Bracketed orders fail on shortened market days
Author: superticker
Creation Date: 11/24/2017 3:26 PM
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superticker

#1
On WLP 6.9.19.0, the Orders window won't let you place a stop/limit bracketed order on a market day with an early closing such as Thanksgivings Friday (market closes at 1pm ET). Trying to do so returns the error "Invalid expiration time". See attachment. Some comments:

1) Individual stop and limit orders work fine, but not when they are bracketed together.

2) It doesn't matter whether the duration of the bracketed order is Daily or GTC, both durations fail.
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superticker

#2
This remains a problem. And yes today, July 3, is a shortened market day (market closes at 1pm ET). :(
Can you reproduce this problem?
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Eugene

#3
On the screenshot, your full error message reads "Invalid expiration time - time cannot be greater than the market cl(ose)". Wild guess: what if you try to edit today's close time from 1pm to 4:00pm in the Markets.xml file (and revert the change after 1pm) - the opposite of what the thread below exemplifies?

Fidelity static data stopped at 2018-07-02 1:00pm

Somehow WLP must know that the day is a shortened session and if it's not from Markets.xml, then I'd say we hardly can trick it into sending the correct timestamp otherwise.
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superticker

#4
QUOTE:
... what if you try to edit today's close time from 1pm to 4:00pm in the Markets.xml file ...
My concern there is that this would create new problems that would be worse than this one.

At any rate, it would be nice to have this fixed.
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Eugene

#5
On second thought, it may be the opposite ie. it's WLP that passes the default value for expiration time (4pm) for bracket orders when server 'expects' an early close. Just a speculation.
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