Thanks for your report. I've had hundreds of orders executed with JBT, never
had this problem. Can you post a larger section of your event report,
starting from the moment when JBT first attempted to place order #217?



On Wed, Jul 20, 2011 at 9:08 PM, rv <[email protected]> wrote:

> 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
>
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