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Over fill was detected on order

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    Over fill was detected on order

    Hi

    i'm running a strategy in real time from more than 1 year now, i don't know why (i changed nothing to my script) but the last 2 trades the strategy opened a position and directly closed it with the error "An over fill was detected on order..."

    why i have this problem now... and never before ?

    The strategy open a long position with a limit order, this morning, i can see that the filled price is below the limit price (thx IB for the time to send my order to the market !), maybe this is the cause of the problem but i'm not sure because i don't remember if this situation happened in the past.

    can you help ?
    Thx

    #2
    Hi Thomas, an overfill is categorized as when an order returns a "Filled" or "PartFilled" state after the order was already marked for cancellation. The cancel request could have been induced by an explicit CancelOrder() call, from more implicit cancellations like those that occur when another order sharing the same OCO ID is filled, or from things like order expirations.

    Would you mind sending us your logs and trace files via Help >> Mail to Support so we could investigate?
    BertrandNinjaTrader Customer Service

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