On a slightly different note, but also an API problem, two days running I have had my MOC order in YUM not filled. In both instances the entry was a partial fill but Levente said he has seen this before where:
“No Imbalance. MOC/LOC orders are not allowed.” error for other users as well. As far as I remember, this means that at the time of closing the buy and sell sides of the order book did not overlap (hence no imbalance) and therefore no execution could take place.
Anyone else had this occur? I just sell the no filled MOC the next morning but I have had a few in the last couple of days.