Sterling Trader Pro mystery cancels

Discussion in 'Automated Trading' started by TradeDataMiner, Jun 27, 2011.

  1. Sterling mysteriously cancels some of my orders that I don't click on to cancel and for which there is no Client Order ID listed in the orders window for the cancel. Since all of my cancels have a client order ID, I can't explain why these mystery cancels are happening.

    I usually have orders parked in advance on both sides of the book, and the problem only happens on the short side. However, the orders in the book are marked correctly based on the current position inventory that I have locally, and this only seems to happen once every so often. However, the cancel is "stealth" in that I don't really get any solid notification to clean up my books, and there's obviously no client order id to map the cancel back to an order... it's just a mystery cancel. There's nothing in the notification window, it's just a stealthy, silent cancel.

    Any help would be appreciated.