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Phantom fill after ORDER_SUBMIT_REJECTED
 Post subject: Phantom fill after ORDER_SUBMIT_REJECTED Post rating: 0   New post Posted: Wed 27 Jun, 2012, 17:49 

User rating: 0
Joined: Tue 17 Apr, 2012, 09:56
Posts: 2
Hello,
according to my log, I submitted a (demo) order which was rejected:
2012-06-26 22:53:05,214 onMessage: MessageType ORDER_SUBMIT_REJECTED Text SYSTEM_UNAVAILABLE-Your order has been rejected No related order

My strategy abandoned this order, believing it is not existing anymore. However, after some hours, this order mysteriously filled:
2012-06-27 03:34:58,340 OnNotification: ORDER_FILLED-Order FILLED at 1.27991 CAD (#150778213 MIT SELL 0.01 mil. EUR/CAD @ LIMIT 1.2779 IF BID => 1.2799) - Position #38536467

According to the chart here:
https://www.dukascopy.com/wiki/files/Con ... 0.2011.pdf
a rejected order is finished its life.

What could have happened here?
Thanks,
Zsolt


 

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