Date/Time: Sun, 24 Mar 2019 18:49:47 +0000
Both OCO orders execute
|umair1 - Posts: 86|
I was trading Cotton July futures this morning. I was trading off the chart and using OCO orders. I bought at 85.31 and put my OCO stop at 85.12 (order 7501) and my limit at 85.4 (order 7500). Then I realized that July is not the active contract and moved my limit price down to 85.31 (7500) to exit the position. The bid/ask were near 85.3 but not quite there. I then clicked on chart->"Perform futures symbol rollover" and the chart rolled over to october. The contract with the highest volume was december so I rolled it over again.
Then both orders seemed to execute.
Time / Action
05:43:23.000 - Sell at 85.31 filled (order 7500)
05:43:23.001 - Cancelling order 7501 (stop at 85.12)
05:43:23.002 - rithmic order update 85.31 filled
05:43:23.003 - rithmic fill event, stop at 85.12 filled
05:43:23.004 - rithmic order update, 85.12 filled
I attached a screen shot of the trade activity log.
Sierra Chart Engineering - Posts: 70136
Stop order with order ID 7501 at the time the Limit was filled, got canceled as it should be but then the server reported it as filled. So it must've filled at the same time it was being canceled.
These are the risks of trading. You cannot always expect everything to work perfect.
Sierra Chart Support - Engineering Level
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Date Time Of Last Edit: 2013-06-20 16:51:14
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