Paper orders cancelled at market open

Alpaca Integration Applications
1

Has anyone else seen their API paper orders canceled? Does it have something to do with my orders being submitted overnight? Not having limit or stop prices?

2021-03-11 08_49_48-Orders
2021-03-11 08_49_48-Orders1622×341 15.2 KB

2

PS I’m using the python library and the example from here:

It worked great creating the orders but canceled them this morning.

def submitOrder(self, qty, stock, side, resp):
if(qty > 0):
  try:
    self.alpaca.submit_order(stock, qty, side, "market", "day")
    print("Market order of | " + str(qty) + " " + stock + " " + side + " | completed.")
    resp.append(True)
  except:
    print("Order of | " + str(qty) + " " + stock + " " + side + " | did not go through.")
    resp.append(False)
else:
  print("Quantity is 0, order of | " + str(qty) + " " + stock + " " + side + " | not completed.")
  resp.append(True)
3

Timestamps are so close that it looks like a batch cancel from your code maybe? If you’re using the code you linked to then lines 37 - 41 cancels all open orders.

4

Interesting thought. I do call cancel all open orders before I run the buying loop though. Is it possible that the cancel all orders is waiting for orders to cancel since there weren’t any in there?

Tonight I’ll add a check for open orders before calling the cancel all open orders.

Thanks for the thought.

5

I just checked and self.alpaca.cancel_order(order.id) uses the order id. So that can’t be it. It must have something to do with the market opening.

6

PPS I submitted the orders via the python library at 10:02 PM PT. According to the documentation, since the orders came in after 8 PM they should have been queued for the next day. However, the orders were canceled at 5:51 AM PT. This is strange.