"3/2/2005 1:09:01 PM SUBMIT ORDER ENTRY1: S 2 @ Limit Price:640.4 Stop Price:640.4 Order Id: Position Id:ER2 03-05 SIM-101 611317811 Simulation"
"3/2/2005 1:09:01 PM ORDER STATUS ENTRY1 ER2 03-05: PENDING S Type:STOPLIMIT Qty:2 @ Limit Price:640.4 Stop Price:640.4 Position Id:ER2 03-05 SIM-101 611317811 Order Id: Simulation"
"3/2/2005 1:09:03 PM ORDER STATUS ENTRY1 ER2 03-05: ACP_XCHG S Type:STOPLIMIT Qty:2 @ Limit Price:640.4 Stop Price:640.4 Position Id:ER2 03-05 SIM-101 611317811 Order Id:61139134SIM Simulation"
"3/2/2005 1:14:00 PM CANCEL ORDER ENTRY1: S 2 @ Limit Price:640.4 Stop Price:640.4 Order Id:61139134SIM Position Id:ER2 03-05 SIM-101 611317811 Simulation"
"3/2/2005 1:14:00 PM ORDER STATUS ENTRY1 ER2 03-05: CANCELING S Type:STOPLIMIT Qty:2 @ Limit Price:640.4 Stop Price:640.4 Position Id:ER2 03-05 SIM-101 611317811 Order Id:61139134SIM Simulation"
"3/2/2005 1:14:02 PM AT 'ORDER OIF' ABORTED: Can't place order while entry order is pending"
"3/2/2005 1:14:02 PM ORDER STATUS ENTRY1 ER2 03-05: CANCELING S Type:STOPLIMIT Qty:2 @ Limit Price:640.4 Stop Price:640.4 Position Id:ER2 03-05 SIM-101 611317811 Order Id:61139134SIM Simulation"
"3/2/2005 1:14:02 PM ORDER STATUS ENTRY1 ER2 03-05: CANCELLED S Type:STOPLIMIT Qty:2 @ Limit Price:640.4 Stop Price:640.4 Position Id:ER2 03-05 SIM-101 611317811 Order Id:61139134SIM Simulation"
We have a pending orderand I then issue an AT Cancel command. The Cancel file was created at 1:13:59 and deleted at 1:14:02. A new OIF file was created at 1:14:02 and deleted at 1:14:04. NT rejected the OIF order at 1:14:02, which is in the middle of the Canel sequence (see log).
How am I suppose to know that NT has "really" finished handling the Cancel command. It would appear that one can not count on the fact that just because the Cancel file has been deleted, that AT has finished canceling the pending order.
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