Thanks Julian.
@Ben Yes, TS rejected my order and gave a message of “order is greater than the maximum extra-marketable price permitted for current market conditions for this product”. My limit order price was $77.76. At 09:00 US time, RHI was opened at $68.55 and by 09:30 it was traded at $65.835. API placed my order at 09:30 and it was rejected by TS prompting the above message. There were no oders filled at the time the limit order was rejected and I have plenty of capital and margin to have for RHI, hence it is not an issue with capital and margin. The difference between open price and my limit order is 15% at 09:30, perhaps this is the threshold for TS to reject orders.
Also, thank you @Ben for the warning, I totally missed that one. Not sure whether Harrison can do something to prevent that happening like API monitors the live price and put in a market order so long as the last traded price is below the limit order, and cancel the market order if the last traded price is within certain % of the limit price, and activate the limit order again. It is too much to ask? Anyway, Harrison is busy with other projects and will have get back to me later.
