Here's the sequence:
9/18/2020 8:45 | Order | Order='1552260442/7PQ2667' Name='Stop loss' New state='Cancelled' Instrument='ES 12-20' Action='Sell' Limit price=0 Stop price=3282.75 Quantity=1 Type='Stop Market' Time in force=DAY Oco='346121936141' Filled=0 Fill price=0 Error='No error' Native error='' |
9/18/2020 8:45 | Order | Order='1552189772/7PQ2667' Name='Profit target' New state='Cancelled' Instrument='ES 12-20' Action='Sell' Limit price=3421.75 Stop price=0 Quantity=1 Type='Limit' Time in force=DAY Oco='346121936141' Filled=0 Fill price=0 Error='No error' Native error='' |
9/18/2020 8:45 | Order | Order='1552260442/7PQ2667' Name='Stop loss' New state='Cancel submitted' Instrument='ES 12-20' Action='Sell' Limit price=0 Stop price=3282.75 Quantity=1 Type='Stop Market' Time in force=DAY Oco='346121936141' Filled=0 Fill price=0 Error='No error' Native error='' |
9/18/2020 8:45 | Order | Order='1552189772/7PQ2667' Name='Profit target' New state='Cancel submitted' Instrument='ES 12-20' Action='Sell' Limit price=3421.75 Stop price=0 Quantity=1 Type='Limit' Time in force=DAY Oco='346121936141' Filled=0 Fill price=0 Error='No error' Native error='' |
9/18/2020 8:45 | Position | Instrument='ES 12-20' Average price=0 Quantity=0 Market position=Short Operation=Remove ????? |
9/18/2020 8:45 | Execution | Execution='346151771405' Instrument='ES 12-20' Exchange=Globex Price=3347 Quantity=1 Market position=Short Operation=Operation_Add Order='1552289237' Time='9/18/2020 8:45 AM' |
9/18/2020 8:45 | Order | Order='1552289237/7PQ2667' Name='Sell' New state='Filled' Instrument='ES 12-20' Action='Sell' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=DAY Oco='' Filled=1 Fill price=3347 Error='No error' Native error='' |
9/18/2020 8:45 | Order | Order='1552289237/7PQ2667' Name='Sell' New state='Working' Instrument='ES 12-20' Action='Sell' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=DAY Oco='' Filled=0 Fill price=0 Error='No error' Native error='' |
9/18/2020 8:45 | Order | Order='1552289237/7PQ2667' Name='Sell' New state='Accepted' Instrument='ES 12-20' Action='Sell' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=DAY Oco='' Filled=0 Fill price=0 Error='No error' Native error='' |
9/18/2020 8:45 | Order | Order='edae9804d2974e6e9c9170c107404d2c/7PQ2667' Name='Sell' New state='Submitted' Instrument='ES 12-20' Action='Sell' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=DAY Oco='' Filled=0 Fill price=0 Error='No error' Native error='' |
9/18/2020 8:45 | NinjaScript | NinjaScript strategy '/176479240' submitting order |
9/18/2020 7:45 | Order | Order='1552189772/7PQ2667' Name='Profit target' New state='Working' Instrument='ES 12-20' Action='Sell' Limit price=3421.75 Stop price=0 Quantity=1 Type='Limit' Time in force=DAY Oco='346121936141' Filled=0 Fill price=0 Error='No error' Native error='' |
9/18/2020 7:45 | Order | Order='1552189772/7PQ2667' Name='Profit target' New state='Accepted' Instrument='ES 12-20' Action='Sell' Limit price=3421.75 Stop price=0 Quantity=1 Type='Limit' Time in force=DAY Oco='346121936141' Filled=0 Fill price=0 Error='No error' Native error='' |
9/18/2020 7:45 | Order | Order='1552260442/7PQ2667' Name='Stop loss' New state='Working' Instrument='ES 12-20' Action='Sell' Limit price=0 Stop price=3282.75 Quantity=1 Type='Stop Market' Time in force=DAY Oco='346121936141' Filled=0 Fill price=0 Error='No error' Native error='' |
9/18/2020 7:45 | Order | Order='1552260442/7PQ2667' Name='Stop loss' New state='Accepted' Instrument='ES 12-20' Action='Sell' Limit price=0 Stop price=3282.75 Quantity=1 Type='Stop Market' Time in force=DAY Oco='346121936141' Filled=0 Fill price=0 Error='No error' Native error='' |
9/18/2020 7:45 | Position | Instrument='ES 12-20' Average price=3357.25 Quantity=1 Market position=Long Operation=Operation_Add |
9/18/2020 7:45 | Order | Order='b1eb099ddac6499e9462d848693c5f0d/7PQ2667' Name='Profit target' New state='Submitted' Instrument='ES 12-20' Action='Sell' Limit price=3421.75 Stop price=0 Quantity=1 Type='Limit' Time in force=DAY Oco='346121936141' Filled=0 Fill price=0 Error='No error' Native error='' |
9/18/2020 7:45 | Order | Order='dee2d6a6ce8848c99f8bbbf1cb49d2c4/7PQ2667' Name='Stop loss' New state='Submitted' Instrument='ES 12-20' Action='Sell' Limit price=0 Stop price=3282.75 Quantity=1 Type='Stop Market' Time in force=DAY Oco='346121936141' Filled=0 Fill price=0 Error='No error' Native error='' |
9/18/2020 7:45 | NinjaScript | NinjaScript strategy '/176479240' submitting order |
9/18/2020 7:45 | NinjaScript | NinjaScript strategy '/176479240' submitting order |
9/18/2020 7:45 | Execution | Execution='346121936141' Instrument='ES 12-20' Exchange=Globex Price=3357.25 Quantity=1 Market position=Long Operation=Operation_Add Order='1552226829' Time='9/18/2020 7:45 AM' |
9/18/2020 7:45 | Order | Order='1552226829/7PQ2667' Name='Buy' New state='Filled' Instrument='ES 12-20' Action='Buy' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=DAY Oco='' Filled=1 Fill price=3357.25 Error='No error' Native error='' |
9/18/2020 7:45 | Order | Order='1552226829/7PQ2667' Name='Buy' New state='Working' Instrument='ES 12-20' Action='Buy' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=DAY Oco='' Filled=0 Fill price=0 Error='No error' Native error='' |
9/18/2020 7:45 | Order | Order='1552226829/7PQ2667' Name='Buy' New state='Accepted' Instrument='ES 12-20' Action='Buy' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=DAY Oco='' Filled=0 Fill price=0 Error='No error' Native error='' |
9/18/2020 7:45 | Order | Order='71cb078613b1479da529c2d4b4002072/7PQ2667' Name='Buy' New state='Submitted' Instrument='ES 12-20' Action='Buy' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=DAY Oco='' Filled=0 Fill price=0 Error='No error' Native error='' |
9/18/2020 7:45 | NinjaScript | NinjaScript strategy '/176479240' submitting order |
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