I have a dozen or so closed orders with a wrong reported order.filled_qty over the last few days. In all cases, this happened with OCO sell orders. Here is a recent example. Today at 09:07:07 CDT I placed a buy order for 347 HIBS (this is LIVE trading) and it was filled. Then at 09:10:04 CDT I placed an OTO sell order with
'qty': 347,
'take_profit': {'limit_price': 11.52},
'stop_loss': {'stop_price': 11.45,
'limit_price': 11.44}
1 1/2 minutes later, the ‘take_profit’ leg of the order was filled with the entire qty of 347, as shown in my order log. The ‘stop_loss’ leg was cancelled the same moment. However, the order log shows (incorrectly!) that the ‘stop_loss’ leg was partially filled with a qty of 147 and price of $11.52. This actually didn’t happen, and it couldn’t have, because I have short selling turned off in my account. Why does this happen? Please help, as this incorrect reporting messes up my algo that pulls the orders from the web site and relies on the information it receives. Like I said, I’m given just a single example here, but the same this has happened to me more than 10 times in the last few days.