Hi,
I was trading crude this morning and had a short ATM strat. working with multiple lots in the dom. I was filled on one contract right before 3am ct when I lost the connection for less than a minute. When it was back on all my orders were orange and frozen, I coudn't even remove them. Also the market position showed only one contract short. I closed NT, restarted it, reconnected. At that point the dom market position was showing that I had been filled on all contracts which was my assumption as the price had gone through all my working limit orders during the connection loss and I assume that limit orders are held with the broker servers or at the exchange. Additionaly, the orders tab history shows I was indeed filled on all the lots.
That said, the executions tab orders and the account performance generated information show that my limit orders were not filled during the connection loss so it only takes in consideration the one filled contract and the multiple orders I submitted to cover the position. In other words NT shows that I'm long when I assume I am flat. It raises a few questions.
1)Why were the atm orders frozen when the connection was back on?
2) It is my understanding that limit orders and stop limit orders are native with CME and held at the exchange. In the case of an ATM strategy with OCO/working orders, would that still be the case?
3) In case there is a difference in of information in the orders, executions, and account performance tabs, should I assume that the Orders Tab show the correct information? how can I make them show the same information?
4)Lastly, I think I recall a similar loss of connection during the same time approximately a few days ago. Is there a daily maintenance connection loss at 3am CT with TT/Advantage? if so, what can be done to prevent any future situation like the one above?
Thank you.
Ludovic
I was trading crude this morning and had a short ATM strat. working with multiple lots in the dom. I was filled on one contract right before 3am ct when I lost the connection for less than a minute. When it was back on all my orders were orange and frozen, I coudn't even remove them. Also the market position showed only one contract short. I closed NT, restarted it, reconnected. At that point the dom market position was showing that I had been filled on all contracts which was my assumption as the price had gone through all my working limit orders during the connection loss and I assume that limit orders are held with the broker servers or at the exchange. Additionaly, the orders tab history shows I was indeed filled on all the lots.
That said, the executions tab orders and the account performance generated information show that my limit orders were not filled during the connection loss so it only takes in consideration the one filled contract and the multiple orders I submitted to cover the position. In other words NT shows that I'm long when I assume I am flat. It raises a few questions.
1)Why were the atm orders frozen when the connection was back on?
2) It is my understanding that limit orders and stop limit orders are native with CME and held at the exchange. In the case of an ATM strategy with OCO/working orders, would that still be the case?
3) In case there is a difference in of information in the orders, executions, and account performance tabs, should I assume that the Orders Tab show the correct information? how can I make them show the same information?
4)Lastly, I think I recall a similar loss of connection during the same time approximately a few days ago. Is there a daily maintenance connection loss at 3am CT with TT/Advantage? if so, what can be done to prevent any future situation like the one above?
Thank you.
Ludovic
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