It appears that when you change an order that has not been transmitted, the order is transmitted after the change!
Here are the steps in the edemo account:
1) Place limit order to buy (but not transmit). Order appears normally in TWS.
2) Modify limit price (but not transmit). Limit price is changed but order is transmitted - bad!
If anyone has successfully changed an order via the socket api without having it transmit please let me know.
I ran across this as I want to spy on the ats running in the live account. I figured I could have it create the orders but not transmit them so I could do a visual double-check. Looks like this might not work out due to this issue.
- Nick
