I'm running NT7 (v35) with IB (TWS 960).
1) when the strategy closes a position (either by reaching the condition to close, or closing at the end of the day), I get the following error:
"Warning: your order was repriced so as not to cross a related resting order (399)"
2) right after that, my strategy will issue an error saying my order was rejected and terminates:
"Strategy X submitted an order that generated the following error 'OrderRejected'. Strategy has sent cancel requests, attempting to close the position and terminated itself."
3) Despite of the above error, the order is actually executed at IB and my position is in fact closed
4) because my position is in fact closed, and the strategy is still trying to cancel to order, I receive a false overfill error in the last step.
Related piece of info: I do have standing orders for the same instrument, but they are by no means would be crossing my current order. Those standing orders are profit target limit and stop loss order, much further away from the current price. I suspect this has something to do with the error, even though it shouldn't, the price differential is too large to be able to cross these orders.
Comment