New issue for me with Paper today is that
pending_cancel is showing up during market hours. Until today, it only occurred outside of market hours and extended hours.
I’m seeing extended_hours orders from 09/05 showing up as
pending_cancel during market hours today.
Is this new behavior, a bug, or is it somehow that I missed seeing this until today?
With the behavior as is, is it safe to assume that the extended_hours will be “instantly cancelled” in the next extended hours session (pre or after market)? If not, I guess the best approach is to (attempt to) cancel all orders a few minutes before the end an extended hours session so that the market session is not blocked from trading. I want to avoid over-selling at a specific limit price related to extended and market hours orders being duplicates.