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Date/Time: Sun, 05 May 2024 03:53:36 +0000

[User Discussion] - Order modification issues

[2021-03-20 11:14:21] #1 [Go To First Post]
User820318 - Posts: 40
I am running an algorithm using ACSIL and have noticed occasional issues in the way in which it calculates position size. 95% of the time it works exactly as it should, but occassionally I will have an order that is 2x the position size it should be. This order is then accompanied by a host of delayed order modification logs in the Trade Activity Logs. The system executed an order for 65k contracts, when in fact the order should have been for 30k contracts. In the trade activity log I get a series of logs saying "Removed 1 prior delayed modification due to later modification. Modifying of order is being delayed." and then incrementally increasing the "Requested Quantity" up to 65k contracts. Here is a screenshot of the log. I would greatly appreciate some advice as to how to remedy this issue.


Screenshot 2021-03-20 at 11.12.26.png / V - Attached On 2021-03-20 11:12:43 UTC - Size: 1.2 MB - 156 views

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