Dynamic Stop and Adjust OIF

[scjohn]

How soon, or when, can I fire off an Adjust OIF to set a dynamic stop?

Let's say I have a 1 minute chart, therefore I can only fire off an AT command once every minute. If I want to control the stop price, using the AT Adjust command, I want to set the stop as soon as possible. How soon, after the Order AT command, can I send the AT adjust command. Do I have to wait for the PUF file? Or can I send the Adjust command right after (in conjuction with) the Order command?

What is the sequence in which you check for the various AT command files?

[NinjaTrader_Ray]

You can send it once the initial order.txt file has been processed. NT checksin 300 ms intervals after each file has been processed.

[scjohn]

Could you give a more detailed explaination of the STOP command for the Adjust file? In the docementation you say: "STOP - Your stop loss order(s)". You seem to suggesting that one could have mutiple stop orders. I was under the assumption that you could only have 1 stop order. Of course, I may be missing something.

[NinjaTrader_Ray]

You can have one strategy stop loss that could consist of either 1, 2 or 3 separate stop orders. Although their could be up to 3 orders, NT manages them as one stop loss and therefore sending an adjust.txt to adjust the stop loss will modify all orders associated to that strategie's stop loss.

[scjohn]

I am unsure if the proper format to use for an Adjust STOP command. Looking at the log, I see that you use StopMarket orders. For an Adjust STOP command, I have a limit price field and Stop price field. Which of the field(s) should I put the stop price in?

thanks

[NinjaTrader_Ray]

STOP field

[scjohn]

Is there a reason why an Adjust STOP command would not be processed by NT?

Sometimes, but not always, the 1st Adjust STOP order I send never gets processed (i.e. shows up in the log file) even though the file gets deleted. All of the succeeding Adjust Stop command do get proceesed and shows up in the log.

For instance, My order files was deleted at 10:41:02. The log says:

10:42:15 Execution Entry1 Valid Sold 2 ER 03-05 .....

10:42:15 Submiting stop and target orders.

My1st Adjust STOP command was created at 10:42:16 and deleted by NT at 10:42:18. But no ModifyOrder Stop1/Stop2 appears in the log.

My 2nd Adjust STOP command was created at 10:43:02 and deleted by NT at 10:43:04. Those ModifyOrder Stop show up in the log at 10:43:03 and 10:43:03.

thanks

[NinjaTrader_Ray]

No reason that I am aware of. If a file is deleted and not processed an error message will be logged. It may be possible that you are sending an adjust oif when the stop order can't be adjusted because if was being adjusted that particulare time manually?

[scjohn]

No manual changing/entering of stops on my part. But according to the time stamps, one might be able to make the case that NT was "Submitting stop and target orders" at around the same time as the Adjust Stop command was sent.

[NinjaTrader_Ray]

It's possible that if the stop that was being adjusted was just being submitted you would get an error.

[NinjaTrader_Ray]

It's possible that if the stop that was being adjusted was just being submitted you would get an error.

[NinjaTrader_Ray]

It's possible that if the stop that was being adjusted was just being submitted you would get an error.

[scjohn]

It seems to me, that NT losing (for lack of a better word) Adjust STOPcommand is something that needs to be looked at.

Six trades were initiated, and on 3 of those trades the initial Adjust STOPcommand got "lost" by NT. On all 6 trades, all of the succeeding Adjust STOP commands were processed by NT. In all cases, the 1st Adjust file was deleted by NT. All commands were being on the Simulator account.

[NinjaTrader_Ray]

Is it possible that the command was not processed because the order was in a state that it could not be adjusted? Are there no errors or rejected oder adjustments in the log?

[scjohn]

There are no error messages of any kind in the log referring to a bad/rejected Adjust command. I do not send the Adjust command until the PUF file tells me that the order has been filled ((PUFFields[0] != FLAT) && (PUFFields[4] == "0").

[scjohn]

Today, I had 8 automated trades, only 4 out of the 8 had the 1st Adjust STOP command show up (processed) in the log file.

[NinjaTrader_Ray]

Is there any way that you can confirm that the file was generated and sent to the AT folder for the times it did not adjust? I can't reproduce nor do I have any other reports which of course makes it difficult to track down.

[scjohn]

The only thing I show you is the screen shot from Norton Protected Recycle Bin. Look at the top of the list. The first Order/ Adjust pair, the 1st Adjust Command was "lost". For the second Order/Adjust pair, the 1st Adjust command was processed. The same for the 3rd pair. The 1st Adjust command was processed. The screen shot does not show it, but there is a Deleted By column and all of the entries say NinjaTrader

file:///C:/Documents%20and%20Settings/John%20Tierney/My%20Documents/My%20Pictures/UneraseWizard.jpg

[scjohn]

Here is that part of the log file that corresponds with the previous post.

"3/17/2005 9:19:44 AM GLOBAL SIMULATION ENABLED"
"3/17/2005 9:19:57 AM Established connection to Interactive Brokers"
"3/17/2005 9:20:05 AM AUTOMATED TRADING ENABLED"
"3/17/2005 9:33:35 AM SUBMIT ORDER ENTRY1: S 2 @ Limit Price:623.6 Stop Price:623.6 Order Id: Position Id:ER2 06-05 SIM-101 769356091 Simulation"
"3/17/2005 9:33:35 AM ORDER STATUS ENTRY1 ER2 06-05: PENDING S Type:STOPLIMIT Qty:2 @ Limit Price:623.6 Stop Price:623.6 Position Id:ER2 06-05 SIM-101 769356091 Order Id: Simulation"
"3/17/2005 9:33:38 AM ORDER STATUS ENTRY1 ER2 06-05: ACP_XCHG S Type:STOPLIMIT Qty:2 @ Limit Price:623.6 Stop Price:623.6 Position Id:ER2 06-05 SIM-101 769356091 Order Id:76933350SIM Simulation"
"3/17/2005 9:33:39 AM POSITION UPDATE: Instrument:ER2 06-05 Qty:2 Account:SIM-101"
"3/17/2005 9:33:39 AM POSITION UPDATE: Instrument:ER2 06-05 Qty:2 SHORT Account:SIM-101"
"3/17/2005 9:33:39 AM EXECUTION ENTRY1 VALID SOLD 2 ER2 06-05 @ 623.6 OID:76933350SIM EID:76933394841 Simulation"
"3/17/2005 9:33:39 AM Submitting stop and target orders"
"3/17/2005 9:33:39 AM SUBMIT ORDER STOP1: B 2 @ Limit Price:0 Stop Price:624.6 Order Id: Position Id:ER2 06-05 SIM-101 769356091 Simulation"
"3/17/2005 9:33:39 AM ORDER STATUS STOP1 ER2 06-05: PENDING B Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:624.6 Position Id:ER2 06-05 SIM-101 769356091 Order Id: Simulation"
"3/17/2005 9:33:39 AM SUBMIT ORDER TARGET1: B 2 @ Limit Price:623.1 Stop Price:0 Order Id: Position Id:ER2 06-05 SIM-101 769356091 Simulation"
"3/17/2005 9:33:39 AM ORDER STATUS TARGET1 ER2 06-05: PENDING B Type:LIMIT Qty:2 @ Limit Price:623.1 Stop Price:0 Position Id:ER2 06-05 SIM-101 769356091 Order Id: Simulation"
"3/17/2005 9:33:39 AM ORDER STATUS ENTRY1 ER2 06-05: FILLED S Type:STOPLIMIT Qty:2 @ Limit Price:623.6 Stop Price:623.6 Position Id:ER2 06-05 SIM-101 769356091 Order Id:76933350SIM Simulation"
"3/17/2005 9:33:44 AM ORDER STATUS STOP1 ER2 06-05: ACP_XCHG B Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:624.6 Position Id:ER2 06-05 SIM-101 769356091 Order Id:76933391SIM Simulation"
"3/17/2005 9:33:44 AM ORDER STATUS TARGET1 ER2 06-05: ACP_XCHG B Type:LIMIT Qty:2 @ Limit Price:623.1 Stop Price:0 Position Id:ER2 06-05 SIM-101 769356091 Order Id:76933392SIM Simulation"
"3/17/2005 9:34:17 AM POSITION UPDATE: Instrument:ER2 06-05 Qty:1 SHORT Account:SIM-101"
"3/17/2005 9:34:17 AM EXECUTION TARGET1 VALID BOUGHT 1 ER2 06-05 @ 623.1 OID:76933392SIM EID:76934178592 Simulation"
"3/17/2005 9:34:17 AM ORDER STATUS STOP1 ER2 06-05: PENDING B Type:STOPMARKET Qty:1 @ Limit Price:0 Stop Price:624.6 Position Id:ER2 06-05 SIM-101 769356091 Order Id:76933391SIM Simulation"
"3/17/2005 9:34:17 AM ORDER STATUS STOP1 ER2 06-05: PENDING B Type:STOPMARKET Qty:1 @ Limit Price:0 Stop Price:624.6 Position Id:ER2 06-05 SIM-101 769356091 Order Id:76933391SIM Simulation"
"3/17/2005 9:34:17 AM MODIFYORDER STOP1: Limit Price:0 Stop Price:624.6 qty:1 order Id:76933391SIM position Id:ER2 06-05 SIM-101 769356091 Simulation"
"3/17/2005 9:34:17 AM ORDER STATUS TARGET1 ER2 06-05: PARTIAL B Type:LIMIT Qty:2 @ Limit Price:623.1 Stop Price:0 Position Id:ER2 06-05 SIM-101 769356091 Order Id:76933392SIM Simulation"
"3/17/2005 9:34:17 AM ORDER STATUS STOP1 ER2 06-05: CANCELING B Type:STOPMARKET Qty:1 @ Limit Price:0 Stop Price:624.6 Position Id:ER2 06-05 SIM-101 769356091 Order Id:76933391SIM Simulation"
"3/17/2005 9:34:17 AM EXECUTION TARGET1 VALID BOUGHT 1 ER2 06-05 @ 623.1 OID:76933392SIM EID:76934179213 Simulation"
"3/17/2005 9:34:18 AM Position strategy Id:ER2 06-05 SIM-101 769356091 closed"
"3/17/2005 9:34:18 AM ORDER STATUS TARGET1 ER2 06-05: FILLED B Type:LIMIT Qty:2 @ Limit Price:623.1 Stop Price:0 Position Id:ER2 06-05 SIM-101 769356091 Order Id:76933392SIM Simulation"
"3/17/2005 9:34:21 AM ORDER STATUS STOP1 ER2 06-05: CANCELING B Type:STOPMARKET Qty:1 @ Limit Price:0 Stop Price:624.6 Position Id:ER2 06-05 SIM-101 769356091 Order Id:76933391SIM Simulation"
"3/17/2005 9:34:21 AM ORDER STATUS STOP1 ER2 06-05: CANCELLED B Type:STOPMARKET Qty:1 @ Limit Price:0 Stop Price:624.6 Position Id:ER2 06-05 SIM-101 769356091 Order Id:76933391SIM Simulation"
"3/17/2005 9:54:15 AM SUBMIT ORDER ENTRY1: S 2 @ Limit Price:623.4 Stop Price:623.4 Order Id: Position Id:ER2 06-05 SIM-101 769156402 Simulation"
"3/17/2005 9:54:15 AM ORDER STATUS ENTRY1 ER2 06-05: PENDING S Type:STOPLIMIT Qty:2 @ Limit Price:623.4 Stop Price:623.4 Position Id:ER2 06-05 SIM-101 769156402 Order Id: Simulation"
"3/17/2005 9:54:18 AM ORDER STATUS ENTRY1 ER2 06-05: ACP_XCHG S Type:STOPLIMIT Qty:2 @ Limit Price:623.4 Stop Price:623.4 Position Id:ER2 06-05 SIM-101 769156402 Order Id:76954153SIM Simulation"
"3/17/2005 9:54:18 AM POSITION UPDATE: Instrument:ER2 06-05 Qty:2 Account:SIM-101"
"3/17/2005 9:54:18 AM POSITION UPDATE: Instrument:ER2 06-05 Qty:2 SHORT Account:SIM-101"
"3/17/2005 9:54:18 AM EXECUTION ENTRY1 VALID SOLD 2 ER2 06-05 @ 623.4 OID:76954153SIM EID:76954189684 Simulation"
"3/17/2005 9:54:19 AM Submitting stop and target orders"
"3/17/2005 9:54:19 AM SUBMIT ORDER STOP1: B 2 @ Limit Price:0 Stop Price:624.4 Order Id: Position Id:ER2 06-05 SIM-101 769156402 Simulation"
"3/17/2005 9:54:19 AM ORDER STATUS STOP1 ER2 06-05: PENDING B Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:624.4 Position Id:ER2 06-05 SIM-101 769156402 Order Id: Simulation"
"3/17/2005 9:54:19 AM SUBMIT ORDER TARGET1: B 2 @ Limit Price:622.9 Stop Price:0 Order Id: Position Id:ER2 06-05 SIM-101 769156402 Simulation"
"3/17/2005 9:54:19 AM ORDER STATUS TARGET1 ER2 06-05: PENDING B Type:LIMIT Qty:2 @ Limit Price:622.9 Stop Price:0 Position Id:ER2 06-05 SIM-101 769156402 Order Id: Simulation"
"3/17/2005 9:54:19 AM ORDER STATUS ENTRY1 ER2 06-05: FILLED S Type:STOPLIMIT Qty:2 @ Limit Price:623.4 Stop Price:623.4 Position Id:ER2 06-05 SIM-101 769156402 Order Id:76954153SIM Simulation"
"3/17/2005 9:54:20 AM ORDER STATUS STOP1 ER2 06-05: ACP_XCHG B Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:624.4 Position Id:ER2 06-05 SIM-101 769156402 Order Id:76954194SIM Simulation"
"3/17/2005 9:54:21 AM ORDER STATUS TARGET1 ER2 06-05: ACP_XCHG B Type:LIMIT Qty:2 @ Limit Price:622.9 Stop Price:0 Position Id:ER2 06-05 SIM-101 769156402 Order Id:76954195SIM Simulation"
"3/17/2005 9:56:14 AM ORDER STATUS STOP1 ER2 06-05: PENDING B Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:623.9 Position Id:ER2 06-05 SIM-101 769156402 Order Id:76954194SIM Simulation"
"3/17/2005 9:56:14 AM ORDER STATUS STOP1 ER2 06-05: PENDING B Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:623.9 Position Id:ER2 06-05 SIM-101 769156402 Order Id:76954194SIM Simulation"
"3/17/2005 9:56:14 AM MODIFYORDER STOP1: Limit Price:0 Stop Price:623.9 qty:2 order Id:76954194SIM position Id:ER2 06-05 SIM-101 769156402 Simulation"
"3/17/2005 9:56:16 AM ORDER STATUS STOP1 ER2 06-05: ACP_XCHG B Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:623.9 Position Id:ER2 06-05 SIM-101 769156402 Order Id:76954194SIM Simulation"
"3/17/2005 9:58:00 AM ORDER STATUS STOP1 ER2 06-05: CANCELING B Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:623.9 Position Id:ER2 06-05 SIM-101 769156402 Order Id:76954194SIM Simulation"
"3/17/2005 9:58:00 AM EXECUTION TARGET1 VALID BOUGHT 2 ER2 06-05 @ 622.9 OID:76954195SIM EID:7695808905 Simulation"
"3/17/2005 9:58:00 AM Position strategy Id:ER2 06-05 SIM-101 769156402 closed"
"3/17/2005 9:58:00 AM ORDER STATUS TARGET1 ER2 06-05: FILLED B Type:LIMIT Qty:2 @ Limit Price:622.9 Stop Price:0 Position Id:ER2 06-05 SIM-101 769156402 Order Id:76954195SIM Simulation"
"3/17/2005 9:58:03 AM ORDER STATUS STOP1 ER2 06-05: CANCELING B Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:623.9 Position Id:ER2 06-05 SIM-101 769156402 Order Id:76954194SIM Simulation"
"3/17/2005 9:58:03 AM ORDER STATUS STOP1 ER2 06-05: CANCELLED B Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:623.9 Position Id:ER2 06-05 SIM-101 769156402 Order Id:76954194SIM Simulation"
"3/17/2005 10:10:29 AM SUBMIT ORDER ENTRY1: B 2 @ Limit Price:624.4 Stop Price:624.4 Order Id: Position Id:ER2 06-05 SIM-101 7610295463 Simulation"
"3/17/2005 10:10:29 AM ORDER STATUS ENTRY1 ER2 06-05: PENDING B Type:STOPLIMIT Qty:2 @ Limit Price:624.4 Stop Price:624.4 Position Id:ER2 06-05 SIM-101 7610295463 Order Id: Simulation"
"3/17/2005 10:10:33 AM ORDER STATUS ENTRY1 ER2 06-05: ACP_XCHG B Type:STOPLIMIT Qty:2 @ Limit Price:624.4 Stop Price:624.4 Position Id:ER2 06-05 SIM-101 7610295463 Order Id:761010296SIM Simulation"
"3/17/2005 10:22:11 AM POSITION UPDATE: Instrument:ER2 06-05 Qty:2 Account:SIM-101"
"3/17/2005 10:22:11 AM POSITION UPDATE: Instrument:ER2 06-05 Qty:2 LONG Account:SIM-101"
"3/17/2005 10:22:11 AM EXECUTION ENTRY1 VALID BOUGHT 2 ER2 06-05 @ 624.4 OID:761010296SIM EID:761022118596 Simulation"
"3/17/2005 10:22:11 AM Submitting stop and target orders"
"3/17/2005 10:22:11 AM SUBMIT ORDER STOP1: S 2 @ Limit Price:0 Stop Price:623.4 Order Id: Position Id:ER2 06-05 SIM-101 7610295463 Simulation"
"3/17/2005 10:22:11 AM ORDER STATUS STOP1 ER2 06-05: PENDING S Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:623.4 Position Id:ER2 06-05 SIM-101 7610295463 Order Id: Simulation"
"3/17/2005 10:22:11 AM SUBMIT ORDER TARGET1: S 2 @ Limit Price:624.9 Stop Price:0 Order Id: Position Id:ER2 06-05 SIM-101 7610295463 Simulation"
"3/17/2005 10:22:11 AM ORDER STATUS TARGET1 ER2 06-05: PENDING S Type:LIMIT Qty:2 @ Limit Price:624.9 Stop Price:0 Position Id:ER2 06-05 SIM-101 7610295463 Order Id: Simulation"
"3/17/2005 10:22:11 AM ORDER STATUS ENTRY1 ER2 06-05: FILLED B Type:STOPLIMIT Qty:2 @ Limit Price:624.4 Stop Price:624.4 Position Id:ER2 06-05 SIM-101 7610295463 Order Id:761010296SIM Simulation"
"3/17/2005 10:22:14 AM ORDER STATUS STOP1 ER2 06-05: ACP_XCHG S Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:623.4 Position Id:ER2 06-05 SIM-101 7610295463 Order Id:761022117SIM Simulation"
"3/17/2005 10:22:15 AM ORDER STATUS TARGET1 ER2 06-05: ACP_XCHG S Type:LIMIT Qty:2 @ Limit Price:624.9 Stop Price:0 Position Id:ER2 06-05 SIM-101 7610295463 Order Id:761022118SIM Simulation"
"3/17/2005 10:22:31 AM ORDER STATUS STOP1 ER2 06-05: PENDING S Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:623.5 Position Id:ER2 06-05 SIM-101 7610295463 Order Id:761022117SIM Simulation"
"3/17/2005 10:22:31 AM ORDER STATUS STOP1 ER2 06-05: PENDING S Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:623.5 Position Id:ER2 06-05 SIM-101 7610295463 Order Id:761022117SIM Simulation"
"3/17/2005 10:22:31 AM MODIFYORDER STOP1: Limit Price:0 Stop Price:623.5 qty:2 order Id:761022117SIM position Id:ER2 06-05 SIM-101 7610295463 Simulation"
"3/17/2005 10:22:34 AM ORDER STATUS STOP1 ER2 06-05: ACP_XCHG S Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:623.5 Position Id:ER2 06-05 SIM-101 7610295463 Order Id:761022117SIM Simulation"
"3/17/2005 10:23:04 AM ORDER STATUS STOP1 ER2 06-05: CANCELING S Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:623.5 Position Id:ER2 06-05 SIM-101 7610295463 Order Id:761022117SIM Simulation"
"3/17/2005 10:23:04 AM EXECUTION TARGET1 VALID SOLD 2 ER2 06-05 @ 624.9 OID:761022118SIM EID:76102341257 Simulation"
"3/17/2005 10:23:04 AM Position strategy Id:ER2 06-05 SIM-101 7610295463 closed"
"3/17/2005 10:23:04 AM ORDER STATUS TARGET1 ER2 06-05: FILLED S Type:LIMIT Qty:2 @ Limit Price:624.9 Stop Price:0 Position Id:ER2 06-05 SIM-101 7610295463 Order Id:761022118SIM Simulation"
"3/17/2005 10:23:06 AM ORDER STATUS STOP1 ER2 06-05: CANCELING S Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:623.5 Position Id:ER2 06-05 SIM-101 7610295463 Order Id:761022117SIM Simulation"
"3/17/2005 10:23:06 AM ORDER STATUS STOP1 ER2 06-05: CANCELLED S Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:623.5 Position Id:ER2 06-05 SIM-101 7610295463 Order Id:761022117SIM Simulation"
"3/17/2005 10:56:21 AM SUBMIT ORDER ENTRY1: B 2 @ Limit Price:626.6 Stop Price:626.6 Order Id: Position Id:ER2 06-05 SIM-101 761021784 Simulation"
"3/17/2005 10:56:21 AM ORDER STATUS ENTRY1 ER2 06-05: PENDING B Type:STOPLIMIT Qty:2 @ Limit Price:626.6 Stop Price:626.6 Position Id:ER2 06-05 SIM-101 761021784 Order Id: Simulation"
"3/17/2005 10:56:23 AM ORDER STATUS ENTRY1 ER2 06-05: ACP_XCHG B Type:STOPLIMIT Qty:2 @ Limit Price:626.6 Stop Price:626.6 Position Id:ER2 06-05 SIM-101 761021784 Order Id:761056219SIM Simulation"
"3/17/2005 10:56:27 AM POSITION UPDATE: Instrument:ER2 06-05 Qty:2 Account:SIM-101"
"3/17/2005 10:56:27 AM POSITION UPDATE: Instrument:ER2 06-05 Qty:2 LONG Account:SIM-101"
"3/17/2005 10:56:27 AM EXECUTION ENTRY1 VALID BOUGHT 2 ER2 06-05 @ 626.6 OID:761056219SIM EID:761056274378 Simulation"
"3/17/2005 10:56:27 AM Submitting stop and target orders"
"3/17/2005 10:56:27 AM SUBMIT ORDER STOP1: S 2 @ Limit Price:0 Stop Price:625.6 Order Id: Position Id:ER2 06-05 SIM-101 761021784 Simulation"
"3/17/2005 10:56:27 AM ORDER STATUS STOP1 ER2 06-05: PENDING S Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:625.6 Position Id:ER2 06-05 SIM-101 761021784 Order Id: Simulation"
"3/17/2005 10:56:27 AM SUBMIT ORDER TARGET1: S 2 @ Limit Price:627.1 Stop Price:0 Order Id: Position Id:ER2 06-05 SIM-101 761021784 Simulation"
"3/17/2005 10:56:27 AM ORDER STATUS TARGET1 ER2 06-05: PENDING S Type:LIMIT Qty:2 @ Limit Price:627.1 Stop Price:0 Position Id:ER2 06-05 SIM-101 761021784 Order Id: Simulation"
"3/17/2005 10:56:27 AM ORDER STATUS ENTRY1 ER2 06-05: FILLED B Type:STOPLIMIT Qty:2 @ Limit Price:626.6 Stop Price:626.6 Position Id:ER2 06-05 SIM-101 761021784 Order Id:761056219SIM Simulation"
"3/17/2005 10:56:30 AM ORDER STATUS STOP1 ER2 06-05: ACP_XCHG S Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:625.6 Position Id:ER2 06-05 SIM-101 761021784 Order Id:7610562710SIM Simulation"
"3/17/2005 10:56:31 AM ORDER STATUS TARGET1 ER2 06-05: ACP_XCHG S Type:LIMIT Qty:2 @ Limit Price:627.1 Stop Price:0 Position Id:ER2 06-05 SIM-101 761021784 Order Id:7610562711SIM Simulation"
"3/17/2005 10:59:45 AM ORDER STATUS STOP1 ER2 06-05: CANCELING S Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:625.6 Position Id:ER2 06-05 SIM-101 761021784 Order Id:7610562710SIM Simulation"
"3/17/2005 10:59:45 AM EXECUTION TARGET1 VALID SOLD 2 ER2 06-05 @ 627.1 OID:7610562711SIM EID:761059456879 Simulation"
"3/17/2005 10:59:45 AM Position strategy Id:ER2 06-05 SIM-101 761021784 closed"
"3/17/2005 10:59:45 AM ORDER STATUS TARGET1 ER2 06-05: FILLED S Type:LIMIT Qty:2 @ Limit Price:627.1 Stop Price:0 Position Id:ER2 06-05 SIM-101 761021784 Order Id:7610562711SIM Simulation"
"3/17/2005 10:59:49 AM ORDER STATUS STOP1 ER2 06-05: CANCELING S Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:625.6 Position Id:ER2 06-05 SIM-101 761021784 Order Id:7610562710SIM Simulation"
"3/17/2005 10:59:49 AM ORDER STATUS STOP1 ER2 06-05: CANCELLED S Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:625.6 Position Id:ER2 06-05 SIM-101 761021784 Order Id:7610562710SIM Simulation"
"3/17/2005 12:33:08 PM SUBMIT ORDER ENTRY1: B 2 @ Limit Price:627 Stop Price:627 Order Id: Position Id:ER2 06-05 SIM-101 761286255 Simulation"
"3/17/2005 12:33:08 PM ORDER STATUS ENTRY1 ER2 06-05: PENDING B Type:STOPLIMIT Qty:2 @ Limit Price:627 Stop Price:627 Position Id:ER2 06-05 SIM-101 761286255 Order Id: Simulation"
"3/17/2005 12:33:11 PM ORDER STATUS ENTRY1 ER2 06-05: ACP_XCHG B Type:STOPLIMIT Qty:2 @ Limit Price:627 Stop Price:627 Position Id:ER2 06-05 SIM-101 761286255 Order Id:761233812SIM Simulation"
"3/17/2005 12:33:13 PM POSITION UPDATE: Instrument:ER2 06-05 Qty:2 Account:SIM-101"
"3/17/2005 12:33:13 PM POSITION UPDATE: Instrument:ER2 06-05 Qty:2 LONG Account:SIM-101"
"3/17/2005 12:33:13 PM EXECUTION ENTRY1 VALID BOUGHT 2 ER2 06-05 @ 627 OID:761233812SIM EID:7612331339010 Simulation"
"3/17/2005 12:33:13 PM Submitting stop and target orders"
"3/17/2005 12:33:13 PM SUBMIT ORDER STOP1: S 2 @ Limit Price:0 Stop Price:626.0 Order Id: Position Id:ER2 06-05 SIM-101 761286255 Simulation"
"3/17/2005 12:33:13 PM ORDER STATUS STOP1 ER2 06-05: PENDING S Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:626.0 Position Id:ER2 06-05 SIM-101 761286255 Order Id: Simulation"
"3/17/2005 12:33:13 PM SUBMIT ORDER TARGET1: S 2 @ Limit Price:627.5 Stop Price:0 Order Id: Position Id:ER2 06-05 SIM-101 761286255 Simulation"
"3/17/2005 12:33:13 PM ORDER STATUS TARGET1 ER2 06-05: PENDING S Type:LIMIT Qty:2 @ Limit Price:627.5 Stop Price:0 Position Id:ER2 06-05 SIM-101 761286255 Order Id: Simulation"
"3/17/2005 12:33:13 PM ORDER STATUS ENTRY1 ER2 06-05: FILLED B Type:STOPLIMIT Qty:2 @ Limit Price:627 Stop Price:627 Position Id:ER2 06-05 SIM-101 761286255 Order Id:761233812SIM Simulation"
"3/17/2005 12:33:14 PM ORDER STATUS STOP1 ER2 06-05: ACP_XCHG S Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:626.0 Position Id:ER2 06-05 SIM-101 761286255 Order Id:7612331313SIM Simulation"
"3/17/2005 12:33:15 PM ORDER STATUS TARGET1 ER2 06-05: ACP_XCHG S Type:LIMIT Qty:2 @ Limit Price:627.5 Stop Price:0 Position Id:ER2 06-05 SIM-101 761286255 Order Id:7612331314SIM Simulation"
"3/17/2005 12:45:51 PM ORDER STATUS TARGET1 ER2 06-05: CANCELING S Type:LIMIT Qty:2 @ Limit Price:627.5 Stop Price:0 Position Id:ER2 06-05 SIM-101 761286255 Order Id:7612331314SIM Simulation"
"3/17/2005 12:45:51 PM EXECUTION STOP1 VALID SOLD 2 ER2 06-05 @ 626 OID:7612331313SIM EID:7612455154611 Simulation"
"3/17/2005 12:45:51 PM Position strategy Id:ER2 06-05 SIM-101 761286255 closed"
"3/17/2005 12:45:51 PM ORDER STATUS STOP1 ER2 06-05: FILLED S Type:STOPMARKET Qty:2 @ Limit Price:0 Stop Price:626.0 Position Id:ER2 06-05 SIM-101 761286255 Order Id:7612331313SIM Simulation"
"3/17/2005 12:45:54 PM ORDER STATUS TARGET1 ER2 06-05: CANCELING S Type:LIMIT Qty:2 @ Limit Price:627.5 Stop Price:0 Position Id:ER2 06-05 SIM-101 761286255 Order Id:7612331314SIM Simulation"
"3/17/2005 12:45:54 PM ORDER STATUS TARGET1 ER2 06-05: CANCELLED S Type:LIMIT Qty:2 @ Limit Price:627.5 Stop Price:0 Position Id:ER2 06-05 SIM-101 761286255 Order Id:7612331314SIM Simulation"

[scjohn]

My work around for this problem is to resend the 1st Adjust command.