I'm having a hard time trying to track down why I'm getting this "unknown order" error only on the short side of the logic even though the execution will take place!
Hints on what to check would be appreciated.
This is in new TT ADL.
Answer by Daniel · Apr 11 at 08:40 PM
Hi Damon...It's just sending an OCO limit target and Stop loss...nothing fancy except well I'm using PayUp logic and the minus or plus sign has got to be set wrong when using flip for sell.I tried flipping it several ways with no success.. I'm stumped!
Answer by Daniel · Apr 13 at 07:39 PM
Hi Damon..there was a max order qty in the CME limits.
Well that took care of some of the errors but not all.
I'll have to add exchange price confirmation pre-check logic because I'm seeing 0.00 limit rejection in some orders.
Also, I suspect it needs to confirm add and delete logic before trying to send as it pulls orders at the same time.