It may not work for you but I ignore order status. After all, IB's
inner workings are not my concern. All I care about is executions
which I can get from exec or position messages.
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?
I had the following sequence:
1. Submit order
2. Receive partial fill 45 ms later.
3. Change quantity 60 ms later
4. Receive three open order events with new quantity.
==>5. Receive three open order events with OLD
quantity.<==
6. Receive fill for remaining quantity at new quantity.
7. Receive order status of filled for new quantity 519 ms
later
This is obviously a bug.? I have never seen it before.?
Does anyone have a solution they are confident is
correct?? I could ignore the open orders with the old
quantity, but whats to say they wrong and the new right??
Sometimes I manually change quantities, so ignoring the
stale quantity open order events is not a great solution.
