IBSoft, why not expand the rollback feature to listed stocks whenever NYSE and AMEX are excluded from SMART, or whenever orders are direct routed away from NYSE and AMEX? Mats, If the rollback feature doesn't work for you, could it be that you are trying it with a listed stock? IBSoft just explained that it only works for nasdaq stocks, not listed stocks.
We tested the zero offset relative order algorithm today and found some problems with it. It will be fixed within the next few days. Sorry for the mixup and any inconvenience.
Thank you, samaritan. Has anyone verified that relative orders with zero offset roll back? I tried to test it with paper trading and edemo accounts. Neither gave me a definitive conclusion because the orders I submit in these demo accounts are not actually placed onto the book.
Bummer.... I tried a relative order in my paper account with a "0" in the offset field, and got an error "message must contain field 211".