I would like to know if the “cancelsat” API parameter is working (alone and together with the “parkuntil” parameter)
The ‘cancelsat’ orders do not show “Expired” in the Trade Blotter - they stay “Working” - only when I cancel the order using the API will it show “Expired” or “Cancelled”.
Here are the details of an order with both ‘cancelsat’ and ‘parkuntil’ specified that I think it didn’t expire (times are not in seconds as required by the API - they are just presented in readable format):
parkuntil = 20100909 00:03:12 GMT+01:00 (19:03:12 New York)
cancelsat = 20100909 00:06:40 GMT+01:00 (19:06:40 New York)
00:01:01 >>> calling Collective2 with order Submit… 150
…
00:01:04 <yoursignalid>150</yoursignalid>
00:01:04 <signalid>52746313</signalid>
00:01:04 <comments>Signal 52746313 accepted for immediate processing.</comments>
Can you check if the ‘cancelsat’ parameter is really working ? I can only see that the ‘parkuntil’ is working.
looking for your feedback.[LINKSYSTEM_26621473]
Hi, Orion:
I got your email about this as well, and have been working on it.
I think there is indeed a problem with the way the C2 Hypothetical Fill Engine handles orders that are both “parked until” and have an explicit expiration time. This is not merely a display issue in which information is not displayed properly; I do believe the expiration time is not honored for GTC orders that are parked-until a specified time.
I will work on rolling out a patch and will alert you here when done. It may take until the end of the weekend, but I’ll try to get it done faster if possible.
Thanks for the very helpful and detailed report.
