Berlin, Europe
Market Wizard
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,103
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@elmi: Let me just try to summarize what can be see from the logs:
(1) A sell limit order was manually placed for 1 contract of TF 06-14 at 11:10:57 AM. The limit price was 1099.1.
(2) An attempt was made to cancel the sell limit order at 4:06:02 PM
(3) The order could not be cancelled and was filled at 4:06:33 PM at the limit price.
Interpretation: The order could not be cancelled, because the limit price was too close to market price.
I must say that I am really confused with the time stamps on those messages. They do not seem to match. If the order was executed at 4:06:33 PM, price must have been below the sell limit price of 1099.1 prior to 4:06 PM, and hit that level between 4:06:33 and 4:07:00. Otherwise it is not clear why this order was executed at 4:06:33.
My understanding is that you entered the sell limit order at 11:10:57, that is about 5 hours prior to its execution. However, I cannot find a 5-hour period on my TF 06-14 chart, where price was below 1099.1. Therefore this is impossible.
Could you please
-> explain which is timezone used for the log file
-> mark the execution of the order on your chart
-> and explain why the order had not been executed prior to 4:06:33 PM
With this information it should be easier to understand the case.
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