please find attached a trace file I would like you to look at. A market order to enter short on NFLX was submitted at 10:15am. It got as far as the state of Pending Submit and then nothing else happened.
At 11:00am a CancelAllOrders() found the order but couldn't cancel it.
2015-10-14 11:00:29:825 (TD Ameritrade) Cbi.Order.QueueCancel: order queued, since it's in state 'PendingSubmit': Order='f47596fe07e84021a4aa3f4558287a2f/865486933' Name='SE_NFLX_msStockGroupRenkoScalp' State=PendingSubmit Instrument='NFLX'
This strategy works in sim, its NT 7.0.1000.29 (Live).
Thanks,
saltminer
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