This is has happened to me twice. JBT sends an order, somehow, can't get the execution details and then places another order. Both get eventually filled. But the fill details of the 1st orders get lost. JBT thinks it is long 1 lot but actually it is long 2 lots.
I am thinking of commenting out the following two lines of code in Trader.execDetailsEnd(int reqId) openOrders.clear() traderAssistant.resetOrderExecutionPending(); any suggestions ? 07/19/11 21:22:05.193 IB API 2104: Market data farm connection is OK:aufarm 07/19/11 21:22:05.193 JBookTrader Checking for executions while TWS was disconnected from the IB server. 07/19/11 21:22:05.193 EUR_Momentum Requesting executions for open order 217 07/19/11 21:22:05.232 EUR_Momentum Order 217: Execution for this order was not found. In all likelihood, this is because the order was placed while TWS was disconnected from the server. This order will be removed and another one will be submitted. The strategy will continue to run normally. 07/19/11 21:22:06.001 EUR_Momentum Placing order 218 07/19/11 21:22:06.287 EUR_Momentum Order 218 is filled. Average fill price: 1.41668. Position: 100000 -- 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.
