Hi guys, I've found another problem in JBT 7.02, and probably older releases, with order management using Collective2 API.
When we receive this error from C2: "error Unable to reverse: Unable to reverse position in symbol", JBT retries to send the order every few seconds without stop condition. The result of this behaviour is to have your inbox full of C2 messages telling you that your order couldn't be processed. I'm still investigating why C2 rejects this order, but for now JBT should be modified to handle this kind of situations. EventLog file: 16:01:26 08/19/09 CEST submitting signal to Collective2 16:01:26 08/19/09 CEST C2TestStrategy: Placing order 5 16:01:26 08/19/09 CEST C2TestStrategy: Order 5 is filled. Avg Fill Price: 985.75. Position: -6 16:01:38 08/19/09 CEST Collective2: Signal Received OK 42562008 Signal 42562008 accepted for immediate processing. 16:05:56 08/19/09 CEST Msg ID: 1250655119 Msg Type: 1 Msg: ====================================================== 16:25:33 08/19/09 CEST submitting signal to Collective2 16:25:33 08/19/09 CEST C2TestStrategy: Placing order 6 16:25:33 08/19/09 CEST C2TestStrategy: Order 6 is filled. Avg Fill Price: 984.75. Position: 6 16:26:19 08/19/09 CEST Collective2: error Unable to reverse: Unable to reverse position in symbol @ESU9Content-type: text/html Error 16:27:45 08/19/09 CEST Msg ID: 1250655137 Msg Type: 1 Msg: ====================================================== 16:32:55 08/19/09 CEST submitting signal to Collective2 16:32:55 08/19/09 CEST C2TestStrategy: Placing order 7 16:32:55 08/19/09 CEST C2TestStrategy: Order 7 is filled. Avg Fill Price: 986.75. Position: -6 16:33:03 08/19/09 CEST java.io.IOException: Server returned HTTP response code: 500 for URL: http://www.collective2.com/cgi-perl/signal.mpl?cmd=reverse&systemid=30334781&pw=c2pass&quant=6&instrument=f uture&symbol=%40ESU9 16:33:03 08/19/09 CEST Failed sending trade to Collective2, will retry in 1 second. 16:33:04 08/19/09 CEST submitting signal to Collective2 16:33:11 08/19/09 CEST java.io.IOException: Server returned HTTP response code: 500 for URL: http://www.collective2.com/cgi-perl/signal.mpl?cmd=reverse&systemid=30334781&pw=c2pass&quant=6&instrument=f uture&symbol=%40ESU9 16:33:11 08/19/09 CEST Failed sending trade to Collective2, will retry in 1 second. 16:33:12 08/19/09 CEST submitting signal to Collective2 16:33:19 08/19/09 CEST java.io.IOException: Server returned HTTP response code: 500 for URL: http://www.collective2.com/cgi-perl/signal.mpl?cmd=reverse&systemid=30334781&pw=c2pass&quant=6&instrument=f uture&symbol=%40ESU9 [...] [same error many times...] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
