Hi,
I use TB to trade Double Cross. It has been working fine, but today I encounter a serious problem for signal 39176669. I found in TB log file that C2 incorrectly scales this particular signal by 2x, hence TB sold extra 2 contracts of YM for my account:
<scaledquant>4</scaledquant> <originalquant>2</originalquant>
There is no scaling problem from the rest of the signals today.
Can C2 take a look and avoid this problem in the future? Thanks.
Regards,
Hengfu
Following is the C2 STC signal log from TB and the correspondent BTO signal is at the end, which has correct scaling.
2009-03-10 10:30:48.0547Got Collective2 latestsigs: <collective2><status>OK</status><error><code>0</code></error><data><recentc2fills></recentc2fills><cancelsiglist></cancelsiglist><signalsep>39176669</signalsep><signalpacket> <systemname>Double Crosser</systemname> <systemidnum>34503597</systemidnum> <signalid>39176669</signalid> <postedwhen>1236706244</postedwhen> <postedhumantime>2009-03-10 13:30:27</postedhumantime> <action>STC</action> <scaledquant>4</scaledquant> <originalquant>2</originalquant> <symbol>@YMH9</symbol> <assettype>future</assettype> <ordertype>MARKET</ordertype> <stop>0</stop> <limit>0</limit> <tif>DAY</tif> <underlying>@YM</underlying> <right></right> <strike>0</strike> <expir>200903</expir> <exchange>CBT</exchange> <marketcode>42</marketcode> <ocagroup></ocagroup> <conditionalupon></conditionalupon> <commentary></commentary></signalpacket><fillinforeceived> <fillack> <sigid>39176657</sigid> <totalquant>2</totalquant> </fillack></fillinforeceived><completetrades> <sigid>39169611</sigid> <sigid>39167784</sigid> <sigid>39164539</sigid> <sigid>39164390</sigid> <sigid>39163909</sigid> <sigid>39163276</sigid> <sigid>39159254</sigid> <sigid>39158733</sigid> <sigid>39156393</sigid> <sigid>39155135</sigid> <sigid>39154403</sigid> <sigid>39154389</sigid> <sigid>39152090</sigid> <sigid>39132224</sigid> <sigid>39129137</sigid> <sigid>39128787</sigid> <sigid>39128015</sigid> <sigid>39127812</sigid> <sigid>39126981</sigid> <sigid>39126871</sigid> <sigid>39126723</sigid> <sigid>39126674</sigid> <sigid>39126654</sigid></completetrades><pollinterval>8000</pollinterval><servertime>1236706244</servertime><humantime>2009-03-10 13:30:44</humantime></data></collective2>
2009-03-10 06:51:14.9922Got Collective2 latestsigs: <collective2><status>OK</status><error><code>0</code></error><data><recentc2fills></recentc2fills><cancelsiglist></cancelsiglist><signalsep>39163909</signalsep><signalpacket> <systemname>Double Crosser</systemname> <systemidnum>34503597</systemidnum> <signalid>39163909</signalid> <postedwhen>1236693063</postedwhen> <postedhumantime>2009-03-10 09:51:03</postedhumantime> <action>BTO</action> <scaledquant>2</scaledquant> <originalquant>2</originalquant> <symbol>@YMH9</symbol> <assettype>future</assettype> <ordertype>MARKET</ordertype> <stop>0</stop> <limit>0</limit> <tif>DAY</tif> <underlying>@YM</underlying> <right></right> <strike>0</strike> <expir>200903</expir> <exchange>CBT</exchange> <marketcode>42</marketcode> <ocagroup></ocagroup> <conditionalupon></conditionalupon> <commentary></commentary></signalpacket><fillinforeceived> <fillack> <sigid>39163883</sigid> <totalquant>2</totalquant> </fillack></fillinforeceived><completetrades></completetrades><pollinterval>8000</pollinterval><servertime>1236693071</servertime><humantime>2009-03-10 09:51:11</humantime></data></collective2>
