Rough night last night?
ALL of my algos running on CME servers went down in the middle of the night, at 3 different times.
Answer by JFP · Jun 25, 2020 at 09:15 PM
Interestingly, despite the fact that the algo status said "Stopped", and no other algo functionality was working, its Export Values continued updating.
ie: The child orders remained in the market (now orphans), and were getting filled after the algo was forcibly Stopped. The Export Value for "most recent fill price" was correct for all of the stopped algos, despite there being 2 other child (orphaned) orders filled at different prices.
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