[ts-gen] cancel and order id

Nils Gebhardt mail at ngebhardt.de
Thu Jan 31 15:51:20 EST 2008



Hello, 

I get some new strange behavior with order canceling.
As workaround for addressing order cancellation I wrap each limit order
into a script which enters a loop after sending out the order - so
keeping the shim session and traps INT signals, answering the signal
with a subsequent cancel order. (This way you get your order book all
the time with ps ax | grep whatever )  
Worked fine all the time so far, but today it started to fail several
times (but not exclusively) with the following type of messages: 

Jan 31 21:28:47 vneumann : 10920|77327|  21817359|1|26| 0|order Cancel
(1);| 
Jan 31 21:28:47 vneumann : 10920|77327|  21817359|1|26| 0|order Cancel
(1);| 
Jan 31 21:28:47 vneumann : 10920|77327|  21850229|2| 4| 1|2| 
Jan 31 21:28:47 vneumann : 10920|77327|  21850229|2| 4| 1|2| 
Jan 31 21:28:48 vneumann : 10920|77328|  22999791|3| 4| 2|       2| 135|
Can't find order with id =:2| 
Jan 31 21:28:48 vneumann : 10920|77328|  22999791|3| 4| 2|       2| 135|
Can't find order with id =:2| 


Previously I got

Jan 31 19:32:46 vneumann :  6165|70365|  21794937|3| 4| 2|       1| 161|
Cancel attempted when order is not in a cancellable state.  Order permId
=296611554| 
Jan 31 19:32:46 vneumann :  6165|70365|  21794937|3| 4| 2|       1| 161|
Cancel attempted when order is not in a cancellable state.  Order permId
=296611554| 


Has there anything changed in the TWS set up?

Nils






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