Hi Josh/Richard,
Looking at my own log again, I deleted my previous posting, and I think I still have not find reason
my orderid as following:
parent: 1535724415
SYM[IBAT] ([AAPL][P][OPT][327473110]) OpenOrder ID: 1535724415, @ SMART BUY: LMT, 7 status: Submitted ct[1775][0][1774][14][13:33:37-632]
SYM[IBAT] OrderStatus. Id: 1535724415, Status: Submitted, Filled: 0, Remaining: 7, AvgFillPrice: 0, PermId: 1087925538, LastFillPrice: 0, ClientId: 0, WhyHeld:? ct[1776][0][1775][14][13:33:37-632]
SYM[IBAT] ([AAPL][P][OPT][327473110]) OpenOrder ID: 1535724415, @ SMART BUY: LMT, 7 status: Filled ct[1779][0][1778][20][13:33:37-723]
SYM[IBAT] OrderStatus. Id: 1535724415, Status: Filled, Filled: 7, Remaining: 0, AvgFillPrice: 3.55, PermId: 1087925538, LastFillPrice: 3.55, ClientId: 0, WhyHeld:? ct[1781][0][1780][14][13:33:37-723]
child2: profit taking lmt order (failed) 1535724417
SYM[IBAT] ([AAPL][P][OPT][327473110]) OpenOrder ID: 1535724417, @ SMART SELL: LMT, 7 status: Inactive ct[1782][0][1781][13][13:33:37-723]
SYM[IBAT] OrderStatus. Id: 1535724417, Status: Inactive, Filled: 0, Remaining: 7, AvgFillPrice: 0, PermId: 1087925540, LastFillPrice: 0, ClientId: 0, WhyHeld:? ct[1784][0][1783][12][13:33:37-723]
Error. SYM[IBAT][13:33:37-723] Id: 1535724417, Code: 201, Msg: Order rejected - reason:The parent order is being canceled.
child1: stoploss (stp order and it is OK) 1535724416
SYM[IBAT] ([AAPL][P][OPT][327473110]) OpenOrder ID: 1535724416, @ SMART SELL: STP, 7 status: PreSubmitted ct[1773][0][1772][21][13:33:37-632]
SYM[IBAT] OrderStatus. Id: 1535724416, Status: PreSubmitted, Filled: 0, Remaining: 7, AvgFillPrice: 0, PermId: 1087925539, LastFillPrice: 0, ClientId: 0, WhyHel + + +? d: child,locate,trigger ct[1774][0][1773][23][13:33:37-632]
SYM[IBAT] OrderStatus. Id: 1535724416, Status: PreSubmitted, Filled: 0, Remaining: 7, AvgFillPrice: 0, PermId: 1087925539, LastFillPrice: 0, ClientId: 0, WhyHel + + +? d: locate,trigger ct[1786][0][1785][15][13:33:37-793]
SYM[IBAT] ([AAPL][P][OPT][327473110]) OpenOrder ID: 1535724416, @ SMART SELL: STP, 7 status: PreSubmitted ct[1786][1][1772][13][13:33:40-232]
SYM[IBAT] ([AAPL][P][OPT][327473110]) OpenOrder ID: 1535724416, @ SMART SELL: STP, 7 status: PreSubmitted ct[1786][1][1772][13][13:33:42-759]
SYM[IBAT] OrderStatus. Id: 1535724416, Status: PreSubmitted, Filled: 0, Remaining: 7, AvgFillPrice: 0, PermId: 1087925539, LastFillPrice: 0, ClientId: 0, WhyHeld: locate,trigger ct[1786][1][1785][11][13:33:42-827]
....
SYM[IBAT] ([AAPL][P][OPT][327473110]) OpenOrder ID: 1535724416, @ SMART SELL: STP, 7 status: PreSubmitted ct[1739][1][170][30][14:13:42-878]
SYM[IBAT] ([AAPL][P][OPT][327473110]) OpenOrder ID: 1535724416, @ SMART SELL: STP, 7 status: PendingCancel ct[1740][0][1739][25][14:13:44-539]
SYM[IBAT] OrderStatus. Id: 1535724416, Status: PendingCancel, Filled: 0, Remaining: 7, AvgFillPrice: 0, PermId: 1087925539, LastFillPrice: 0, ClientId: 0, WhyHeld:? ct[1741][0][1740][12][14:13:44-539]
my c++ code:
?int triggerMethod = pc_cmshm->get_conf_int("order.triggerMethod");
??? vector<Order> orders;
??? //GCL/GPL/GPS order kicked in here
??? if( isGrp ) {
??????? Order parent;
??????? int pordid = pc_cmshm->get_trade_id();
??????? parent.orderId????????? = pordid;
??????? parent.action?????????? = grp[0].buysell;
??????? parent.totalQuantity??? = pos;
??????? parent.optOutSmartRouting= true;
??????? parent.transmit???????? = false;
??????? //using the orderType and lmtPrice
??????? if(om.orderType.size()>0 && om.lmtPrice > 0 ) {
??????????? parent.orderType??? = om.orderType;
??????????? double lmtPrice???? = om.lmtPrice;
??????????? //make auxPrice/profit_price incr
??????????? if ( incr > 0.01 ) {
??????????????? double amod = fmod(lmtPrice,incr);
??????????????? if ( amod != NAN ) {
??????????????????? lmtPrice += (incr-amod);
??????????????? }
??????????? }
??????????? //increment
??????????? parent.lmtPrice???? = lmtPrice;
??????????? parent.triggerMethod= triggerMethod;
??????? }else{
??????????? parent.orderType??? = grp[0].orderType;
??????? }
??????? //timed cancel
??????? if(om.enableCancel > 0) {
??????????? string cancelAfterTime? = jat_now_plus_seconds(om.enableCancel);
??????????? TimeCondition* timeCond = dynamic_cast<TimeCondition *>(OrderCondition::create(OrderCondition::OrderConditionType::Time));
??????????? timeCond->isMore(true);
??????????? timeCond->time(cancelAfterTime);
??????????? parent.conditionsCancelOrder = true;
??????????? parent.conditions.push_back(shared_ptr<TimeCondition>(timeCond));
??????? }
??????? orders.push_back(parent);
??????? //stoploss must be the second
??????? int this_oid = pc_cmshm->get_trade_id();
??????? Order stoploss;
??????? stoploss.orderId??????? = this_oid;
??????? stoploss.parentId?????? = pordid;
??????? stoploss.action???????? = grp[1].buysell;
??????? stoploss.orderType????? = grp[1].orderType;
??????? stoploss.auxPrice?????? = grp[1].price;
??????? stoploss.totalQuantity? = pos;
??????? stoploss.optOutSmartRouting = true;
??????? stoploss.triggerMethod? = triggerMethod;
??????? stoploss.transmit?????? = false;
??????? orders.push_back(stoploss);
??????? this_oid = pc_cmshm->get_trade_id();
??????? Order profit;
??????? profit.orderId????????? = this_oid;
??????? profit.parentId???????? = pordid;
??????? profit.action?????????? = grp[2].buysell;
??????? profit.orderType??????? = grp[2].orderType;
??????? profit.lmtPrice???????? = grp[2].price;
??????? profit.totalQuantity??? = pos;
??????? profit.optOutSmartRouting = true;
??????? profit.triggerMethod??? = triggerMethod;
??????? profit.transmit???????? = true;
??????? orders.push_back(profit);
...
?? for(auto o:orders) {
??????????? errno=0;
??????????? pc_cmshm->wait_for_ok_to_send();
????????
??????????????? m_pClient->placeOrder(o.orderId, con, o);
?
??????????? jat_pmsg();
???? }
