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Dom ATM order management

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    Dom ATM order management

    Hello,

    I've been getting myself in a twizzle a few times today in fast moving pricing, trying something new!

    I was submitting orders via the DOM, for multiple lots. Scaling in, changing quantities, and scaling out. That's all fine, but what I was finding is that, say I had one contract left, I clicked on the dom at the bid (there was still a profit target live below), got filled, and the DOM ATM entered a new stop and profit take order, which the price immediately bounces and hit, resulting in a reversing of the exit I just made! This happened to me twice. It's was fast, so I don't really know why it did it, though I think I have seen this before.

    I'm sure I have something set wrong, but in checking the DOM settings and the docs, as far as I could understand, 'Select active ATM strategy on order submission' is what I want? Basically, if I have a trailer left and click in a new order to reduce qty to zero, I don't want NT placing new stop/profit targets on it's execution. I realise I can set the ATM to 'none' and this does avoid this, but sometimes, it all happens very quickly and I don;t think this is supposed to happen anyway?

    I hope you get the idea and can point me in the right direction to review my settings / avoid this in future.

    Thanks.

    #2
    I believe the settings are correct to accomplish what you want (scale in/out of the active ATM), but what is sounds like you're describing is potentially occurring for the following reasons:
    • The ATM control list has a template selected, not the active strategy
    • The active ATM fills just prior to you placing the scale in/scale out order

    To investigate what occurred in your case more accurately, I'll need your log and trace files. Please send me your log and trace files so that I may look into what occurred.
    • You can do this by going to the Control Center-> Help-> Email Support
    • Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.
    • Please reference the following ticket number in the body of the email: 1954445 ATTN Patrick G

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      #3
      Done. Thank you. I am sure it is just a matter of settings, but hard to replicate and unsure how it should be set.

      The orders in question btw were NQ ones, about an hour ago.

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