My auto trading strategy is running well in real time test, but when I put it into production, it run into order error problem. The following is the error from trace file:
2013-09-12 09:18:02:357 (Pats) Cbi.OrderStatusEventArgs.Process: Order='3baa9bad75e5462f9e79b7e1e76c325f/A-H01HP317' Name='HSI Long' New state=Initialized Instrument='HSI 09-13' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
2013-09-12 09:18:02:450 (Pats) Cbi.OrderStatusEventArgs.Process: Order='3baa9bad75e5462f9e79b7e1e76c325f/A-H01HP317' Name='HSI Long' New state=Rejected Instrument='HSI 09-13' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=OrderRejected Native error='Combination order type 'Market' and time-in-force 'Day' not supported by exchange 'Hkfe''
2013-09-12 09:18:02:450 Strategy.StrategyBase.Process.CancelOrdersClosePos itions1: Order='3baa9bad75e5462f9e79b7e1e76c325f/A-H01HP317' Name='HSI Long' State=Rejected Instrument='HSI 09-13' Action=Buy Limit price=0 Stop price=0 Quantity=1 Strategy='HSIreal' Type=Market Tif=Day Oco='' Filled=0 Fill price=0 Token='9a69b1a12c4f45709ac0c1b7cc58700a' Gtd='2099-12-1 0:00:00'
2013-09-12 09:18:02:450 Strategy.StrategyBase.Process.CancelOrdersClosePos itions2: isTerminal=False
I am using PatSystem API and can place order manually. I also try the Time-in-force type: GTC. It also run into the same problem.
Thanks and Regards
Jason
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