Order Filled after expire time

Created at 23 Apr 2021, 13:59
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VL

vlad.sipos

Joined 23.04.2021

Order Filled after expire time
23 Apr 2021, 13:59


I sent limit orders IOC with expire time. Some were filled after the expire time, some expired and others were filled within the expire time. I don't know what to make of this or why is it happening. Most orders were filled after the expire time.

Can someone tell me why is this happening and what can I do to fix it?

Here are the logs:

After expire time:

OUT 20210421-11:34:52.240098000 8=FIX.4.4|9=195|35=D|49=xxxxxx|56=cServer|34=269|50=TRADE|57=TRADE|52=20210421-11:34:52.240|11=637546016922211817156167|55=41|54=2|60=20210421-11:34:52.238|38=1|40=2|44=1782.86|59=3|126=20210421-11:34:53|10=092|
 IN 20210421-11:34:52.258607300 8=FIX.4.4|9=246|35=8|34=279|49=cServer|50=TRADE|52=20210421-11:34:52.285|56=xxxxxx|57=TRADE|11=637546016922211817156167|14=0|37=65684089|38=1|39=0|40=2|44=1782.86|54=2|55=41|59=6|60=20210421-11:34:52.274|126=20210421-11:34:53.000|150=0|151=1|721=37634303|10=154|
 IN 20210421-11:34:58.261116100 8=FIX.4.4|9=261|35=8|34=282|49=cServer|50=TRADE|52=20210421-11:34:58.288|56=xxxxxx|57=TRADE|6=1782.86|11=637546016922211817156167|14=1|32=1|37=65684089|38=1|39=2|40=2|44=1782.86|54=2|55=41|59=6|60=20210421-11:34:58.283|126=20210421-11:34:53.000|150=F|151=0|721=37634303|10=110|
OUT 20210421-13:44:31.371520600 8=FIX.4.4|9=195|35=D|49=xxxxxx|56=cServer|34=547|50=TRADE|57=TRADE|52=20210421-13:44:31.371|11=637546094713639817156167|55=41|54=1|60=20210421-13:44:31.371|38=1|40=2|44=1788.59|59=3|126=20210421-13:44:32|10=117|
 IN 20210421-13:44:31.728732200 8=FIX.4.4|9=246|35=8|34=583|49=cServer|50=TRADE|52=20210421-13:44:31.723|56=xxxxxx|57=TRADE|11=637546094713639817156167|14=0|37=65688086|38=1|39=0|40=2|44=1788.59|54=1|55=41|59=6|60=20210421-13:44:31.718|126=20210421-13:44:32.000|150=0|151=1|721=37636060|10=178|
 IN 20210421-13:44:37.761278700 8=FIX.4.4|9=261|35=8|34=585|49=cServer|50=TRADE|52=20210421-13:44:37.759|56=xxxxxx|57=TRADE|6=1788.59|11=637546094713639817156167|14=1|32=1|37=65688086|38=1|39=2|40=2|44=1788.59|54=1|55=41|59=6|60=20210421-13:44:37.751|126=20210421-13:44:32.000|150=F|151=0|721=37636060|10=151|
OUT 20210421-13:46:27.221564400 8=FIX.4.4|9=195|35=D|49=xxxxxx|56=cServer|34=556|50=TRADE|57=TRADE|52=20210421-13:46:27.221|11=637546095872046817156167|55=41|54=1|60=20210421-13:46:27.221|38=1|40=2|44=1791.39|59=3|126=20210421-13:46:28|10=117|
 IN 20210421-13:46:27.246997800 8=FIX.4.4|9=246|35=8|34=599|49=cServer|50=TRADE|52=20210421-13:46:27.254|56=xxxxxx|57=TRADE|11=637546095872046817156167|14=0|37=65688320|38=1|39=0|40=2|44=1791.39|54=1|55=41|59=6|60=20210421-13:46:27.242|126=20210421-13:46:28.000|150=0|151=1|721=37636172|10=183|
 IN 20210421-13:46:33.254268600 8=FIX.4.4|9=261|35=8|34=601|49=cServer|50=TRADE|52=20210421-13:46:33.265|56=xxxxxx|57=TRADE|6=1791.39|11=637546095872046817156167|14=1|32=1|37=65688320|38=1|39=2|40=2|44=1791.39|54=1|55=41|59=6|60=20210421-13:46:33.260|126=20210421-13:46:28.000|150=F|151=0|721=37636172|10=108|
OUT 20210421-13:48:04.872291500 8=FIX.4.4|9=195|35=D|49=xxxxxx|56=cServer|34=561|50=TRADE|57=TRADE|52=20210421-13:48:04.872|11=637546096848649817156167|55=41|54=1|60=20210421-13:48:04.872|38=1|40=2|44=1792.46|59=3|126=20210421-13:48:06|10=141|
 IN 20210421-13:48:04.914741600 8=FIX.4.4|9=246|35=8|34=608|49=cServer|50=TRADE|52=20210421-13:48:04.906|56=xxxxxx|57=TRADE|11=637546096848649817156167|14=0|37=65688509|38=1|39=0|40=2|44=1792.46|54=1|55=41|59=6|60=20210421-13:48:04.894|126=20210421-13:48:06.000|150=0|151=1|721=37636210|10=197|
 IN 20210421-13:48:09.650076300 8=FIX.4.4|9=261|35=8|34=613|49=cServer|50=TRADE|52=20210421-13:48:09.662|56=xxxxxx|57=TRADE|6=1792.46|11=637546096848649817156167|14=1|32=1|37=65688509|38=1|39=2|40=2|44=1792.46|54=1|55=41|59=6|60=20210421-13:48:09.659|126=20210421-13:48:06.000|150=F|151=0|721=37636210|10=145|
OUT 20210421-14:01:20.323094100 8=FIX.4.4|9=195|35=D|49=xxxxxx|56=cServer|34=592|50=TRADE|57=TRADE|52=20210421-14:01:20.323|11=637546104803154817156167|55=41|54=1|60=20210421-14:01:20.321|38=1|40=2|44=1796.26|59=3|126=20210421-14:01:21|10=062|
 IN 20210421-14:01:20.354171100 8=FIX.4.4|9=246|35=8|34=643|49=cServer|50=TRADE|52=20210421-14:01:20.367|56=xxxxxx|57=TRADE|11=637546104803154817156167|14=0|37=65689992|38=1|39=0|40=2|44=1796.26|54=1|55=41|59=6|60=20210421-14:01:20.361|126=20210421-14:01:21.000|150=0|151=1|721=37636723|10=139|
 IN 20210421-14:01:26.378467000 8=FIX.4.4|9=261|35=8|34=645|49=cServer|50=TRADE|52=20210421-14:01:26.393|56=xxxxxx|57=TRADE|6=1796.26|11=637546104803154817156167|14=1|32=1|37=65689992|38=1|39=2|40=2|44=1796.26|54=1|55=41|59=6|60=20210421-14:01:26.384|126=20210421-14:01:21.000|150=F|151=0|721=37636723|10=103|

expired

OUT 20210421-12:20:00.034762100 8=FIX.4.4|9=195|35=D|49=xxxxxx|56=cServer|34=362|50=TRADE|57=TRADE|52=20210421-12:20:00.034|11=637546044000215817156167|55=41|54=1|60=20210421-12:20:00.034|38=1|40=2|44=1783.43|59=3|126=20210421-12:20:01|10=033|
 IN 20210421-12:20:00.061984300 8=FIX.4.4|9=246|35=8|34=376|49=cServer|50=TRADE|52=20210421-12:20:00.079|56=xxxxxx|57=TRADE|11=637546044000215817156167|14=0|37=65684610|38=1|39=0|40=2|44=1783.43|54=1|55=41|59=6|60=20210421-12:20:00.069|126=20210421-12:20:01.000|150=0|151=1|721=37634527|10=105|
 IN 20210421-12:20:00.989063800 8=FIX.4.4|9=246|35=8|34=378|49=cServer|50=TRADE|52=20210421-12:20:01.004|56=xxxxxx|57=TRADE|11=637546044000215817156167|14=0|37=65684610|38=1|39=C|40=2|44=1783.43|54=1|55=41|59=6|60=20210421-12:20:01.000|126=20210421-12:20:01.000|150=C|151=1|721=37634527|10=120|
OUT 20210421-13:45:05.573368800 8=FIX.4.4|9=195|35=D|49=xxxxxx|56=cServer|34=551|50=TRADE|57=TRADE|52=20210421-13:45:05.573|11=637546095055643817156167|55=41|54=1|60=20210421-13:45:05.565|38=1|40=2|44=1789.14|59=3|126=20210421-13:45:06|10=114|
 IN 20210421-13:45:05.631167300 8=FIX.4.4|9=246|35=8|34=591|49=cServer|50=TRADE|52=20210421-13:45:05.619|56=xxxxxx|57=TRADE|11=637546095055643817156167|14=0|37=65688157|38=1|39=0|40=2|44=1789.14|54=1|55=41|59=6|60=20210421-13:45:05.597|126=20210421-13:45:06.000|150=0|151=1|721=37636115|10=179|
 IN 20210421-13:45:07.007123200 8=FIX.4.4|9=246|35=8|34=592|49=cServer|50=TRADE|52=20210421-13:45:07.003|56=xxxxxx|57=TRADE|11=637546095055643817156167|14=0|37=65688157|38=1|39=C|40=2|44=1789.14|54=1|55=41|59=6|60=20210421-13:45:06.001|126=20210421-13:45:06.000|150=C|151=1|721=37636115|10=188|

Before expire time

OUT 20210421-13:48:04.873199200 8=FIX.4.4|9=197|35=D|49=xxxxxx|56=cServer|34=562|50=TRADE|57=TRADE|52=20210421-13:48:04.873|11=637546096848650817156167|55=1110|54=1|60=20210421-13:48:04.872|38=50|40=2|44=57.633|59=3|126=20210421-13:48:06|10=230|
 IN 20210421-13:48:04.914846300 8=FIX.4.4|9=249|35=8|34=609|49=cServer|50=TRADE|52=20210421-13:48:04.906|56=xxxxxx|57=TRADE|11=637546096848650817156167|14=0|37=65688510|38=50|39=0|40=2|44=57.633|54=1|55=1110|59=6|60=20210421-13:48:04.894|126=20210421-13:48:06.000|150=0|151=50|721=37636211|10=075|
 IN 20210421-13:48:04.950652800 8=FIX.4.4|9=264|35=8|34=610|49=cServer|50=TRADE|52=20210421-13:48:04.949|56=xxxxxx|57=TRADE|6=57.633|11=637546096848650817156167|14=50|32=50|37=65688510|38=50|39=2|40=2|44=57.633|54=1|55=1110|59=6|60=20210421-13:48:04.937|126=20210421-13:48:06.000|150=F|151=0|721=37636211|10=015|


@vlad.sipos
Replies

PanagiotisCharalampous
26 Apr 2021, 09:01

Hi Vlad,

For execution issues, you should contact your broker directly.

Best Regards,

Panagiotis 

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@PanagiotisCharalampous