [Sim]F.US.EPH16 Simulated order canceled 132759 132759 Limit 1 Sell 1936.25 Canceled Sim1 Open Order 2016-02-22 13:12:06.390 [Sim]F.US.EPH16 Canceling child orders of internal order ID 132759 132760 Trailing Stop Limit Buy 1937.75 1937.75 Pending Cancel Sim1 Close 132759 Order 2016-02-22 13:12:06.391 [Sim]F.US.EPH16 Canceling child orders of internal order ID 132759 132760 Trailing Stop Limit Buy 1937.75 1937.75 Canceled Sim1 Close 132759 Order 2016-02-22 13:57:30.644 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1935.75. Attached Order 132762 Trailing Stop Limit Buy 1938.00 1938.00 Pending Child-Client Sim1 Close 132761 Order 2016-02-22 13:57:30.645 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1935.75 132761 Limit 1 Sell 1936.50 Order Sent Sim1 Open Order 2016-02-22 13:57:30.646 [Sim]F.US.EPH16 Simulated order accepted 132761 132761 Limit 1 Sell 1936.50 Open Sim1 Open Order 2016-02-22 13:58:31.944 [Sim]F.US.EPH16 Modifying Attached Order from parent modification/fill. Parent ref. price: 1936.25. Requested Price: 1937.75. Requested Quantity: 0 132762 Trailing Stop Limit Buy 1938.00 1938.00 Pending Modify Sim1 Close 132761 Order 2016-02-22 13:58:31.945 [Sim]F.US.EPH16 Order modified internally 132762 Trailing Stop Limit Buy 1937.75 1937.75 Pending Child-Client Sim1 Close 132761 Order 2016-02-22 13:58:31.946 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order modification. Requested Price: 1936.25. Requested Quantity: 1 132761 132761 Limit 1 Sell 1936.50 Pending Modify Sim1 Open Order 2016-02-22 13:58:31.947 [Sim]F.US.EPH16 Simulated order modify complete 132761 132761 Limit 1 Sell 1936.25 Open Sim1 Open Order 2016-02-22 13:59:23.008 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1936.25 Ask: 1936.50 Last: 1936.25 132761 132761 Limit 1 Sell 1936.25 Filled 1936.25 1 Sim1 Open Fill 2016-02-22 13:59:23.009 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1936.25 Ask: 1936.50 Last: 1936.25 132761 132761 Limit 1 Sell 1936.25 Filled 1936.25 1 Sim1 Open -1 132761.1 Order 2016-02-22 13:59:23.010 [Sim]F.US.EPH16 Auto-sent child from parent fill 132762 Trailing Stop Limit 1 Buy 1937.75 1937.75 Order Sent Sim1 Close 132761 -1 Order 2016-02-22 13:59:23.011 [Sim]F.US.EPH16 Simulated order accepted 132762 132762 Trailing Stop Limit 1 Buy 1937.75 1937.75 Open Sim1 Close 132761 -1 Order 2016-02-22 13:59:23.510 [Sim]F.US.EPH16 Auto trail order modification. Trigger price: 1936.000000. Requested Price: 1937.5. Requested Quantity: 1 132762 132762 Trailing Stop Limit 1 Buy 1937.75 1937.75 Pending Modify Sim1 Close 132761 -1 Order 2016-02-22 13:59:23.511 [Sim]F.US.EPH16 Simulated order modify complete 132762 132762 Trailing Stop Limit 1 Buy 1937.50 1937.50 Open Sim1 Close 132761 -1 Order 2016-02-22 14:00:46.925 [Sim]F.US.EPH16 Auto trail order modification. Trigger price: 1935.750000. Requested Price: 1937.25. Requested Quantity: 1 132762 132762 Trailing Stop Limit 1 Buy 1937.50 1937.50 Pending Modify Sim1 Close 132761 -1 Order 2016-02-22 14:00:46.926 [Sim]F.US.EPH16 Simulated order modify complete 132762 132762 Trailing Stop Limit 1 Buy 1937.25 1937.25 Open Sim1 Close 132761 -1 Order 2016-02-22 14:01:17.422 [Sim]F.US.EPH16 Auto trail order modification. Trigger price: 1935.500000. Requested Price: 1937. Requested Quantity: 1 132762 132762 Trailing Stop Limit 1 Buy 1937.25 1937.25 Pending Modify Sim1 Close 132761 -1 Order 2016-02-22 14:01:17.423 [Sim]F.US.EPH16 Simulated order modify complete 132762 132762 Trailing Stop Limit 1 Buy 1937.00 1937.00 Open Sim1 Close 132761 -1 Order 2016-02-22 14:01:47.120 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order modification. Requested Price: 1935.5. Requested Quantity: 1 132762 132762 Trailing Stop Limit 1 Buy 1937.00 1937.00 Pending Modify Sim1 Close 132761 -1 Order 2016-02-22 14:01:47.121 [Sim]F.US.EPH16 Simulated order modify complete 132762 132762 Trailing Stop Limit 1 Buy 1935.50 1935.50 Open Sim1 Close 132761 -1 Order 2016-02-22 14:01:47.622 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1935.25 Ask: 1935.50 Last: 1935.50 132762 132762 Trailing Stop Limit 1 Buy 1935.50 1935.50 Filled 1935.50 1 Sim1 Close 132761 -1 Fill 2016-02-22 14:01:47.623 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1935.25 Ask: 1935.50 Last: 1935.50 132762 132762 Trailing Stop Limit 1 Buy 1935.50 1935.50 Filled 1935.50 1 Sim1 Close 132762.2 Order 2016-02-22 14:40:00.574 [Sim]F.US.EPH16 Auto-trade: F.US.EPH16 1 Min #5 | NANEX Testing | BuyEntry | Bar start time: 2016-02-22 14:40:00.000 | Last: 1938.25 132763 Market 1 Buy Order Sent Sim1 Open Order 2016-02-22 14:40:00.575 [Sim]F.US.EPH16 Simulated order accepted 132763 132763 Market 1 Buy Open Sim1 Open Order 2016-02-22 14:40:00.576 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1938.00 Ask: 1938.25 Last: 1938.25 132763 132763 Market 1 Buy Filled 1938.25 1 Sim1 Open Fill 2016-02-22 14:40:00.577 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1938.00 Ask: 1938.25 Last: 1938.25 132763 132763 Market 1 Buy Filled 1938.25 1 Sim1 Open 1 132763.3 Order 2016-02-22 14:47:06.034 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1939. Attached Order 132765 Trailing Stop Limit Buy 1940.00 1940.00 Pending Child-Client Sim1 Open 132764 1 Order 2016-02-22 14:47:06.035 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1939 132764 Stop 1 Sell 1938.50 Order Sent Sim1 Close 1 Order 2016-02-22 14:47:06.036 [Sim]F.US.EPH16 Simulated order accepted 132764 132764 Stop 1 Sell 1938.50 Open Sim1 Close 1 Order 2016-02-22 14:47:14.805 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order cancel 132765 Trailing Stop Limit Buy 1940.00 1940.00 Pending Cancel Sim1 Open 132764 1 Order 2016-02-22 14:47:14.806 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order cancel 132765 Trailing Stop Limit Buy 1940.00 1940.00 Canceled Sim1 Open 132764 1 Order 2016-02-22 14:47:17.467 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1938.50 Ask: 1938.75 Last: 1938.50 132764 132764 Stop 1 Sell 1938.50 Filled 1938.50 1 Sim1 Close 1 Fill 2016-02-22 14:47:17.468 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1938.50 Ask: 1938.75 Last: 1938.50 132764 132764 Stop 1 Sell 1938.50 Filled 1938.50 1 Sim1 Close 132764.4 Order 2016-02-22 19:09:24.836 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1940.5. Attached Order 132773 Trailing Stop Limit Sell 1938.75 1938.75 Pending Child-Client Sim1 Close 132772 Order 2016-02-22 19:09:24.837 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1940.5 132772 Limit 1 Buy 1940.25 Order Sent Sim1 Open Order 2016-02-22 19:09:24.838 [Sim]F.US.EPH16 Simulated order accepted 132772 132772 Limit 1 Buy 1940.25 Open Sim1 Open Order 2016-02-22 19:09:27.807 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1940.00 Ask: 1940.25 Last: 1940.25 132772 132772 Limit 1 Buy 1940.25 Filled 1940.25 1 Sim1 Open Fill 2016-02-22 19:09:27.808 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1940.00 Ask: 1940.25 Last: 1940.25 132772 132772 Limit 1 Buy 1940.25 Filled 1940.25 1 Sim1 Open 1 132772.5 Order 2016-02-22 19:09:27.809 [Sim]F.US.EPH16 Auto-sent child from parent fill 132773 Trailing Stop Limit 1 Sell 1938.75 1938.75 Order Sent Sim1 Close 132772 1 Order 2016-02-22 19:09:27.822 [Sim]F.US.EPH16 Simulated order accepted 132773 132773 Trailing Stop Limit 1 Sell 1938.75 1938.75 Open Sim1 Close 132772 1 Order 2016-02-22 19:09:28.520 [Sim]F.US.EPH16 Auto trail order modification. Trigger price: 1940.500000. Requested Price: 1939. Requested Quantity: 1 132773 132773 Trailing Stop Limit 1 Sell 1938.75 1938.75 Pending Modify Sim1 Close 132772 1 Order 2016-02-22 19:09:28.521 [Sim]F.US.EPH16 Simulated order modify complete 132773 132773 Trailing Stop Limit 1 Sell 1939.00 1939.00 Open Sim1 Close 132772 1 Order 2016-02-22 19:09:35.145 [Sim]F.US.EPH16 Auto trail order modification. Trigger price: 1940.750000. Requested Price: 1939.25. Requested Quantity: 1 132773 132773 Trailing Stop Limit 1 Sell 1939.00 1939.00 Pending Modify Sim1 Close 132772 1 Order 2016-02-22 19:09:35.146 [Sim]F.US.EPH16 Simulated order modify complete 132773 132773 Trailing Stop Limit 1 Sell 1939.25 1939.25 Open Sim1 Close 132772 1 Order 2016-02-22 19:09:37.400 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order modification. Requested Price: 1940.75. Requested Quantity: 1 132773 132773 Trailing Stop Limit 1 Sell 1939.25 1939.25 Pending Modify Sim1 Close 132772 1 Order 2016-02-22 19:09:37.401 [Sim]F.US.EPH16 Simulated order modify complete 132773 132773 Trailing Stop Limit 1 Sell 1940.75 1940.75 Open Sim1 Close 132772 1 Order 2016-02-22 19:09:45.635 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order modification. Requested Price: 1940.5. Requested Quantity: 1 132773 132773 Trailing Stop Limit 1 Sell 1940.75 1940.75 Pending Modify Sim1 Close 132772 1 Order 2016-02-22 19:09:45.636 [Sim]F.US.EPH16 Simulated order modify complete 132773 132773 Trailing Stop Limit 1 Sell 1940.50 1940.50 Open Sim1 Close 132772 1 Order 2016-02-22 19:10:01.659 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1940.50 Ask: 1940.50 Last: 1940.50 132773 132773 Trailing Stop Limit 1 Sell 1940.50 1940.50 Filled 1940.50 1 Sim1 Close 132772 1 Fill 2016-02-22 19:10:01.660 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1940.50 Ask: 1940.50 Last: 1940.50 132773 132773 Trailing Stop Limit 1 Sell 1940.50 1940.50 Filled 1940.50 1 Sim1 Close 132773.6 Order 2016-02-23 14:40:01.189 [Sim]F.US.EPH16 Auto-trade: F.US.EPH16 1 Min #5 | NANEX Testing | BuyEntry | Bar start time: 2016-02-23 14:40:00.000 | Last: 1933.25 132782 Market 1 Buy Order Sent Sim1 Open Order 2016-02-23 14:40:01.190 [Sim]F.US.EPH16 Simulated order accepted 132782 132782 Market 1 Buy Open Sim1 Open Order 2016-02-23 14:40:01.191 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1933.25 Ask: 1933.50 Last: 1933.25 132782 132782 Market 1 Buy Filled 1933.50 1 Sim1 Open Fill 2016-02-23 14:40:01.192 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1933.25 Ask: 1933.50 Last: 1933.25 132782 132782 Market 1 Buy Filled 1933.50 1 Sim1 Open 1 132782.1 Order 2016-02-23 14:44:03.436 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1935.75. Attached Order 132784 Trailing Stop Limit Buy 1937.25 1937.25 Pending Child-Client Sim1 Open 132783 1 Order 2016-02-23 14:44:03.437 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1935.75 132783 Limit 1 Sell 1935.75 Order Sent Sim1 Close 1 Order 2016-02-23 14:44:03.438 [Sim]F.US.EPH16 Simulated order accepted 132783 132783 Limit 1 Sell 1935.75 Open Sim1 Close 1 Order 2016-02-23 14:44:03.439 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1935.75 Ask: 1936.00 Last: 1935.75 132783 132783 Limit 1 Sell 1935.75 Filled 1935.75 1 Sim1 Close 1 Fill 2016-02-23 14:44:03.440 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1935.75 Ask: 1936.00 Last: 1935.75 132783 132783 Limit 1 Sell 1935.75 Filled 1935.75 1 Sim1 Close 132783.2 Order 2016-02-23 14:44:03.441 [Sim]F.US.EPH16 Auto-sent child from parent fill 132784 Trailing Stop Limit 1 Buy 1937.25 1937.25 Order Sent Sim1 Open 132783 Order 2016-02-23 14:44:03.442 [Sim]F.US.EPH16 Simulated order accepted 132784 132784 Trailing Stop Limit 1 Buy 1937.25 1937.25 Open Sim1 Open 132783 Order 2016-02-23 14:44:07.593 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order cancel 132784 132784 Trailing Stop Limit 1 Buy 1937.25 1937.25 Pending Cancel Sim1 Open 132783 Order 2016-02-23 14:44:07.594 [Sim]F.US.EPH16 Simulated order canceled 132784 132784 Trailing Stop Limit 1 Buy 1937.25 1937.25 Canceled Sim1 Open 132783 |