I am developing very simple market making strategy using unmanaged order functionality in NT7.
Everything is working fine when testing on Market Replay. However, when connected to real-time IB order rejection windows start popping up: "can't modify order when in it is filled". Even before i modify the order i check if it fills or not, still have this problem. I don't mind to have this order rejection, but those warning windows slow down significantly the performance and some time freeze the whole computer.
Can you please make this warning windows OPTIONAL in the next beta release. Otherwise, I can't use NT for this strategy.
I was also trying to avoid modify through cancel/submit, but on the fast moving market it creates so many new orders in one direction, that IB reject them, even ignoring my cancellations.
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