This looks very odd and happened first time this morning.

I had a Stop Sell order active and then Market Sell order got auto-placed.
The Stop Sell order was canceled first and then Market Sell order auto-placed and filled. Looks fine so far.

However, the Market Sell order is still active on Orders window and somehow WLP keeps trying to cancel it over and over again but failing because the position has already closed.

Any idea what's going on?

QUOTE:

2009/06/03 13:23 Canceled AAA Sell Stop 10000 10.10 0 0.00 Auto TEST 1 Minute
0: Order to SELL 10000 shares AAA: Canceled.

(Order Message)
2009/06/03 13:23 0:Order Active - Order Number: XXXXXXXX
2009/06/03 13:24 0:Order Cancel Pending
2009/06/03 13:24 0:Order to SELL 10000 shares AAA: Canceled. 01:24 PM. Order Number: XXXXXXXX

QUOTE:

2009/06/03 13:25 Active AAA Sell Market 10000 0 0.00 Auto TEST 1 Minute
0: Error(s): To cancel an order, the order must have a status of Open or Partially filled. Please check the current status of your order.

(Order Message)
2009/06/03 13:25 0:Order Active - Order Number YYYYYYYY
2009/06/03 13:25 0:Order to SELL 10000 shares AAA partially filled: 500 shares filled @ 10.20. Execution time: 01:25 PM: Order Number: YYYYYYYY
2009/06/03 13:25 0:Order to SELL 10000 shares AAA partially filled: 9500 shares filled @ 10.20. Shares remaining: 500. Execution time: 01:25 PM: Order Number: YYYYYYYY
2009/06/03 13:26 0: Error(s): To cancel an order, the order must have a status of Open or Partially filled. Please check the current status of your order.
:
(continues forever every single minute)
:
2009/06/03 14:33 0: Error(s): To cancel an order, the order must have a status of Open or Partially filled. Please check the current status of your order.
:

I see the status of Market Sell order is changing every minute from Active to CancelPending and get back to Active with the error message.

I just restarted WLP and now the status of Market Sell order is filled. Is there a potential synchronization issue betweel WLP and Fidelity server?

I added this information to the comment of the support ticket I created for the related issue.