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Hi guys, after running my live algo on IBKR paper account I encounter this error today:
Runtime Error: Cancel Order Sending Error -. Origin: [Id=6] CancelOrder: OrderId: 3 (BrokerId: 6) CancelPending MarketOnOpen order for -14789 units of EWZ RWCYT7J7MGKL: Liquidated Stack Trace: Cancel Order Sending Error -. Origin: [Id=6] CancelOrder: OrderId: 3 (BrokerId: 6) CancelPending MarketOnOpen order for -14789 units of EWZ RWCYT7J7MGKL: Liquidated
It happens when i trying to liquidate my ETF by using Liquidate() method. Never had such issue when running backtesting
ZingerB
I think it happened when I call Liquidate multiple times on the same symbol. First Liquidate() call is on the main code, 2nd Liquidate() call is on on orderEvent.Status == Filled.
First Liquidate() will create many pending orders if position is large. 2nd Liquidate() will actually cancel any open orders or that symbol, which somehow conflict with the first Liquidate() call.
I'll mark this as resolved for now
ZingerB
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