Kardinal
09-04-2007, 04:33 AM
I am observing a problem with NT handling of a partially filled order. I have attached the spreadsheets of the Log, Executions, and Orders. The initial order is a short of 5 contracts. When the order is partially filled for 1 contract, the log shows that NT is now pending change for a quantity of 6 contracts (instead of 4) {I have highlighted this entry in bold}. It appears the simple maths of 5-1=4 is becoming 5+1=6. The result is that when the total of '5' contracts are being filled at the profit target level, there is still an extra order left in the system. I have observed this several times now and this is the cleanest set of logs I have to illustrate the point. I have seen the results as bad as 4 partial filled resulting in a Pending Change of 9, and once the 5 original contracts are filled, 4 contracts are still being traded.
NT Version number 6.0.1000.4
NT Version number 6.0.1000.4