When an order change is submitted (as I'm doing it with NtDirect.dll), you see ATI followed by OIF and the new order conditions.
The red order does not appear to have an OIF line, so I can't tell where it originated. Should there be an OIF?
Also, the indicated price is 3566.75, while the current market price was well above that.
Can you help me understand what the message is telling me.
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