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Simulation of (non-marketable) limit orders
Bill Lyons
edited
seeking help getting started

Hi -

First, thanks to everyone working on Quantopian and Zipline, I think they have great potential and cannot believe how far they have come. Despite the inclusion of advanced features like pipeline and fundamentals, I still have some concerns about the very basic underlying trading simulation.

I think the attached backtest demonstrates an issue with inaccurate simulation of limit orders.

In the backtest there are only two days with trades:
- on one day we buy by putting in a (marketable) limit order, with a limit far above the market. As this is marketable when we insert it, it should fill just as a market order would, and it does.
- on every subsequent day, at start of day we insert a limit order to sell at a fixed price of 111. When the market eventually reaches this level, our order should fill at 111 (since we have inserted a passive limit order to sell at this level). However, all the fills come in level better than our limit (as in the first case). However, this case is different! If the market "goes through" the level of a limit order which is already in the market, we still only get the limit price.

I think this is important to address: it improves the reported backtest results of any strategy using passive orders, which makes strategies look more viable for real trading than may be the case.

To be clear: this has nothing at all to do with commissions and slippage. The above issue is purely with the price of market fills, before any commission or slippage is taken into account.

I hope the example and explanation is clear. The key point is that non-marketable limit orders "resting in the market" should get filled at the limit price, or not at all. The current simulation seems to treat them as if they were re-inserted at each bar, gaining the benefit of favourable price moves and biasing the trading results upwards. This gives incorrect simulation results, compared to real trading with the same orders.

Clone Algorithm
11
Loading...
Backtest from to with initial capital
Cumulative performance:
Algorithm Benchmark
Total Returns
--
Alpha
--
Beta
--
Sharpe
--
Sortino
--
Max Drawdown
--
Benchmark Returns
--
Volatility
--
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month 
def initialize(context):
    context.s = sid(22739)
    set_commission(commission.PerShare(cost=0, min_trade_cost=None))  
    #set_slippage(slippage.FixedSlippage(spread=0))    
    schedule_function(
        eod,
        date_rules.every_day(),
        time_rules.market_close(minutes=15)
    )
    schedule_function(
        sod,
        date_rules.every_day(),
        time_rules.market_open(minutes=15)
    ) 

 
def before_trading_start(context, data):
    pass

def sod(context,data):
        s = context.s
        log.info("SOD pos: %i" % context.portfolio.positions[s].amount)
        if context.portfolio.positions[s].amount <= 0:
            l1_id = order_target_percent(s, 1, style=LimitOrder(110.50))
            l1 = get_order(l1_id)
            log.info("%s: SOD placing buy order for %i of %s at %f" % 
                         (get_datetime(), l1.amount, l1.sid, l1.limit))
        elif context.portfolio.positions[s].amount > 0:
            l2_id = order_target_percent(s, 0, style=LimitOrder(111.00))
            l2 = get_order(l2_id)
            log.info("%s: SOD placing sell order for %i of %s at %f" % 
                         (get_datetime(), l2.amount, l2.sid, l2.limit))

def eod(context,data):
    all_open_orders = get_open_orders()
    if all_open_orders:
        for security, oo_for_sid in all_open_orders.iteritems():
            for order_obj in oo_for_sid:
                log.info("%s: EOD cancelling order for %s of %s created on %s (status: %s)" % 
                         (get_datetime(), order_obj.amount,
                          security.symbol, order_obj.created, order_obj.status))
                cancel_order(order_obj)
    record(PnL=context.portfolio.pnl, Outlay=context.portfolio.positions_value, Leverage = context.account.leverage)
 
def handle_data(context,data):
    """
    Called every minute.
    """
    pass
There was a runtime error.
19 responses
Luca

This is an interesting point but the slippage model has never been a priority for Q anyway.

I can see the zipline code does exactly what you say. It doesn't check if the price "goes through" the level of a limit or not.
https://github.com/quantopian/zipline/blob/master/zipline/finance/slippage.py

class VolumeShareSlippage(SlippageModel):  
    [...omitted....]  
    def process_order(self, data, order):  
        volume = data.current(order.asset, "volume")

        max_volume = self.volume_limit * volume

        # price impact accounts for the total volume of transactions  
        # created against the current minute bar  
        remaining_volume = max_volume - self.volume_for_bar  
        if remaining_volume < 1:  
            # we can't fill any more transactions  
            raise LiquidityExceeded()

        # the current order amount will be the min of the  
        # volume available in the bar or the open amount.  
        cur_volume = int(min(remaining_volume, abs(order.open_amount)))

        if cur_volume < 1:  
            return None, None

        # tally the current amount into our total amount ordered.  
        # total amount will be used to calculate price impact  
        total_volume = self.volume_for_bar + cur_volume

        volume_share = min(total_volume / volume,  
                           self.volume_limit)

        price = data.current(order.asset, "close")

        simulated_impact = volume_share ** 2 \  
            * math.copysign(self.price_impact, order.direction) \  
            * price  
        impacted_price = price + simulated_impact

        if order.limit:  
            # this is tricky! if an order with a limit price has reached  
            # the limit price, we will try to fill the order. do not fill  
            # these shares if the impacted price is worse than the limit  
            # price. return early to avoid creating the transaction.

            # buy order is worse if the impacted price is greater than  
            # the limit price. sell order is worse if the impacted price  
            # is less than the limit price  
            if (order.direction > 0 and impacted_price > order.limit) or \  
                    (order.direction < 0 and impacted_price < order.limit):  
                return None, None

        return (  
            impacted_price,  
            math.copysign(cur_volume, order.direction)  
        )
Bill Lyons

I would really like to get some response from the Quantopian / Zipline team on this. It is pretty fundamental stuff.

This is an interesting point but the slippage model has never been a priority for Q anyway.

Thanks Luca, I appreciate you tracking down what seems to be the relevant part of the Zipline code for this. However, as I stressed before, this is nothing to do with the slippage model (despite apparently being in Slippage.py? I guess that means "executions including potential slippage"?). With slippage set to zero always, this discrepancy still exists. It is not a subtle market-impact model type of thing, it is just the bare bones logic of how orders get filled in the market.

The issue is: if I enter an order to sell 100 shares at 111.00, and the market is currently at 110.50, and during the day the market rises up through my level to close at 111.50, how should Zipline report I got filled (assuming no commissions, adequate volume, just the very simplest case)?

If it is simulating correctly, it should report I got filled at 111.00. That is exactly what would happen in live trading. There is no slippage or impact model needed.

But it does not, it reports that I sell at a higher level.

I would like to understand: do Quantopian agree this is a bug or an oversight? If I submit a pull request to Zipline will it be merged? Is there any way the current behaviour can be justified (especially since it improves fills, rather than making them worse?)

Luca

Bill, few things :

1 - add the tag "seeking help", this might higher the chances Q will look at this post
2 - or send a private message to "Learn & Support" -> "Contact Support". They have always replied to my messages and they are always very helpful
3 - the current behaviour cannot be considered a bug, it's just too optimistic: you get a better price than you probably would have in real trading but it is consistent with limit order definition (buy/sell a set number of shares at a specified price or better). Still I agree with you that it would be better to have a more realistic model
4- I understand the limit order fill price is not related to slippage model but in zipline the logic is in Slippage.py and it makes sense from the code point of view
5 - if you like to contribute to zipline project you probably have to open an issue before submitting patches. In the issue tracker you can discuss this problem. If the project maintainers agree on changing the current behaviour you can ask to be assigned the task and eventually get you code pulled in.

My opinion is that Q is focused on its hedge fund, they are interested in modelling correctly the kind of algorithms they intend to run in their hedge fund. The little details that impact certain algorithm types (intraday, low volume stocks, hard to borrow, shorting costs, delisting, etc. etc.) are low priority for them (even though, as retail traders, those are high priority for us. But this is where Q current business model is not ideal for a retail trader).

Grant Kiehne

Bill,

I suspect the problem is that the Quantopian simulator is using prices from historical trades (minutely closing prices). It doesn't model the market with a separate "engine" that attempts to simulate precisely what would have occurred.

You might be able to fix the problem with your own custom slippage model, but I'm not sure you can force trades for minutes when there were none.

Grant

Bill Lyons

Hi Luca,

Thank you for the response: I gave up on trying to give feedback to Q/Z once before because of the lack of response, so although you are also "just" a user, I thank you for at least having the conversation!

I have added the tag you suggest, and will probably contact the Q/Z teams directly if there is still no response.

I think you are right that Q is focused on the hedge fund, and what they currently think is most relevant to that (like large universe equity long/short portfolio construction!). However, I am not sure their judgement on what is important is necessarily infallible. Having bells and whistles like pipeline, when you cannot simulate a limit order getting filled is an odd situation to say the least. In any "real-life" trading, especially automated trading, you have to use limit orders only. You cannot have an algo blindly aggress the market. Although the limit orders will be at least partly marketable a lot of the time, trading with price limits is not an esoteric requirement, or one that concerns retail traders mainly. Arguably it is safer for a retail trader to send a market order then an institutional-volume algo!

If we want the backtest to correspond to reality, the current behaviour is wrong. So I just wanted to raise this issue, but maybe the Zipline project will be a better forum for it.

Mohammad Forouzani

@Bill - I agree - this is a bug that needs to be addressed. I have created an issue on github and submitted a PR with a patch to fix this.

Bill Lyons

@Mohammad - Thanks for getting the ball rolling on the Z side: we will see what the response is.

Above, I was deliberately avoiding questions of slippage, to try to keep things as clear as possible. In your patch, it seems that the slippage model is applied as usual. In the case of a non-marketable limit order, even if there is a slippage model specified, it should not change the fill price in the case we are discussing: it will only effect market orders and marketable limit orders.

Mohammad Forouzani

@Bill - I see what you are saying. In my mind, all limit orders should be filled at the limit price unless there is major slippage - but I guess this is a problem of dealing with minute data and not tick data.

I'm going to remove my PR as it doesn't solve this issue.

Lotanna Ezenwa

Hey everyone,

Great insight on this bug, I agree that this is a artifact from earlier versions of Zipline that has yet to be fixed.
A lot of questions have been asked/answered in this thread, so if I miss one feel free to post it again.

do Quantopian agree this is a bug or an oversight?

Yep, this is a bug in Zipline.

If I submit a pull request to Zipline will it be merged?

Once a PR is submitted to Zipline, its continuous integration systems will check if merging will break other systems.
Further, you'll get feedback from the maintainers about the nature of the PR, and it's rationale.

In general, if there is a PR with adequate unit tests that is useful to Zipline, it will be merged.

I've actually already submitted an issue to upgrade the ordering logic in Zipline. I'll add your finding to it.

Thanks,
Lotanna Ezenwa

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Mikko M

I think this is quite a major problem that skews results quite much especially with higher volatility stocks and longer term backtests.

Has anyone tried to create a custom slippage model that would address this? It should be possible to apply custom slippage model that would always fill non-marketable limits at limit price and marketable limit prices without negative slippage from limit price.

Luca

I created a custom slippage that fills non-marketable limits at limit price and leaves the marketable limit ones as before. Let me know what you think .

The patch is actually three lines of code (plus ten of comments ;) but I had to copy/paste the full VolumeShareSlippage class to test the patch.

@Mikko, I didn't add the feature "fill marketable limit prices without negative slippage from limit price" can you elaborate a bit on that?

EDIT:
To disinguish between marketable and non-marketable limit orders I used the following approximation:
if both open and close price are below/above (buy/sell) the limit price the order is markettable
if open price is above (or below for sell) limit price and close price is below (or above for sell) limit price, then the order is non-marketable
If the price is non-marketable I force the price to be limit price

I said approximation because this code doesn't cover the scenario where the crossing of the limit price happens between the close price of the previous minute and the open price of the next minute. But in my understanding the close price of any minute must be almost identical to the open price of the following minute, so I don't believe this is a real issue.

Clone Algorithm
6
Loading...
Backtest from to with initial capital
Cumulative performance:
Algorithm Benchmark
Total Returns
--
Alpha
--
Beta
--
Sharpe
--
Sortino
--
Max Drawdown
--
Benchmark Returns
--
Volatility
--
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month 
import math

DEFAULT_VOLUME_SLIPPAGE_BAR_LIMIT = 0.025

class LiquidityExceeded(Exception):
    pass

class myVolumeShareSlippage(slippage.SlippageModel):
    """Model slippage as a function of the volume of shares traded.
    """

    def __init__(self, volume_limit=DEFAULT_VOLUME_SLIPPAGE_BAR_LIMIT,
                 price_impact=0.1):

        self.volume_limit = volume_limit
        self.price_impact = price_impact

        slippage.SlippageModel.__init__(self)

    def process_order(self, data, order):
        volume = data.current(order.asset, "volume")

        max_volume = self.volume_limit * volume

        # price impact accounts for the total volume of transactions
        # created against the current minute bar
        remaining_volume = max_volume - self.volume_for_bar
        if remaining_volume < 1:
            # we can't fill any more transactions
            raise LiquidityExceeded()

        # the current order amount will be the min of the
        # volume available in the bar or the open amount.
        cur_volume = int(min(remaining_volume, abs(order.open_amount)))

        if cur_volume < 1:
            return None, None

        # tally the current amount into our total amount ordered.
        # total amount will be used to calculate price impact
        total_volume = self.volume_for_bar + cur_volume

        volume_share = min(total_volume / volume,
                           self.volume_limit)

        price = data.current(order.asset, "close")

        simulated_impact = volume_share ** 2 \
            * math.copysign(self.price_impact, order.direction) \
            * price
        impacted_price = price + simulated_impact

        if order.limit:
            # this is tricky! if an order with a limit price has reached
            # the limit price, we will try to fill the order. do not fill
            # these shares if the impacted price is worse than the limit
            # price. return early to avoid creating the transaction.

            # buy order is worse if the impacted price is greater than
            # the limit price. sell order is worse if the impacted price
            # is less than the limit price
            if (order.direction > 0 and impacted_price > order.limit) or \
                    (order.direction < 0 and impacted_price < order.limit):
                return None, None
            
            # For marketable limit orders the price is 'impacted_price'
            # (that is current price + slippage) but for non-marketable
            # limit order the price must be the limit price.
            # To put it simple, if the market "goes through" the level
            # of a limit order (non-marketable) we have to use the limit
            # price, otherwise the 'impacted_price'
            # To disinguish between marketable and non-marketable limit
            # order we can use the following good approximation:
            # if both open and close price are below/above (buy/sell)
            # the limit price the order is markettable
            # if open price is above (or below for sell) limit price
            # and close price is below (or above for sell) limit pirce,
            # then the order is non-marketable
            
            open_price = data.current(order.asset, "open")
            # Note: no need to check for close price if we are here
            non_marketable = (order.direction > 0 and open_price > order.limit) or \
                             (order.direction < 0 and open_price < order.limit)
                
            if non_marketable:
                impacted_price = order.limit
                
            print '%d limit %f open %f close %f marketable %s final price %f' % (order.direction, order.limit, open_price, price, not non_marketable, impacted_price)

        return (
            impacted_price,
            math.copysign(cur_volume, order.direction)
        )


def initialize(context):
    context.s = sid(22739)
    set_commission(commission.PerShare(cost=0, min_trade_cost=None))  
    set_slippage(myVolumeShareSlippage(volume_limit=0.025, price_impact=0.0))
    
    schedule_function(
        eod,
        date_rules.every_day(),
        time_rules.market_close(minutes=15)
    )
    schedule_function(
        sod,
        date_rules.every_day(),
        time_rules.market_open(minutes=15)
    ) 
    
    context.p = (108.50, 109.00)

 
def sod(context,data):
        context.p = (context.p[1], context.p[0]) # swap
        s = context.s
        #log.info("SOD pos: %i" % context.portfolio.positions[s].amount)
        if context.portfolio.positions[s].amount <= 0:
            l1_id = order_target_percent(s, 1, style=LimitOrder(context.p[0]))
            l1 = get_order(l1_id)
            #log.info("%s: SOD placing buy order for %i of %s at %f" % 
            #             (get_datetime(), l1.amount, l1.sid, l1.limit))
        elif context.portfolio.positions[s].amount > 0:
            l2_id = order_target_percent(s, 0, style=LimitOrder(context.p[1]))
            l2 = get_order(l2_id)
            #log.info("%s: SOD placing sell order for %i of %s at %f" % 
            #             (get_datetime(), l2.amount, l2.sid, l2.limit))

def eod(context,data):
    all_open_orders = get_open_orders()
    if all_open_orders:
        for security, oo_for_sid in all_open_orders.iteritems():
            for order_obj in oo_for_sid:
                #log.info("%s: EOD cancelling order for %s of %s created on %s (status: %s)" % 
                #         (get_datetime(), order_obj.amount,
                #          security.symbol, order_obj.created, order_obj.status))
                cancel_order(order_obj)
    record(PnL=context.portfolio.pnl, Outlay=context.portfolio.positions_value, Leverage = context.account.leverage)
There was a runtime error.
Mikko M

@Mikko, I didn't add the feature "fill marketable limit prices without negative slippage from limit price" can you elaborate a bit on that?

Thank you for the code!

I think (I'm not sure about this but I think this has been discussed at some other thread?) that current slippage model makes it possible for prices for marketable limits to fill at prices worse than limit price because of the slippage. That should not be possible.

Luca

@Mikko, I don't know about that actually. If you find the post that talks about that it might help. I can see this bug fix though, it seems related to what you are saying but it is from long ago.

Mikko M

Luca,

Yes from the code an the bugfix it seems that this has been addressed. Thanks for finding the fix and the code!

Grant Kiehne

For my education, perhaps someone could fill me in on this issue. It sounds like, absent of the slippage model, simulated order fills are done using actual historical prices from the OHLCV minute bar data base.

A few questions:

  1. Is it correct that for data.can_trade(stock_A) True regardless of the value of data.is_stale(stock_A) an order will be accepted by the simulator? In other words, so long as stock_A has had its initial historical trade (first OHLCV minute bar) at the simulation time, then an order can be submitted.
  2. Submitted orders won't be filled until historical trades are encountered, correct? For example, it is possible that an order submitted at 10:30 would not be evaluated for filling until 11:00, assuming that the next historical trade occurred then.
  3. Only minutely closing prices are used by the order execution simulator? Or are OHL values also considered?
  4. In the example provided above by Bill Lyons, the claim is that a limit order to sell at $111.00 should be filled at exactly $111.00, but this seems tricky. Say my buy order is filled at 10 am at $110.50, and then there are no historical trades until 10:30, at which point the price has risen to $111.50. So, the limit of $111 was crossed, but when? Should the order be filled at $111 at 10:30? Or should one assume a linear price versus time model, to estimate the fill time (and then post the transaction retroactively)? Basically, one has to simulate what might have happened had the limit order been with the broker after 10:30.
  5. It seems that a slippage model still needs to be applied to limit orders, no? Generally, one can't just have the order filled completely and instantaneously at a fixed price. What if the transaction is a significant chunk of the market in the stock?
Ph Quam

I think that executing limit orders always at close price is not that wrong, it's one of several trade-offs that can be made.
There are 3 alternative implementations:
1. Market price is close price. Market orders execute at close price.
1.1 Limit orders execute only at close price if marketable. This is the current situation
1.2 Limit orders execute only at limit price without having access to close price, but marketability is determined by [low..high]
2. Market price is open price. Market orders execute at open price.
2.1. If order is marketable at open price it executes at open price. If order is not marketable at open it executes at limit if within [low..high]. This is the only implementation of the 3, that can execute at market price (open) and limit price, because it has a whole bar of time after it has checked marketability.
Using close price for market orders shrinks the bar to a point, because market orders are immediate (first) and close price is last. First = Last, hence point.
Consulting close price and conditionally executing at limit introduces a subtle hindsight bias, it's not possible in reality.
I don't think that the current implementation is deceptively optimistic. If you believe that always executing at close price is optimistic, then you should never need a limit order.
I think that the 2.1 implementation is closest to reality (except in cases of daily opening volatility), but even if it existed, would it be accepted as default and make all the existing backtests irreproducible?
I have implemented 1.2 in https://github.com/quantopian/zipline/pull/1453 as class ConservativeCloseSlippage.
There are classes that use open price, but do not switch dynamically between market and limit price as described in 2.1.
I implemented these classes, not because I find the current implementation optimistic, but because I felt that it misses much of my trades by considering only close price instead of [low..high]. So which slippage model is best? Just try which will provide best results, I believe they are conservative enough not to provide unrealistically good results.

Luca

@Quantopian

I was wondering if you have any update on this long standing bug. A solution was provided both here and on github but after a year the bug is still present and the fix not integrated. From what I understood you have big plans for the slippage model so the bug fix has been postponed, but in the meanwhile wouldn't be better to simply accept the proposed fix? From time to time I stumble across this bug and I realize too late the great backtest results are not real, this is quite annoying and for users that are not aware of the bug is even worse. So this is just a gentle reminder about the existence of this bug ;)

Blue Seahawk

Added tracking to the first backtest, these are the orders described originally, a partial sell at 111.02 instead of 111.00? See Source Code tab for the full logging output. You can use the tool in this backtest to help clarify. Why not add OHLC to it?

2015-08-03 06:45 sod:21 INFO SOD pos: 0  
2015-08-03 06:45 sod:26 INFO 2015-08-03 13:45:00+00:00: SOD placing buy order for 921 of Equity(22739 [VTI]) at limit 110.500000 with current price 108.480000  
2015-08-03 06:45 _trac:82 INFO   15   Buy 921 VTI _ at 108.48 limit 110.5              e2b7  
2015-08-03 06:46 _trac:82 INFO   16      Bot 377/921 VTI (377) at 108.52 limit 110.5    e2b7  
2015-08-03 06:47 _trac:82 INFO   17      Bot 413/921 VTI (790) at 108.51 limit 110.5    e2b7  
2015-08-03 06:48 _trac:82 INFO   18      Bot all 131/921 VTI (921) at 108.58 limit 110.5    e2b7  
2015-08-04 06:45 sod:21 INFO SOD pos: 921

2016-07-20 06:45 sod:21 INFO SOD pos: 921  
2016-07-20 06:45 sod:31 INFO 2016-07-20 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 110.680000  
2016-07-20 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 110.68 limit 111.0        1727

2016-07-20 07:21 _trac:82 INFO   51      Sold -578/-921 VTI (343) at 111.02  (+1439) limit 111.0    1727  
2016-07-20 07:22 _trac:82 INFO   52      Sold -91/-921 VTI (252) at 111.04  (+228) limit 111.0    1727  
2016-07-20 07:23 _trac:82 INFO   53      Sold -37/-921 VTI (215) at 111.02  (+92) limit 111.0    1727  
2016-07-20 07:24 _trac:82 INFO   54      Sold -27/-921 VTI (188) at 111.02  (+67) limit 111.0    1727  
2016-07-20 07:26 _trac:82 INFO   56      Sold -42/-921 VTI (146) at 111.02  (+105) limit 111.0    1727  
2016-07-20 07:27 _trac:82 INFO   57      Sold -54/-921 VTI (92) at 111.02  (+134) limit 111.0    1727  
2016-07-20 07:28 _trac:82 INFO   58      Sold -60/-921 VTI (32) at 111.01  (+149) limit 111.0    1727  
2016-07-20 07:33 _trac:82 INFO   63      Sold -921 VTI _ at 111.03 limit 111.0         1727  
2016-07-21 06:45 sod:21 INFO SOD pos: 0
Clone Algorithm
5
Loading...
Backtest from to with initial capital
Cumulative performance:
Algorithm Benchmark
Total Returns
--
Alpha
--
Beta
--
Sharpe
--
Sortino
--
Max Drawdown
--
Benchmark Returns
--
Volatility
--
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month 
# See below for logs

def initialize(context):
    context.s = sid(22739)
    set_commission(commission.PerShare(cost=0, min_trade_cost=None))
    #set_slippage(slippage.FixedSlippage(spread=0))
    #set_slippage(slippage.VolumeShareSlippage(volume_limit=10000))
    schedule_function(
        eod,
        date_rules.every_day(),
        time_rules.market_close(minutes=15)
    )
    schedule_function(
        sod,
        date_rules.every_day(),
        time_rules.market_open(minutes=15)
    )

def sod(context,data):
    s = context.s
    log.info("SOD pos: %i" % context.portfolio.positions[s].amount)
    if context.portfolio.positions[s].amount <= 0:
        l1_id = order_target_percent(s, 1, style=LimitOrder(110.50))
        l1 = get_order(l1_id)
        log.info("%s: SOD placing buy order for %i of %s at limit %f with current price %f" %
                     (get_datetime(), l1.amount, l1.sid, l1.limit, data.current(s, 'price')))
    elif context.portfolio.positions[s].amount > 0:
        l2_id = order_target_percent(s, 0, style=LimitOrder(111.00))
        l2 = get_order(l2_id)
        log.info("%s: SOD placing sell order for %i of %s at limit %f with current price %f" %
                     (get_datetime(), l2.amount, l2.sid, l2.limit, data.current(s, 'price')))
    track_orders(context, data)

def eod(context,data):
    all_open_orders = get_open_orders()
    if all_open_orders:
        for security, oo_for_sid in all_open_orders.iteritems():
            for order_obj in oo_for_sid:
                log.info("%s: EOD cancelling order for %s of %s created on %s (status: %s)" %
                         (get_datetime(), order_obj.amount,
                          security.symbol, order_obj.created, order_obj.status))
                cancel_order(order_obj)
    record(PnL=context.portfolio.pnl, Outlay=context.portfolio.positions_value, Leverage = context.account.leverage)
    track_orders(context, data)

def handle_data(context, data):
    track_orders(context, data)

def track_orders(context, data):
    '''  Show orders when made and filled.
           Info: https://www.quantopian.com/posts/track-orders
    '''
    c = context
    if 'trac' not in c:
        c.t_options = {           # __________    O P T I O N S    __________
            'log_neg_cash': 1,    # Show cash only when negative.
            'log_cash'    : 0,    # Show cash values in logging window or not.
            'log_ids'     : 1,    # Include order id's in logging window or not.
            'log_unfilled': 1,    # When orders are unfilled. (stop & limit excluded).
        }    # Move these to initialize() for better efficiency.
        c.trac = {}
        c.t_dates  = {  # To not overwhelm the log window, start/stop dates can be entered.
            'active': 0,
            'start' : [],   # Start dates, option like ['2007-05-07', '2010-04-26']
            'stop'  : []    # Stop  dates, option like ['2008-02-13', '2010-11-15']
        }
    from pytz import timezone     # Python only does once, makes this portable.
                                  #   Move to top of algo for better efficiency.
    # If 'start' or 'stop' lists have something in them, triggers ...
    if c.t_dates['start'] or c.t_dates['stop']:
        date = str(get_datetime().date())
        if   date in c.t_dates['start']:    # See if there's a match to start
            c.t_dates['active'] = 1
        elif date in c.t_dates['stop']:     #   ... or to stop
            c.t_dates['active'] = 0
    else: c.t_dates['active'] = 1           # Set to active b/c no conditions.
    if c.t_dates['active'] == 0: return     # Skip if not active.
    def _minute():   # To preface each line with the minute of the day.
        bar_dt = get_datetime().astimezone(timezone('US/Eastern'))
        return str((bar_dt.hour * 60) + bar_dt.minute - 570).rjust(3) # (-570 = 9:31a)
    def _trac(to_log):      # So all logging comes from the same line number,
        log.info(to_log)    #   for vertical alignment in the logging window.

    for oid in c.trac.copy():               # Existing known orders
      o = get_order(oid)
      if o.dt == o.created: continue        # No chance of fill yet.
      cash = ''
      prc  = data.current(o.sid, 'price') if data.can_trade(o.sid) else c.portfolio.positions[o.sid].last_sale_price
      if (c.t_options['log_neg_cash'] and c.portfolio.cash < 0) or c.t_options['log_cash']:
        cash = 'cash {}'.format(int(c.portfolio.cash))
      if o.status == 2:                      # Canceled
        do = 'Buy' if o.amount > 0 else 'Sell' ; style = ''
        if o.stop:
          style = ' stop {}'.format(o.stop)
          if o.limit: style = ' stop {} limit {}'.format(o.stop, o.limit)
        elif o.limit: style = ' limit {}'.format(o.limit)
        _trac(' {}     Canceled {} {} {}{} at {}   {}  {}'.format(_minute(), do, o.amount,
           o.sid.symbol, style, prc, cash, o.id[-4:] if c.t_options['log_ids'] else ''))
        del c.trac[o.id]
      elif o.filled:                             # Filled at least some.
        filled = '{}'.format(o.amount)
        filled_amt = 0
        if o.status == 1:            # Complete
          if 0 < c.trac[o.id] < o.amount:
            filled   = 'all {}/{}'.format(o.filled - c.trac[o.id], o.amount)
          filled_amt = o.filled
        else:                                    # c.trac[o.id] value is previously filled total
          filled_amt = o.filled - c.trac[o.id]   # filled this time, can be 0
          c.trac[o.id] = o.filled                # save fill value for increments math
          filled = '{}/{}'.format(filled_amt, o.amount)
        if filled_amt:
          now = ' ({})'.format(c.portfolio.positions[o.sid].amount) if c.portfolio.positions[o.sid].amount else ' _'
          pnl = ''  # for the trade only
          amt = c.portfolio.positions[o.sid].amount ; style = ''
          if (amt - o.filled) * o.filled < 0:    # Profit-taking scenario including short-buyback
            cb = c.portfolio.positions[o.sid].cost_basis
            if cb:
              pnl  = -filled_amt * (prc - cb)
              sign = '+' if pnl > 0 else '-'
              pnl  = '  ({}{})'.format(sign, '%.0f' % abs(pnl))
          if o.stop:
            style = ' stop {}'.format(o.stop)
            if o.limit: style = ' stop () limit {}'.format(o.stop, o.limit)
          elif o.limit: style = ' limit {}'.format(o.limit)
          if o.filled == o.amount: del c.trac[o.id]
          _trac(' {}      {} {} {}{} at {}{}{}'.format(_minute(),
            'Bot' if o.amount > 0 else 'Sold', filled, o.sid.symbol, now,
            '%.2f' % prc, pnl, style).ljust(52) + '  {}  {}'.format(cash, o.id[-4:] if c.t_options['log_ids'] else ''))
      elif c.t_options['log_unfilled'] and not (o.stop or o.limit):
        _trac(' {}         {} {}{} unfilled  {}'.format(_minute(), o.sid.symbol, o.amount,
         ' limit' if o.limit else '', o.id[-4:] if c.t_options['log_ids'] else ''))

    oo = get_open_orders().values()
    if not oo: return                       # Handle new orders
    cash = ''
    if (c.t_options['log_neg_cash'] and c.portfolio.cash < 0) or c.t_options['log_cash']:
      cash = 'cash {}'.format(int(c.portfolio.cash))
    for oo_list in oo:
      for o in oo_list:
        if o.id in c.trac: continue         # Only new orders beyond this point
        prc = data.current(o.sid, 'price') if data.can_trade(o.sid) else c.portfolio.positions[o.sid].last_sale_price
        c.trac[o.id] = 0 ; style = ''
        now  = ' ({})'.format(c.portfolio.positions[o.sid].amount) if c.portfolio.positions[o.sid].amount else ' _'
        if o.stop:
          style = ' stop {}'.format(o.stop)
          if o.limit: style = ' stop {} limit {}'.format(o.stop, o.limit)
        elif o.limit: style = ' limit {}'.format(o.limit)
        _trac(' {}   {} {} {}{} at {}{}'.format(_minute(), 'Buy' if o.amount > 0 else 'Sell',
          o.amount, o.sid.symbol, now, '%.2f' % prc, style).ljust(52) + '  {}  {}'.format(cash, o.id[-4:] if c.t_options['log_ids'] else ''))

        
'''
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Original settings.
  Added https://www.quantopian.com/posts/track-orders 
    and current price to existing log lines.
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
2015-08-03 06:45 sod:21 INFO SOD pos: 0
2015-08-03 06:45 sod:26 INFO 2015-08-03 13:45:00+00:00: SOD placing buy order for 921 of Equity(22739 [VTI]) at limit 110.500000 with current price 108.480000
2015-08-03 06:45 _trac:82 INFO   15   Buy 921 VTI _ at 108.48 limit 110.5              e2b7
2015-08-03 06:46 _trac:82 INFO   16      Bot 377/921 VTI (377) at 108.52 limit 110.5    e2b7
2015-08-03 06:47 _trac:82 INFO   17      Bot 413/921 VTI (790) at 108.51 limit 110.5    e2b7
2015-08-03 06:48 _trac:82 INFO   18      Bot all 131/921 VTI (921) at 108.58 limit 110.5    e2b7
2015-08-04 06:45 sod:21 INFO SOD pos: 921
2015-08-04 06:45 sod:31 INFO 2015-08-04 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 108.520000
2015-08-04 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 108.52 limit 111.0        9663
2015-08-04 12:45 eod:41 INFO 2015-08-04 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-08-04 13:45:00+00:00 (status: 0)
2015-08-04 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 108.23     9663
2015-08-05 06:45 sod:21 INFO SOD pos: 921
2015-08-05 06:45 sod:31 INFO 2015-08-05 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 109.010000
2015-08-05 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 109.01 limit 111.0        3f4c
2015-08-05 12:45 eod:41 INFO 2015-08-05 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-08-05 13:45:00+00:00 (status: 0)
2015-08-05 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 108.62     3f4c
2015-08-06 06:45 sod:21 INFO SOD pos: 921
2015-08-06 06:45 sod:31 INFO 2015-08-06 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 108.355000
2015-08-06 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 108.36 limit 111.0        4c70
2015-08-06 12:45 eod:41 INFO 2015-08-06 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-08-06 13:45:00+00:00 (status: 0)
2015-08-06 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.729     4c70
2015-08-07 06:45 sod:21 INFO SOD pos: 921
2015-08-07 06:45 sod:31 INFO 2015-08-07 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.520000
2015-08-07 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.52 limit 111.0        863c
2015-08-07 12:45 eod:41 INFO 2015-08-07 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-08-07 13:45:00+00:00 (status: 0)
2015-08-07 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.3     863c
2015-08-10 06:45 sod:21 INFO SOD pos: 921
2015-08-10 06:45 sod:31 INFO 2015-08-10 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 108.400000
2015-08-10 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 108.40 limit 111.0        0447
2015-08-10 12:45 eod:41 INFO 2015-08-10 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-08-10 13:45:00+00:00 (status: 0)
2015-08-10 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 108.72     0447
2015-08-11 06:45 sod:21 INFO SOD pos: 921
2015-08-11 06:45 sod:31 INFO 2015-08-11 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 108.100000
2015-08-11 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 108.10 limit 111.0        1a20
2015-08-11 12:45 eod:41 INFO 2015-08-11 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-08-11 13:45:00+00:00 (status: 0)
2015-08-11 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.82     1a20
2015-08-12 06:45 sod:21 INFO SOD pos: 921
2015-08-12 06:45 sod:31 INFO 2015-08-12 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.830000
2015-08-12 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.83 limit 111.0        93ce
2015-08-12 12:45 eod:41 INFO 2015-08-12 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-08-12 13:45:00+00:00 (status: 0)
2015-08-12 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.835     93ce
2015-08-13 06:45 sod:21 INFO SOD pos: 921
2015-08-13 06:45 sod:31 INFO 2015-08-13 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.660000
2015-08-13 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.66 limit 111.0        33f4
2015-08-13 12:45 eod:41 INFO 2015-08-13 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-08-13 13:45:00+00:00 (status: 0)
2015-08-13 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.697     33f4
2015-08-14 06:45 sod:21 INFO SOD pos: 921
2015-08-14 06:45 sod:31 INFO 2015-08-14 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.790000
2015-08-14 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.79 limit 111.0        441e
2015-08-14 12:45 eod:41 INFO 2015-08-14 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-08-14 13:45:00+00:00 (status: 0)
2015-08-14 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 108.155     441e
2015-08-17 06:45 sod:21 INFO SOD pos: 921
2015-08-17 06:45 sod:31 INFO 2015-08-17 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.605000
2015-08-17 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.61 limit 111.0        b8d1
2015-08-17 12:45 eod:41 INFO 2015-08-17 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-08-17 13:45:00+00:00 (status: 0)
2015-08-17 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 108.755     b8d1
2015-08-18 06:45 sod:21 INFO SOD pos: 921
2015-08-18 06:45 sod:31 INFO 2015-08-18 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 108.594000
2015-08-18 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 108.59 limit 111.0        c37a
2015-08-18 12:45 eod:41 INFO 2015-08-18 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-08-18 13:45:00+00:00 (status: 0)
2015-08-18 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 108.47     c37a
2015-08-19 06:45 sod:21 INFO SOD pos: 921
2015-08-19 06:45 sod:31 INFO 2015-08-19 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.737000
2015-08-19 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.74 limit 111.0        25ba
2015-08-19 12:45 eod:41 INFO 2015-08-19 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-08-19 13:45:00+00:00 (status: 0)
2015-08-19 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.79     25ba
2015-08-20 06:45 sod:21 INFO SOD pos: 921
2015-08-20 06:45 sod:31 INFO 2015-08-20 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.900000
2015-08-20 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.90 limit 111.0        74ed
2015-08-20 12:45 eod:41 INFO 2015-08-20 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-08-20 13:45:00+00:00 (status: 0)
2015-08-20 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.74     74ed
2015-08-21 06:45 sod:21 INFO SOD pos: 921
2015-08-21 06:45 sod:31 INFO 2015-08-21 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.201000
2015-08-21 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.20 limit 111.0        f8e7
2015-08-21 12:45 eod:41 INFO 2015-08-21 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-08-21 13:45:00+00:00 (status: 0)
2015-08-21 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 102.646     f8e7
2015-08-24 06:45 sod:21 INFO SOD pos: 921
2015-08-24 06:45 sod:31 INFO 2015-08-24 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 98.690000
2015-08-24 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 98.69 limit 111.0         fc23
2015-08-24 12:45 eod:41 INFO 2015-08-24 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-08-24 13:45:00+00:00 (status: 0)
2015-08-24 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 99.32     fc23
2015-08-25 06:45 sod:21 INFO SOD pos: 921
2015-08-25 06:45 sod:31 INFO 2015-08-25 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 99.997000
2015-08-25 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 100.00 limit 111.0        4fa5
2015-08-25 12:45 eod:41 INFO 2015-08-25 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-08-25 13:45:00+00:00 (status: 0)
2015-08-25 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 97.92     4fa5
2015-08-26 06:45 sod:21 INFO SOD pos: 921
2015-08-26 06:45 sod:31 INFO 2015-08-26 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 98.610000
2015-08-26 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 98.61 limit 111.0         0000
2015-08-26 12:45 eod:41 INFO 2015-08-26 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-08-26 13:45:00+00:00 (status: 0)
2015-08-26 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 100.44     0000
2015-08-27 06:45 sod:21 INFO SOD pos: 921
2015-08-27 06:45 sod:31 INFO 2015-08-27 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 102.050000
2015-08-27 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 102.05 limit 111.0        edab
2015-08-27 12:45 eod:41 INFO 2015-08-27 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-08-27 13:45:00+00:00 (status: 0)
2015-08-27 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 102.35     edab
2015-08-28 06:45 sod:21 INFO SOD pos: 921
2015-08-28 06:45 sod:31 INFO 2015-08-28 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 102.830000
2015-08-28 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 102.83 limit 111.0        2e30
2015-08-28 12:45 eod:41 INFO 2015-08-28 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-08-28 13:45:00+00:00 (status: 0)
2015-08-28 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 102.65     2e30
2015-08-31 06:45 sod:21 INFO SOD pos: 921
2015-08-31 06:45 sod:31 INFO 2015-08-31 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 102.380000
2015-08-31 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 102.38 limit 111.0        726f
2015-08-31 12:45 eod:41 INFO 2015-08-31 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-08-31 13:45:00+00:00 (status: 0)
2015-08-31 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 102.45     726f
2015-09-01 06:45 sod:21 INFO SOD pos: 921
2015-09-01 06:45 sod:31 INFO 2015-09-01 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 100.500000
2015-09-01 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 100.50 limit 111.0        e86b
2015-09-01 12:45 eod:41 INFO 2015-09-01 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-09-01 13:45:00+00:00 (status: 0)
2015-09-01 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 99.0     e86b
2015-09-02 06:45 sod:21 INFO SOD pos: 921
2015-09-02 06:45 sod:31 INFO 2015-09-02 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 100.240000
2015-09-02 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 100.24 limit 111.0        1a12
2015-09-02 12:45 eod:41 INFO 2015-09-02 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-09-02 13:45:00+00:00 (status: 0)
2015-09-02 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 100.55     1a12
2015-09-03 06:45 sod:21 INFO SOD pos: 921
2015-09-03 06:45 sod:31 INFO 2015-09-03 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 101.750000
2015-09-03 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 101.75 limit 111.0        35b5
2015-09-03 12:45 eod:41 INFO 2015-09-03 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-09-03 13:45:00+00:00 (status: 0)
2015-09-03 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 101.084     35b5
2015-09-04 06:45 sod:21 INFO SOD pos: 921
2015-09-04 06:45 sod:31 INFO 2015-09-04 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 100.270000
2015-09-04 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 100.27 limit 111.0        122b
2015-09-04 12:45 eod:41 INFO 2015-09-04 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-09-04 13:45:00+00:00 (status: 0)
2015-09-04 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 99.97     122b
2015-09-08 06:45 sod:21 INFO SOD pos: 921
2015-09-08 06:45 sod:31 INFO 2015-09-08 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 101.680000
2015-09-08 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 101.68 limit 111.0        b33b
2015-09-08 12:45 eod:41 INFO 2015-09-08 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-09-08 13:45:00+00:00 (status: 0)
2015-09-08 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 102.12     b33b
2015-09-09 06:45 sod:21 INFO SOD pos: 921
2015-09-09 06:45 sod:31 INFO 2015-09-09 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 102.910000
2015-09-09 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 102.91 limit 111.0        75ba
2015-09-09 12:45 eod:41 INFO 2015-09-09 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-09-09 13:45:00+00:00 (status: 0)
2015-09-09 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 100.95     75ba
2015-09-10 06:45 sod:21 INFO SOD pos: 921
2015-09-10 06:45 sod:31 INFO 2015-09-10 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 101.000000
2015-09-10 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 101.00 limit 111.0        d9c6
2015-09-10 12:45 eod:41 INFO 2015-09-10 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-09-10 13:45:00+00:00 (status: 0)
2015-09-10 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 101.14     d9c6
2015-09-11 06:45 sod:21 INFO SOD pos: 921
2015-09-11 06:45 sod:31 INFO 2015-09-11 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 101.140000
2015-09-11 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 101.14 limit 111.0        a356
2015-09-11 12:45 eod:41 INFO 2015-09-11 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-09-11 13:45:00+00:00 (status: 0)
2015-09-11 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 101.604     a356
2015-09-14 06:45 sod:21 INFO SOD pos: 921
2015-09-14 06:45 sod:31 INFO 2015-09-14 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 101.500000
2015-09-14 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 101.50 limit 111.0        621c
2015-09-14 12:45 eod:41 INFO 2015-09-14 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-09-14 13:45:00+00:00 (status: 0)
2015-09-14 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 101.333     621c
2015-09-15 06:45 sod:21 INFO SOD pos: 921
2015-09-15 06:45 sod:31 INFO 2015-09-15 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 101.620000
2015-09-15 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 101.62 limit 111.0        6cab
2015-09-15 12:45 eod:41 INFO 2015-09-15 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-09-15 13:45:00+00:00 (status: 0)
2015-09-15 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 102.87     6cab
2015-09-16 06:45 sod:21 INFO SOD pos: 921
2015-09-16 06:45 sod:31 INFO 2015-09-16 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 102.820000
2015-09-16 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 102.82 limit 111.0        925e
2015-09-16 12:45 eod:41 INFO 2015-09-16 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-09-16 13:45:00+00:00 (status: 0)
2015-09-16 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 103.66     925e
2015-09-17 06:45 sod:21 INFO SOD pos: 921
2015-09-17 06:45 sod:31 INFO 2015-09-17 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 103.590000
2015-09-17 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 103.59 limit 111.0        d46d
2015-09-17 12:45 eod:41 INFO 2015-09-17 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-09-17 13:45:00+00:00 (status: 0)
2015-09-17 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 103.68     d46d
2015-09-18 06:45 sod:21 INFO SOD pos: 921
2015-09-18 06:45 sod:31 INFO 2015-09-18 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 102.390000
2015-09-18 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 102.39 limit 111.0        c7e0
2015-09-18 12:45 eod:41 INFO 2015-09-18 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-09-18 13:45:00+00:00 (status: 0)
2015-09-18 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 101.63     c7e0
2015-09-21 06:45 sod:21 INFO SOD pos: 921
2015-09-21 06:45 sod:31 INFO 2015-09-21 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 102.525000
2015-09-21 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 102.53 limit 111.0        8bd6
2015-09-21 12:45 eod:41 INFO 2015-09-21 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-09-21 13:45:00+00:00 (status: 0)
2015-09-21 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 102.06     8bd6
2015-09-22 06:45 sod:21 INFO SOD pos: 921
2015-09-22 06:45 sod:31 INFO 2015-09-22 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 101.098000
2015-09-22 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 101.10 limit 111.0        ec96
2015-09-22 12:45 eod:41 INFO 2015-09-22 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-09-22 13:45:00+00:00 (status: 0)
2015-09-22 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 100.99     ec96
2015-09-23 06:45 sod:21 INFO SOD pos: 921
2015-09-23 06:45 sod:31 INFO 2015-09-23 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 100.850000
2015-09-23 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 100.85 limit 111.0        b80d
2015-09-23 12:45 eod:41 INFO 2015-09-23 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-09-23 13:45:00+00:00 (status: 0)
2015-09-23 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 100.7     b80d
2015-09-24 06:45 sod:21 INFO SOD pos: 921
2015-09-24 06:45 sod:31 INFO 2015-09-24 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 99.620000
2015-09-24 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 99.62 limit 111.0         0913
2015-09-24 12:45 eod:41 INFO 2015-09-24 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-09-24 13:45:00+00:00 (status: 0)
2015-09-24 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 100.36     0913
2015-09-25 06:45 sod:21 INFO SOD pos: 921
2015-09-25 06:45 sod:31 INFO 2015-09-25 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 100.359000
2015-09-25 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 100.36 limit 111.0        968a
2015-09-25 12:45 eod:41 INFO 2015-09-25 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-09-25 13:45:00+00:00 (status: 0)
2015-09-25 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 99.66     968a
2015-09-28 06:45 sod:21 INFO SOD pos: 921
2015-09-28 06:45 sod:31 INFO 2015-09-28 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 98.910000
2015-09-28 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 98.91 limit 111.0         1608
2015-09-28 12:45 eod:41 INFO 2015-09-28 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-09-28 13:45:00+00:00 (status: 0)
2015-09-28 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 97.15     1608
2015-09-29 06:45 sod:21 INFO SOD pos: 921
2015-09-29 06:45 sod:31 INFO 2015-09-29 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 96.671000
2015-09-29 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 96.67 limit 111.0         02c0
2015-09-29 12:45 eod:41 INFO 2015-09-29 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-09-29 13:45:00+00:00 (status: 0)
2015-09-29 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 96.65     02c0
2015-09-30 06:45 sod:21 INFO SOD pos: 921
2015-09-30 06:45 sod:31 INFO 2015-09-30 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 98.250000
2015-09-30 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 98.25 limit 111.0         ea84
2015-09-30 12:45 eod:41 INFO 2015-09-30 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-09-30 13:45:00+00:00 (status: 0)
2015-09-30 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 98.67     ea84
2015-10-01 06:45 sod:21 INFO SOD pos: 921
2015-10-01 06:45 sod:31 INFO 2015-10-01 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 98.579000
2015-10-01 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 98.58 limit 111.0         173c
2015-10-01 12:45 eod:41 INFO 2015-10-01 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-10-01 13:45:00+00:00 (status: 0)
2015-10-01 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 98.55     173c
2015-10-02 06:45 sod:21 INFO SOD pos: 921
2015-10-02 06:45 sod:31 INFO 2015-10-02 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 97.770000
2015-10-02 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 97.77 limit 111.0         d7d1
2015-10-02 12:45 eod:41 INFO 2015-10-02 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-10-02 13:45:00+00:00 (status: 0)
2015-10-02 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 100.08     d7d1
2015-10-05 06:45 sod:21 INFO SOD pos: 921
2015-10-05 06:45 sod:31 INFO 2015-10-05 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 101.420000
2015-10-05 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 101.42 limit 111.0        c039
2015-10-05 12:45 eod:41 INFO 2015-10-05 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-10-05 13:45:00+00:00 (status: 0)
2015-10-05 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 102.16     c039
2015-10-06 06:45 sod:21 INFO SOD pos: 921
2015-10-06 06:45 sod:31 INFO 2015-10-06 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 102.192000
2015-10-06 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 102.19 limit 111.0        961d
2015-10-06 12:45 eod:41 INFO 2015-10-06 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-10-06 13:45:00+00:00 (status: 0)
2015-10-06 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 101.845     961d
2015-10-07 06:45 sod:21 INFO SOD pos: 921
2015-10-07 06:45 sod:31 INFO 2015-10-07 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 102.460000
2015-10-07 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 102.46 limit 111.0        db1b
2015-10-07 12:45 eod:41 INFO 2015-10-07 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-10-07 13:45:00+00:00 (status: 0)
2015-10-07 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 102.64     db1b
2015-10-08 06:45 sod:21 INFO SOD pos: 921
2015-10-08 06:45 sod:31 INFO 2015-10-08 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 102.468000
2015-10-08 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 102.47 limit 111.0        e79d
2015-10-08 12:45 eod:41 INFO 2015-10-08 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-10-08 13:45:00+00:00 (status: 0)
2015-10-08 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 103.61     e79d
2015-10-09 06:45 sod:21 INFO SOD pos: 921
2015-10-09 06:45 sod:31 INFO 2015-10-09 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 103.950000
2015-10-09 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 103.95 limit 111.0        a31e
2015-10-09 12:45 eod:41 INFO 2015-10-09 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-10-09 13:45:00+00:00 (status: 0)
2015-10-09 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 103.84     a31e
2015-10-12 06:45 sod:21 INFO SOD pos: 921
2015-10-12 06:45 sod:31 INFO 2015-10-12 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 103.750000
2015-10-12 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 103.75 limit 111.0        90e1
2015-10-12 12:45 eod:41 INFO 2015-10-12 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-10-12 13:45:00+00:00 (status: 0)
2015-10-12 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 103.83     90e1
2015-10-13 06:45 sod:21 INFO SOD pos: 921
2015-10-13 06:45 sod:31 INFO 2015-10-13 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 103.585000
2015-10-13 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 103.59 limit 111.0        b87b
2015-10-13 12:45 eod:41 INFO 2015-10-13 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-10-13 13:45:00+00:00 (status: 0)
2015-10-13 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 103.011     b87b
2015-10-14 06:45 sod:21 INFO SOD pos: 921
2015-10-14 06:45 sod:31 INFO 2015-10-14 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 103.320000
2015-10-14 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 103.32 limit 111.0        1695
2015-10-14 12:45 eod:41 INFO 2015-10-14 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-10-14 13:45:00+00:00 (status: 0)
2015-10-14 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 102.62     1695
2015-10-15 06:45 sod:21 INFO SOD pos: 921
2015-10-15 06:45 sod:31 INFO 2015-10-15 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 103.056000
2015-10-15 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 103.06 limit 111.0        65c8
2015-10-15 12:45 eod:41 INFO 2015-10-15 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-10-15 13:45:00+00:00 (status: 0)
2015-10-15 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 103.96     65c8
2015-10-16 06:45 sod:21 INFO SOD pos: 921
2015-10-16 06:45 sod:31 INFO 2015-10-16 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.230000
2015-10-16 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.23 limit 111.0        cf82
2015-10-16 12:45 eod:41 INFO 2015-10-16 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-10-16 13:45:00+00:00 (status: 0)
2015-10-16 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.47     cf82
2015-10-19 06:45 sod:21 INFO SOD pos: 921
2015-10-19 06:45 sod:31 INFO 2015-10-19 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.108000
2015-10-19 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.11 limit 111.0        e289
2015-10-19 12:45 eod:41 INFO 2015-10-19 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-10-19 13:45:00+00:00 (status: 0)
2015-10-19 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.44     e289
2015-10-20 06:45 sod:21 INFO SOD pos: 921
2015-10-20 06:45 sod:31 INFO 2015-10-20 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.340000
2015-10-20 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.34 limit 111.0        2144
2015-10-20 12:45 eod:41 INFO 2015-10-20 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-10-20 13:45:00+00:00 (status: 0)
2015-10-20 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.49     2144
2015-10-21 06:45 sod:21 INFO SOD pos: 921
2015-10-21 06:45 sod:31 INFO 2015-10-21 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.700000
2015-10-21 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.70 limit 111.0        3aa1
2015-10-21 12:45 eod:41 INFO 2015-10-21 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-10-21 13:45:00+00:00 (status: 0)
2015-10-21 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 103.75     3aa1
2015-10-22 06:45 sod:21 INFO SOD pos: 921
2015-10-22 06:45 sod:31 INFO 2015-10-22 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.490000
2015-10-22 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.49 limit 111.0        07f6
2015-10-22 12:45 eod:41 INFO 2015-10-22 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-10-22 13:45:00+00:00 (status: 0)
2015-10-22 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.2     07f6
2015-10-23 06:45 sod:21 INFO SOD pos: 921
2015-10-23 06:45 sod:31 INFO 2015-10-23 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.172000
2015-10-23 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.17 limit 111.0        996e
2015-10-23 12:45 eod:41 INFO 2015-10-23 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-10-23 13:45:00+00:00 (status: 0)
2015-10-23 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.27     996e
2015-10-26 06:45 sod:21 INFO SOD pos: 921
2015-10-26 06:45 sod:31 INFO 2015-10-26 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.060000
2015-10-26 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.06 limit 111.0        c629
2015-10-26 12:45 eod:41 INFO 2015-10-26 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-10-26 13:45:00+00:00 (status: 0)
2015-10-26 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.055     c629
2015-10-27 06:45 sod:21 INFO SOD pos: 921
2015-10-27 06:45 sod:31 INFO 2015-10-27 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.650000
2015-10-27 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.65 limit 111.0        8dc5
2015-10-27 12:45 eod:41 INFO 2015-10-27 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-10-27 13:45:00+00:00 (status: 0)
2015-10-27 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.6     8dc5
2015-10-28 06:45 sod:21 INFO SOD pos: 921
2015-10-28 06:45 sod:31 INFO 2015-10-28 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.870000
2015-10-28 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.87 limit 111.0        5c83
2015-10-28 12:45 eod:41 INFO 2015-10-28 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-10-28 13:45:00+00:00 (status: 0)
2015-10-28 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.96     5c83
2015-10-29 06:45 sod:21 INFO SOD pos: 921
2015-10-29 06:45 sod:31 INFO 2015-10-29 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.009000
2015-10-29 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.01 limit 111.0        949f
2015-10-29 12:45 eod:41 INFO 2015-10-29 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-10-29 13:45:00+00:00 (status: 0)
2015-10-29 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.14     949f
2015-10-30 06:45 sod:21 INFO SOD pos: 921
2015-10-30 06:45 sod:31 INFO 2015-10-30 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.990000
2015-10-30 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.99 limit 111.0        ab84
2015-10-30 12:45 eod:41 INFO 2015-10-30 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-10-30 13:45:00+00:00 (status: 0)
2015-10-30 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.745     ab84
2015-11-02 06:45 sod:21 INFO SOD pos: 921
2015-11-02 06:45 sod:31 INFO 2015-11-02 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.911000
2015-11-02 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.91 limit 111.0        b206
2015-11-02 12:45 eod:41 INFO 2015-11-02 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-11-02 14:45:00+00:00 (status: 0)
2015-11-02 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.98     b206
2015-11-03 06:45 sod:21 INFO SOD pos: 921
2015-11-03 06:45 sod:31 INFO 2015-11-03 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.730000
2015-11-03 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.73 limit 111.0        c419
2015-11-03 12:45 eod:41 INFO 2015-11-03 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-11-03 14:45:00+00:00 (status: 0)
2015-11-03 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 108.2     c419
2015-11-04 06:45 sod:21 INFO SOD pos: 921
2015-11-04 06:45 sod:31 INFO 2015-11-04 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 108.173000
2015-11-04 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 108.17 limit 111.0        0fc2
2015-11-04 12:45 eod:41 INFO 2015-11-04 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-11-04 14:45:00+00:00 (status: 0)
2015-11-04 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.75     0fc2
2015-11-05 06:45 sod:21 INFO SOD pos: 921
2015-11-05 06:45 sod:31 INFO 2015-11-05 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.843000
2015-11-05 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.84 limit 111.0        1979
2015-11-05 12:45 eod:41 INFO 2015-11-05 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-11-05 14:45:00+00:00 (status: 0)
2015-11-05 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.935     1979
2015-11-06 06:45 sod:21 INFO SOD pos: 921
2015-11-06 06:45 sod:31 INFO 2015-11-06 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.680000
2015-11-06 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.68 limit 111.0        4451
2015-11-06 12:45 eod:41 INFO 2015-11-06 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-11-06 14:45:00+00:00 (status: 0)
2015-11-06 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.64     4451
2015-11-09 06:45 sod:21 INFO SOD pos: 921
2015-11-09 06:45 sod:31 INFO 2015-11-09 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.140000
2015-11-09 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.14 limit 111.0        cf4d
2015-11-09 12:45 eod:41 INFO 2015-11-09 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-11-09 14:45:00+00:00 (status: 0)
2015-11-09 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.86     cf4d
2015-11-10 06:45 sod:21 INFO SOD pos: 921
2015-11-10 06:45 sod:31 INFO 2015-11-10 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.560000
2015-11-10 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.56 limit 111.0        9d8d
2015-11-10 12:45 eod:41 INFO 2015-11-10 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-11-10 14:45:00+00:00 (status: 0)
2015-11-10 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.957     9d8d
2015-11-11 06:45 sod:21 INFO SOD pos: 921
2015-11-11 06:45 sod:31 INFO 2015-11-11 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.000000
2015-11-11 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.00 limit 111.0        2ef7
2015-11-11 12:45 eod:41 INFO 2015-11-11 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-11-11 14:45:00+00:00 (status: 0)
2015-11-11 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.65     2ef7
2015-11-12 06:45 sod:21 INFO SOD pos: 921
2015-11-12 06:45 sod:31 INFO 2015-11-12 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.710000
2015-11-12 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.71 limit 111.0        3b1b
2015-11-12 12:45 eod:41 INFO 2015-11-12 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-11-12 14:45:00+00:00 (status: 0)
2015-11-12 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.169     3b1b
2015-11-13 06:45 sod:21 INFO SOD pos: 921
2015-11-13 06:45 sod:31 INFO 2015-11-13 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.704000
2015-11-13 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.70 limit 111.0        b61a
2015-11-13 12:45 eod:41 INFO 2015-11-13 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-11-13 14:45:00+00:00 (status: 0)
2015-11-13 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 103.93     b61a
2015-11-16 06:45 sod:21 INFO SOD pos: 921
2015-11-16 06:45 sod:31 INFO 2015-11-16 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.270000
2015-11-16 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.27 limit 111.0        28aa
2015-11-16 12:45 eod:41 INFO 2015-11-16 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-11-16 14:45:00+00:00 (status: 0)
2015-11-16 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.195     28aa
2015-11-17 06:45 sod:21 INFO SOD pos: 921
2015-11-17 06:45 sod:31 INFO 2015-11-17 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.260000
2015-11-17 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.26 limit 111.0        e1ac
2015-11-17 12:45 eod:41 INFO 2015-11-17 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-11-17 14:45:00+00:00 (status: 0)
2015-11-17 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.315     e1ac
2015-11-18 06:45 sod:21 INFO SOD pos: 921
2015-11-18 06:45 sod:31 INFO 2015-11-18 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.570000
2015-11-18 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.57 limit 111.0        1787
2015-11-18 12:45 eod:41 INFO 2015-11-18 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-11-18 14:45:00+00:00 (status: 0)
2015-11-18 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.74     1787
2015-11-19 06:45 sod:21 INFO SOD pos: 921
2015-11-19 06:45 sod:31 INFO 2015-11-19 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.950000
2015-11-19 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.95 limit 111.0        d721
2015-11-19 12:45 eod:41 INFO 2015-11-19 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-11-19 14:45:00+00:00 (status: 0)
2015-11-19 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.74     d721
2015-11-20 06:45 sod:21 INFO SOD pos: 921
2015-11-20 06:45 sod:31 INFO 2015-11-20 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.370000
2015-11-20 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.37 limit 111.0        7407
2015-11-20 12:45 eod:41 INFO 2015-11-20 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-11-20 14:45:00+00:00 (status: 0)
2015-11-20 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.2     7407
2015-11-23 06:45 sod:21 INFO SOD pos: 921
2015-11-23 06:45 sod:31 INFO 2015-11-23 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.241000
2015-11-23 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.24 limit 111.0        9fbe
2015-11-23 12:45 eod:41 INFO 2015-11-23 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-11-23 14:45:00+00:00 (status: 0)
2015-11-23 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.095     9fbe
2015-11-24 06:45 sod:21 INFO SOD pos: 921
2015-11-24 06:45 sod:31 INFO 2015-11-24 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.840000
2015-11-24 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.84 limit 111.0        b2a9
2015-11-24 12:45 eod:41 INFO 2015-11-24 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-11-24 14:45:00+00:00 (status: 0)
2015-11-24 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.43     b2a9
2015-11-25 06:45 sod:21 INFO SOD pos: 921
2015-11-25 06:45 sod:31 INFO 2015-11-25 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.291000
2015-11-25 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.29 limit 111.0        7ea9
2015-11-25 12:45 eod:41 INFO 2015-11-25 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-11-25 14:45:00+00:00 (status: 0)
2015-11-25 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.52     7ea9
2015-11-27 06:45 sod:21 INFO SOD pos: 921
2015-11-27 06:45 sod:31 INFO 2015-11-27 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.490000
2015-11-27 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.49 limit 111.0        783f
2015-11-27 09:45 eod:41 INFO 2015-11-27 17:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-11-27 14:45:00+00:00 (status: 0)
2015-11-27 09:45 _trac:82 INFO  195     Canceled Sell -921 VTI limit 111.0 at 107.64     783f
2015-11-30 06:45 sod:21 INFO SOD pos: 921
2015-11-30 06:45 sod:31 INFO 2015-11-30 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.589000
2015-11-30 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.59 limit 111.0        1fe4
2015-11-30 12:45 eod:41 INFO 2015-11-30 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-11-30 14:45:00+00:00 (status: 0)
2015-11-30 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.22     1fe4
2015-12-01 06:45 sod:21 INFO SOD pos: 921
2015-12-01 06:45 sod:31 INFO 2015-12-01 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.864000
2015-12-01 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.86 limit 111.0        03f0
2015-12-01 12:45 eod:41 INFO 2015-12-01 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-12-01 14:45:00+00:00 (status: 0)
2015-12-01 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 108.102     03f0
2015-12-02 06:45 sod:21 INFO SOD pos: 921
2015-12-02 06:45 sod:31 INFO 2015-12-02 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 108.200000
2015-12-02 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 108.20 limit 111.0        00b2
2015-12-02 12:45 eod:41 INFO 2015-12-02 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-12-02 14:45:00+00:00 (status: 0)
2015-12-02 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.094     00b2
2015-12-03 06:45 sod:21 INFO SOD pos: 921
2015-12-03 06:45 sod:31 INFO 2015-12-03 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.040000
2015-12-03 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.04 limit 111.0        7840
2015-12-03 12:45 eod:41 INFO 2015-12-03 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-12-03 14:45:00+00:00 (status: 0)
2015-12-03 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.362     7840
2015-12-04 06:45 sod:21 INFO SOD pos: 921
2015-12-04 06:45 sod:31 INFO 2015-12-04 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.180000
2015-12-04 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.18 limit 111.0        2c6b
2015-12-04 12:45 eod:41 INFO 2015-12-04 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-12-04 14:45:00+00:00 (status: 0)
2015-12-04 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.39     2c6b
2015-12-07 06:45 sod:21 INFO SOD pos: 921
2015-12-07 06:45 sod:31 INFO 2015-12-07 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.940000
2015-12-07 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.94 limit 111.0        010e
2015-12-07 12:45 eod:41 INFO 2015-12-07 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-12-07 14:45:00+00:00 (status: 0)
2015-12-07 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.44     010e
2015-12-08 06:45 sod:21 INFO SOD pos: 921
2015-12-08 06:45 sod:31 INFO 2015-12-08 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.770000
2015-12-08 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.77 limit 111.0        9e4c
2015-12-08 12:45 eod:41 INFO 2015-12-08 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-12-08 14:45:00+00:00 (status: 0)
2015-12-08 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.91     9e4c
2015-12-09 06:45 sod:21 INFO SOD pos: 921
2015-12-09 06:45 sod:31 INFO 2015-12-09 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.000000
2015-12-09 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.00 limit 111.0        f32e
2015-12-09 12:45 eod:41 INFO 2015-12-09 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-12-09 14:45:00+00:00 (status: 0)
2015-12-09 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.08     f32e
2015-12-10 06:45 sod:21 INFO SOD pos: 921
2015-12-10 06:45 sod:31 INFO 2015-12-10 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.350000
2015-12-10 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.35 limit 111.0        3a39
2015-12-10 12:45 eod:41 INFO 2015-12-10 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-12-10 14:45:00+00:00 (status: 0)
2015-12-10 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.42     3a39
2015-12-11 06:45 sod:21 INFO SOD pos: 921
2015-12-11 06:45 sod:31 INFO 2015-12-11 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.192000
2015-12-11 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.19 limit 111.0        3681
2015-12-11 12:45 eod:41 INFO 2015-12-11 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-12-11 14:45:00+00:00 (status: 0)
2015-12-11 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 103.189     3681
2015-12-14 06:45 sod:21 INFO SOD pos: 921
2015-12-14 06:45 sod:31 INFO 2015-12-14 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 103.130000
2015-12-14 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 103.13 limit 111.0        5862
2015-12-14 12:45 eod:41 INFO 2015-12-14 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-12-14 14:45:00+00:00 (status: 0)
2015-12-14 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 103.094     5862
2015-12-15 06:45 sod:21 INFO SOD pos: 921
2015-12-15 06:45 sod:31 INFO 2015-12-15 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.800000
2015-12-15 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.80 limit 111.0        1af3
2015-12-15 12:45 eod:41 INFO 2015-12-15 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-12-15 14:45:00+00:00 (status: 0)
2015-12-15 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.75     1af3
2015-12-16 06:45 sod:21 INFO SOD pos: 921
2015-12-16 06:45 sod:31 INFO 2015-12-16 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.480000
2015-12-16 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.48 limit 111.0        48a5
2015-12-16 12:45 eod:41 INFO 2015-12-16 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-12-16 14:45:00+00:00 (status: 0)
2015-12-16 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.28     48a5
2015-12-17 06:45 sod:21 INFO SOD pos: 921
2015-12-17 06:45 sod:31 INFO 2015-12-17 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.940000
2015-12-17 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.94 limit 111.0        f70f
2015-12-17 12:45 eod:41 INFO 2015-12-17 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-12-17 14:45:00+00:00 (status: 0)
2015-12-17 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.11     f70f
2015-12-18 06:45 sod:21 INFO SOD pos: 921
2015-12-18 06:45 sod:31 INFO 2015-12-18 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.033000
2015-12-18 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.03 limit 111.0        541d
2015-12-18 12:45 eod:41 INFO 2015-12-18 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-12-18 14:45:00+00:00 (status: 0)
2015-12-18 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 103.43     541d
2015-12-21 06:45 sod:21 INFO SOD pos: 921
2015-12-21 06:45 sod:31 INFO 2015-12-21 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 102.980000
2015-12-21 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 102.98 limit 111.0        c99a
2015-12-21 12:45 eod:41 INFO 2015-12-21 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-12-21 14:45:00+00:00 (status: 0)
2015-12-21 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 102.72     c99a
2015-12-22 06:45 sod:21 INFO SOD pos: 921
2015-12-22 06:45 sod:31 INFO 2015-12-22 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 103.340000
2015-12-22 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 103.34 limit 111.0        c661
2015-12-22 12:45 eod:41 INFO 2015-12-22 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-12-22 14:45:00+00:00 (status: 0)
2015-12-22 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 103.93     c661
2015-12-23 06:45 sod:21 INFO SOD pos: 921
2015-12-23 06:45 sod:31 INFO 2015-12-23 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.640000
2015-12-23 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.64 limit 111.0        5dfd
2015-12-23 12:45 eod:41 INFO 2015-12-23 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-12-23 14:45:00+00:00 (status: 0)
2015-12-23 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.29     5dfd
2015-12-24 06:45 sod:21 INFO SOD pos: 921
2015-12-24 06:45 sod:31 INFO 2015-12-24 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.260000
2015-12-24 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.26 limit 111.0        b074
2015-12-24 09:45 eod:41 INFO 2015-12-24 17:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-12-24 14:45:00+00:00 (status: 0)
2015-12-24 09:45 _trac:82 INFO  195     Canceled Sell -921 VTI limit 111.0 at 105.56     b074
2015-12-28 06:45 sod:21 INFO SOD pos: 921
2015-12-28 06:45 sod:31 INFO 2015-12-28 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.890000
2015-12-28 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.89 limit 111.0        5c4f
2015-12-28 12:45 eod:41 INFO 2015-12-28 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-12-28 14:45:00+00:00 (status: 0)
2015-12-28 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.9     5c4f
2015-12-29 06:45 sod:21 INFO SOD pos: 921
2015-12-29 06:45 sod:31 INFO 2015-12-29 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.890000
2015-12-29 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.89 limit 111.0        d1c0
2015-12-29 12:45 eod:41 INFO 2015-12-29 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-12-29 14:45:00+00:00 (status: 0)
2015-12-29 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.05     d1c0
2015-12-30 06:45 sod:21 INFO SOD pos: 921
2015-12-30 06:45 sod:31 INFO 2015-12-30 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.805000
2015-12-30 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.81 limit 111.0        7b04
2015-12-30 12:45 eod:41 INFO 2015-12-30 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-12-30 14:45:00+00:00 (status: 0)
2015-12-30 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.47     7b04
2015-12-31 06:45 sod:21 INFO SOD pos: 921
2015-12-31 06:45 sod:31 INFO 2015-12-31 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.860000
2015-12-31 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.86 limit 111.0        b1a5
2015-12-31 12:45 eod:41 INFO 2015-12-31 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2015-12-31 14:45:00+00:00 (status: 0)
2015-12-31 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.68     b1a5
2016-01-04 06:45 sod:21 INFO SOD pos: 921
2016-01-04 06:45 sod:31 INFO 2016-01-04 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 102.220000
2016-01-04 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 102.22 limit 111.0        4c04
2016-01-04 12:45 eod:41 INFO 2016-01-04 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-01-04 14:45:00+00:00 (status: 0)
2016-01-04 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 102.31     4c04
2016-01-05 06:45 sod:21 INFO SOD pos: 921
2016-01-05 06:45 sod:31 INFO 2016-01-05 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 103.090000
2016-01-05 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 103.09 limit 111.0        38ef
2016-01-05 12:45 eod:41 INFO 2016-01-05 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-01-05 14:45:00+00:00 (status: 0)
2016-01-05 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 102.95     38ef
2016-01-06 06:45 sod:21 INFO SOD pos: 921
2016-01-06 06:45 sod:31 INFO 2016-01-06 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 101.700000
2016-01-06 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 101.70 limit 111.0        1f65
2016-01-06 12:45 eod:41 INFO 2016-01-06 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-01-06 14:45:00+00:00 (status: 0)
2016-01-06 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 101.517     1f65
2016-01-07 06:45 sod:21 INFO SOD pos: 921
2016-01-07 06:45 sod:31 INFO 2016-01-07 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 100.120000
2016-01-07 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 100.12 limit 111.0        473b
2016-01-07 12:45 eod:41 INFO 2016-01-07 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-01-07 14:45:00+00:00 (status: 0)
2016-01-07 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 99.21     473b
2016-01-08 06:45 sod:21 INFO SOD pos: 921
2016-01-08 06:45 sod:31 INFO 2016-01-08 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 99.430000
2016-01-08 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 99.43 limit 111.0         6a42
2016-01-08 12:45 eod:41 INFO 2016-01-08 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-01-08 14:45:00+00:00 (status: 0)
2016-01-08 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 98.22     6a42
2016-01-11 06:45 sod:21 INFO SOD pos: 921
2016-01-11 06:45 sod:31 INFO 2016-01-11 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 98.280000
2016-01-11 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 98.28 limit 111.0         2ecd
2016-01-11 12:45 eod:41 INFO 2016-01-11 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-01-11 14:45:00+00:00 (status: 0)
2016-01-11 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 98.21     2ecd
2016-01-12 06:45 sod:21 INFO SOD pos: 921
2016-01-12 06:45 sod:31 INFO 2016-01-12 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 99.050000
2016-01-12 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 99.05 limit 111.0         52ee
2016-01-12 12:45 eod:41 INFO 2016-01-12 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-01-12 14:45:00+00:00 (status: 0)
2016-01-12 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 98.67     52ee
2016-01-13 06:45 sod:21 INFO SOD pos: 921
2016-01-13 06:45 sod:31 INFO 2016-01-13 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 99.000000
2016-01-13 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 99.00 limit 111.0         6745
2016-01-13 12:45 eod:41 INFO 2016-01-13 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-01-13 14:45:00+00:00 (status: 0)
2016-01-13 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 96.24     6745
2016-01-14 06:45 sod:21 INFO SOD pos: 921
2016-01-14 06:45 sod:31 INFO 2016-01-14 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 96.206000
2016-01-14 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 96.21 limit 111.0         ad34
2016-01-14 12:45 eod:41 INFO 2016-01-14 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-01-14 14:45:00+00:00 (status: 0)
2016-01-14 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 97.71     ad34
2016-01-15 06:45 sod:21 INFO SOD pos: 921
2016-01-15 06:45 sod:31 INFO 2016-01-15 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 95.550000
2016-01-15 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 95.55 limit 111.0         54dd
2016-01-15 12:45 eod:41 INFO 2016-01-15 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-01-15 14:45:00+00:00 (status: 0)
2016-01-15 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 95.49     54dd
2016-01-19 06:45 sod:21 INFO SOD pos: 921
2016-01-19 06:45 sod:31 INFO 2016-01-19 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 96.023000
2016-01-19 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 96.02 limit 111.0         8b78
2016-01-19 12:45 eod:41 INFO 2016-01-19 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-01-19 14:45:00+00:00 (status: 0)
2016-01-19 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 95.57     8b78
2016-01-20 06:45 sod:21 INFO SOD pos: 921
2016-01-20 06:45 sod:31 INFO 2016-01-20 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 93.790000
2016-01-20 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 93.79 limit 111.0         cffc
2016-01-20 12:45 eod:41 INFO 2016-01-20 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-01-20 14:45:00+00:00 (status: 0)
2016-01-20 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 94.78     cffc
2016-01-21 06:45 sod:21 INFO SOD pos: 921
2016-01-21 06:45 sod:31 INFO 2016-01-21 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 94.200000
2016-01-21 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 94.20 limit 111.0         c109
2016-01-21 12:45 eod:41 INFO 2016-01-21 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-01-21 14:45:00+00:00 (status: 0)
2016-01-21 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 95.21     c109
2016-01-22 06:45 sod:21 INFO SOD pos: 921
2016-01-22 06:45 sod:31 INFO 2016-01-22 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 96.390000
2016-01-22 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 96.39 limit 111.0         4cc6
2016-01-22 12:45 eod:41 INFO 2016-01-22 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-01-22 14:45:00+00:00 (status: 0)
2016-01-22 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 96.759     4cc6
2016-01-25 06:45 sod:21 INFO SOD pos: 921
2016-01-25 06:45 sod:31 INFO 2016-01-25 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 96.260000
2016-01-25 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 96.26 limit 111.0         53e9
2016-01-25 12:45 eod:41 INFO 2016-01-25 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-01-25 14:45:00+00:00 (status: 0)
2016-01-25 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 95.14     53e9
2016-01-26 06:45 sod:21 INFO SOD pos: 921
2016-01-26 06:45 sod:31 INFO 2016-01-26 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 95.870000
2016-01-26 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 95.87 limit 111.0         3339
2016-01-26 12:45 eod:41 INFO 2016-01-26 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-01-26 14:45:00+00:00 (status: 0)
2016-01-26 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 96.69     3339
2016-01-27 06:45 sod:21 INFO SOD pos: 921
2016-01-27 06:45 sod:31 INFO 2016-01-27 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 96.450000
2016-01-27 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 96.45 limit 111.0         cfb0
2016-01-27 12:45 eod:41 INFO 2016-01-27 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-01-27 14:45:00+00:00 (status: 0)
2016-01-27 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 95.52     cfb0
2016-01-28 06:45 sod:21 INFO SOD pos: 921
2016-01-28 06:45 sod:31 INFO 2016-01-28 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 96.420000
2016-01-28 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 96.42 limit 111.0         ae45
2016-01-28 12:45 eod:41 INFO 2016-01-28 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-01-28 14:45:00+00:00 (status: 0)
2016-01-28 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 95.875     ae45
2016-01-29 06:45 sod:21 INFO SOD pos: 921
2016-01-29 06:45 sod:31 INFO 2016-01-29 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 96.720000
2016-01-29 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 96.72 limit 111.0         18c6
2016-01-29 12:45 eod:41 INFO 2016-01-29 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-01-29 14:45:00+00:00 (status: 0)
2016-01-29 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 98.07     18c6
2016-02-01 06:45 sod:21 INFO SOD pos: 921
2016-02-01 06:45 sod:31 INFO 2016-02-01 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 97.735000
2016-02-01 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 97.73 limit 111.0         2c33
2016-02-01 12:45 eod:41 INFO 2016-02-01 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-02-01 14:45:00+00:00 (status: 0)
2016-02-01 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 98.76     2c33
2016-02-02 06:45 sod:21 INFO SOD pos: 921
2016-02-02 06:45 sod:31 INFO 2016-02-02 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 97.050000
2016-02-02 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 97.05 limit 111.0         9f25
2016-02-02 12:45 eod:41 INFO 2016-02-02 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-02-02 14:45:00+00:00 (status: 0)
2016-02-02 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 96.54     9f25
2016-02-03 06:45 sod:21 INFO SOD pos: 921
2016-02-03 06:45 sod:31 INFO 2016-02-03 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 96.660000
2016-02-03 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 96.66 limit 111.0         cd53
2016-02-03 12:45 eod:41 INFO 2016-02-03 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-02-03 14:45:00+00:00 (status: 0)
2016-02-03 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 96.94     cd53
2016-02-04 06:45 sod:21 INFO SOD pos: 921
2016-02-04 06:45 sod:31 INFO 2016-02-04 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 96.548000
2016-02-04 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 96.55 limit 111.0         b3f2
2016-02-04 12:45 eod:41 INFO 2016-02-04 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-02-04 14:45:00+00:00 (status: 0)
2016-02-04 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 97.26     b3f2
2016-02-05 06:45 sod:21 INFO SOD pos: 921
2016-02-05 06:45 sod:31 INFO 2016-02-05 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 96.590000
2016-02-05 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 96.59 limit 111.0         85d2
2016-02-05 12:45 eod:41 INFO 2016-02-05 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-02-05 14:45:00+00:00 (status: 0)
2016-02-05 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 95.16     85d2
2016-02-08 06:45 sod:21 INFO SOD pos: 921
2016-02-08 06:45 sod:31 INFO 2016-02-08 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 93.960000
2016-02-08 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 93.96 limit 111.0         9268
2016-02-08 12:45 eod:41 INFO 2016-02-08 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-02-08 14:45:00+00:00 (status: 0)
2016-02-08 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 93.791     9268
2016-02-09 06:45 sod:21 INFO SOD pos: 921
2016-02-09 06:45 sod:31 INFO 2016-02-09 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 93.510000
2016-02-09 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 93.51 limit 111.0         76b8
2016-02-09 12:45 eod:41 INFO 2016-02-09 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-02-09 14:45:00+00:00 (status: 0)
2016-02-09 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 93.76     76b8
2016-02-10 06:45 sod:21 INFO SOD pos: 921
2016-02-10 06:45 sod:31 INFO 2016-02-10 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 94.060000
2016-02-10 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 94.06 limit 111.0         06db
2016-02-10 12:45 eod:41 INFO 2016-02-10 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-02-10 14:45:00+00:00 (status: 0)
2016-02-10 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 93.8     06db
2016-02-11 06:45 sod:21 INFO SOD pos: 921
2016-02-11 06:45 sod:31 INFO 2016-02-11 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 92.370000
2016-02-11 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 92.37 limit 111.0         3a08
2016-02-11 12:45 eod:41 INFO 2016-02-11 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-02-11 14:45:00+00:00 (status: 0)
2016-02-11 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 93.03     3a08
2016-02-12 06:45 sod:21 INFO SOD pos: 921
2016-02-12 06:45 sod:31 INFO 2016-02-12 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 93.290000
2016-02-12 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 93.29 limit 111.0         d306
2016-02-12 12:45 eod:41 INFO 2016-02-12 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-02-12 14:45:00+00:00 (status: 0)
2016-02-12 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 94.26     d306
2016-02-16 06:45 sod:21 INFO SOD pos: 921
2016-02-16 06:45 sod:31 INFO 2016-02-16 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 95.495000
2016-02-16 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 95.50 limit 111.0         c166
2016-02-16 12:45 eod:41 INFO 2016-02-16 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-02-16 14:45:00+00:00 (status: 0)
2016-02-16 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 95.981     c166
2016-02-17 06:45 sod:21 INFO SOD pos: 921
2016-02-17 06:45 sod:31 INFO 2016-02-17 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 96.860000
2016-02-17 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 96.86 limit 111.0         94aa
2016-02-17 12:45 eod:41 INFO 2016-02-17 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-02-17 14:45:00+00:00 (status: 0)
2016-02-17 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 97.68     94aa
2016-02-18 06:45 sod:21 INFO SOD pos: 921
2016-02-18 06:45 sod:31 INFO 2016-02-18 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 97.441000
2016-02-18 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 97.44 limit 111.0         02f5
2016-02-18 12:45 eod:41 INFO 2016-02-18 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-02-18 14:45:00+00:00 (status: 0)
2016-02-18 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 97.27     02f5
2016-02-19 06:45 sod:21 INFO SOD pos: 921
2016-02-19 06:45 sod:31 INFO 2016-02-19 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 96.600000
2016-02-19 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 96.60 limit 111.0         2f45
2016-02-19 12:45 eod:41 INFO 2016-02-19 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-02-19 14:45:00+00:00 (status: 0)
2016-02-19 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 97.275     2f45
2016-02-22 06:45 sod:21 INFO SOD pos: 921
2016-02-22 06:45 sod:31 INFO 2016-02-22 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 98.660000
2016-02-22 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 98.66 limit 111.0         0eef
2016-02-22 12:45 eod:41 INFO 2016-02-22 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-02-22 14:45:00+00:00 (status: 0)
2016-02-22 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 98.665     0eef
2016-02-23 06:45 sod:21 INFO SOD pos: 921
2016-02-23 06:45 sod:31 INFO 2016-02-23 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 98.370000
2016-02-23 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 98.37 limit 111.0         042c
2016-02-23 12:45 eod:41 INFO 2016-02-23 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-02-23 14:45:00+00:00 (status: 0)
2016-02-23 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 97.7     042c
2016-02-24 06:45 sod:21 INFO SOD pos: 921
2016-02-24 06:45 sod:31 INFO 2016-02-24 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 96.520000
2016-02-24 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 96.52 limit 111.0         8b29
2016-02-24 12:45 eod:41 INFO 2016-02-24 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-02-24 14:45:00+00:00 (status: 0)
2016-02-24 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 97.92     8b29
2016-02-25 06:45 sod:21 INFO SOD pos: 921
2016-02-25 06:45 sod:31 INFO 2016-02-25 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 98.066000
2016-02-25 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 98.07 limit 111.0         6ef1
2016-02-25 12:45 eod:41 INFO 2016-02-25 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-02-25 14:45:00+00:00 (status: 0)
2016-02-25 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 99.0     6ef1
2016-02-26 06:45 sod:21 INFO SOD pos: 921
2016-02-26 06:45 sod:31 INFO 2016-02-26 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 99.549000
2016-02-26 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 99.55 limit 111.0         63c8
2016-02-26 12:45 eod:41 INFO 2016-02-26 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-02-26 14:45:00+00:00 (status: 0)
2016-02-26 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 99.215     63c8
2016-02-29 06:45 sod:21 INFO SOD pos: 921
2016-02-29 06:45 sod:31 INFO 2016-02-29 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 99.000000
2016-02-29 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 99.00 limit 111.0         3afe
2016-02-29 12:45 eod:41 INFO 2016-02-29 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-02-29 14:45:00+00:00 (status: 0)
2016-02-29 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 98.735     3afe
2016-03-01 06:45 sod:21 INFO SOD pos: 921
2016-03-01 06:45 sod:31 INFO 2016-03-01 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 99.000000
2016-03-01 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 99.00 limit 111.0         5a3a
2016-03-01 12:45 eod:41 INFO 2016-03-01 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-03-01 14:45:00+00:00 (status: 0)
2016-03-01 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 100.48     5a3a
2016-03-02 06:45 sod:21 INFO SOD pos: 921
2016-03-02 06:45 sod:31 INFO 2016-03-02 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 100.620000
2016-03-02 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 100.62 limit 111.0        531f
2016-03-02 12:45 eod:41 INFO 2016-03-02 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-03-02 14:45:00+00:00 (status: 0)
2016-03-02 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 101.065     531f
2016-03-03 06:45 sod:21 INFO SOD pos: 921
2016-03-03 06:45 sod:31 INFO 2016-03-03 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 100.910000
2016-03-03 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 100.91 limit 111.0        c5ba
2016-03-03 12:45 eod:41 INFO 2016-03-03 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-03-03 14:45:00+00:00 (status: 0)
2016-03-03 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 101.68     c5ba
2016-03-04 06:45 sod:21 INFO SOD pos: 921
2016-03-04 06:45 sod:31 INFO 2016-03-04 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 101.580000
2016-03-04 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 101.58 limit 111.0        9257
2016-03-04 12:45 eod:41 INFO 2016-03-04 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-03-04 14:45:00+00:00 (status: 0)
2016-03-04 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 102.14     9257
2016-03-07 06:45 sod:21 INFO SOD pos: 921
2016-03-07 06:45 sod:31 INFO 2016-03-07 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 101.835000
2016-03-07 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 101.84 limit 111.0        4e4e
2016-03-07 12:45 eod:41 INFO 2016-03-07 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-03-07 14:45:00+00:00 (status: 0)
2016-03-07 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 102.2     4e4e
2016-03-08 06:45 sod:21 INFO SOD pos: 921
2016-03-08 06:45 sod:31 INFO 2016-03-08 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 101.420000
2016-03-08 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 101.42 limit 111.0        b521
2016-03-08 12:45 eod:41 INFO 2016-03-08 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-03-08 14:45:00+00:00 (status: 0)
2016-03-08 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 101.13     b521
2016-03-09 06:45 sod:21 INFO SOD pos: 921
2016-03-09 06:45 sod:31 INFO 2016-03-09 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 101.360000
2016-03-09 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 101.36 limit 111.0        960f
2016-03-09 12:45 eod:41 INFO 2016-03-09 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-03-09 14:45:00+00:00 (status: 0)
2016-03-09 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 101.415     960f
2016-03-10 06:45 sod:21 INFO SOD pos: 921
2016-03-10 06:45 sod:31 INFO 2016-03-10 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 101.840000
2016-03-10 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 101.84 limit 111.0        cba9
2016-03-10 12:45 eod:41 INFO 2016-03-10 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-03-10 14:45:00+00:00 (status: 0)
2016-03-10 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 101.32     cba9
2016-03-11 06:45 sod:21 INFO SOD pos: 921
2016-03-11 06:45 sod:31 INFO 2016-03-11 14:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 102.540000
2016-03-11 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 102.54 limit 111.0        8865
2016-03-11 12:45 eod:41 INFO 2016-03-11 20:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-03-11 14:45:00+00:00 (status: 0)
2016-03-11 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 103.18     8865
2016-03-14 06:45 sod:21 INFO SOD pos: 921
2016-03-14 06:45 sod:31 INFO 2016-03-14 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 102.885000
2016-03-14 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 102.89 limit 111.0        57b4
2016-03-14 12:45 eod:41 INFO 2016-03-14 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-03-14 13:45:00+00:00 (status: 0)
2016-03-14 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 103.22     57b4
2016-03-15 06:45 sod:21 INFO SOD pos: 921
2016-03-15 06:45 sod:31 INFO 2016-03-15 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 101.960000
2016-03-15 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 101.96 limit 111.0        5879
2016-03-15 12:45 eod:41 INFO 2016-03-15 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-03-15 13:45:00+00:00 (status: 0)
2016-03-15 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 102.1     5879
2016-03-16 06:45 sod:21 INFO SOD pos: 921
2016-03-16 06:45 sod:31 INFO 2016-03-16 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 102.180000
2016-03-16 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 102.18 limit 111.0        8933
2016-03-16 12:45 eod:41 INFO 2016-03-16 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-03-16 13:45:00+00:00 (status: 0)
2016-03-16 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 102.96     8933
2016-03-17 06:45 sod:21 INFO SOD pos: 921
2016-03-17 06:45 sod:31 INFO 2016-03-17 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 102.621000
2016-03-17 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 102.62 limit 111.0        a00b
2016-03-17 12:45 eod:41 INFO 2016-03-17 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-03-17 13:45:00+00:00 (status: 0)
2016-03-17 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 103.837     a00b
2016-03-18 06:45 sod:21 INFO SOD pos: 921
2016-03-18 06:45 sod:31 INFO 2016-03-18 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 103.930000
2016-03-18 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 103.93 limit 111.0        8404
2016-03-18 12:45 eod:41 INFO 2016-03-18 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-03-18 13:45:00+00:00 (status: 0)
2016-03-18 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.14     8404
2016-03-21 06:45 sod:21 INFO SOD pos: 921
2016-03-21 06:45 sod:31 INFO 2016-03-21 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.260000
2016-03-21 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.26 limit 111.0        bf44
2016-03-21 12:45 eod:41 INFO 2016-03-21 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-03-21 13:45:00+00:00 (status: 0)
2016-03-21 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.16     bf44
2016-03-22 06:45 sod:21 INFO SOD pos: 921
2016-03-22 06:45 sod:31 INFO 2016-03-22 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 103.780000
2016-03-22 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 103.78 limit 111.0        aafc
2016-03-22 12:45 eod:41 INFO 2016-03-22 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-03-22 13:45:00+00:00 (status: 0)
2016-03-22 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.21     aafc
2016-03-23 06:45 sod:21 INFO SOD pos: 921
2016-03-23 06:45 sod:31 INFO 2016-03-23 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 103.800000
2016-03-23 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 103.80 limit 111.0        84fd
2016-03-23 12:45 eod:41 INFO 2016-03-23 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-03-23 13:45:00+00:00 (status: 0)
2016-03-23 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 103.38     84fd
2016-03-24 06:45 sod:21 INFO SOD pos: 921
2016-03-24 06:45 sod:31 INFO 2016-03-24 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 102.655000
2016-03-24 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 102.66 limit 111.0        d5f5
2016-03-24 12:45 eod:41 INFO 2016-03-24 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-03-24 13:45:00+00:00 (status: 0)
2016-03-24 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 103.285     d5f5
2016-03-28 06:45 sod:21 INFO SOD pos: 921
2016-03-28 06:45 sod:31 INFO 2016-03-28 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 103.320000
2016-03-28 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 103.32 limit 111.0        fd56
2016-03-28 12:45 eod:41 INFO 2016-03-28 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-03-28 13:45:00+00:00 (status: 0)
2016-03-28 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 103.51     fd56
2016-03-29 06:45 sod:21 INFO SOD pos: 921
2016-03-29 06:45 sod:31 INFO 2016-03-29 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 103.120000
2016-03-29 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 103.12 limit 111.0        1f75
2016-03-29 12:45 eod:41 INFO 2016-03-29 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-03-29 13:45:00+00:00 (status: 0)
2016-03-29 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.43     1f75
2016-03-30 06:45 sod:21 INFO SOD pos: 921
2016-03-30 06:45 sod:31 INFO 2016-03-30 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.290000
2016-03-30 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.29 limit 111.0        1848
2016-03-30 12:45 eod:41 INFO 2016-03-30 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-03-30 13:45:00+00:00 (status: 0)
2016-03-30 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.064     1848
2016-03-31 06:45 sod:21 INFO SOD pos: 921
2016-03-31 06:45 sod:31 INFO 2016-03-31 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.000000
2016-03-31 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.00 limit 111.0        ba82
2016-03-31 12:45 eod:41 INFO 2016-03-31 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-03-31 13:45:00+00:00 (status: 0)
2016-03-31 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.94     ba82
2016-04-01 06:45 sod:21 INFO SOD pos: 921
2016-04-01 06:45 sod:31 INFO 2016-04-01 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.090000
2016-04-01 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.09 limit 111.0        6d52
2016-04-01 12:45 eod:41 INFO 2016-04-01 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-04-01 13:45:00+00:00 (status: 0)
2016-04-01 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.497     6d52
2016-04-04 06:45 sod:21 INFO SOD pos: 921
2016-04-04 06:45 sod:31 INFO 2016-04-04 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.420000
2016-04-04 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.42 limit 111.0        219a
2016-04-04 12:45 eod:41 INFO 2016-04-04 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-04-04 13:45:00+00:00 (status: 0)
2016-04-04 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.921     219a
2016-04-05 06:45 sod:21 INFO SOD pos: 921
2016-04-05 06:45 sod:31 INFO 2016-04-05 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.120000
2016-04-05 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.12 limit 111.0        f9c0
2016-04-05 12:45 eod:41 INFO 2016-04-05 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-04-05 13:45:00+00:00 (status: 0)
2016-04-05 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.07     f9c0
2016-04-06 06:45 sod:21 INFO SOD pos: 921
2016-04-06 06:45 sod:31 INFO 2016-04-06 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 103.970000
2016-04-06 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 103.97 limit 111.0        121d
2016-04-06 12:45 eod:41 INFO 2016-04-06 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-04-06 13:45:00+00:00 (status: 0)
2016-04-06 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.066     121d
2016-04-07 06:45 sod:21 INFO SOD pos: 921
2016-04-07 06:45 sod:31 INFO 2016-04-07 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.710000
2016-04-07 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.71 limit 111.0        31b9
2016-04-07 12:45 eod:41 INFO 2016-04-07 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-04-07 13:45:00+00:00 (status: 0)
2016-04-07 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 103.785     31b9
2016-04-08 06:45 sod:21 INFO SOD pos: 921
2016-04-08 06:45 sod:31 INFO 2016-04-08 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.575000
2016-04-08 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.58 limit 111.0        3eed
2016-04-08 12:45 eod:41 INFO 2016-04-08 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-04-08 13:45:00+00:00 (status: 0)
2016-04-08 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.02     3eed
2016-04-11 06:45 sod:21 INFO SOD pos: 921
2016-04-11 06:45 sod:31 INFO 2016-04-11 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.640000
2016-04-11 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.64 limit 111.0        5057
2016-04-11 12:45 eod:41 INFO 2016-04-11 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-04-11 13:45:00+00:00 (status: 0)
2016-04-11 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 103.98     5057
2016-04-12 06:45 sod:21 INFO SOD pos: 921
2016-04-12 06:45 sod:31 INFO 2016-04-12 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.180000
2016-04-12 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.18 limit 111.0        5bc0
2016-04-12 12:45 eod:41 INFO 2016-04-12 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-04-12 13:45:00+00:00 (status: 0)
2016-04-12 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.86     5bc0
2016-04-13 06:45 sod:21 INFO SOD pos: 921
2016-04-13 06:45 sod:31 INFO 2016-04-13 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.660000
2016-04-13 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.66 limit 111.0        0e23
2016-04-13 12:45 eod:41 INFO 2016-04-13 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-04-13 13:45:00+00:00 (status: 0)
2016-04-13 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.108     0e23
2016-04-14 06:45 sod:21 INFO SOD pos: 921
2016-04-14 06:45 sod:31 INFO 2016-04-14 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.100000
2016-04-14 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.10 limit 111.0        c259
2016-04-14 12:45 eod:41 INFO 2016-04-14 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-04-14 13:45:00+00:00 (status: 0)
2016-04-14 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.145     c259
2016-04-15 06:45 sod:21 INFO SOD pos: 921
2016-04-15 06:45 sod:31 INFO 2016-04-15 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.990000
2016-04-15 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.99 limit 111.0        8937
2016-04-15 12:45 eod:41 INFO 2016-04-15 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-04-15 13:45:00+00:00 (status: 0)
2016-04-15 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.05     8937
2016-04-18 06:45 sod:21 INFO SOD pos: 921
2016-04-18 06:45 sod:31 INFO 2016-04-18 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.870000
2016-04-18 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.87 limit 111.0        c119
2016-04-18 12:45 eod:41 INFO 2016-04-18 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-04-18 13:45:00+00:00 (status: 0)
2016-04-18 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.75     c119
2016-04-19 06:45 sod:21 INFO SOD pos: 921
2016-04-19 06:45 sod:31 INFO 2016-04-19 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.990000
2016-04-19 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.99 limit 111.0        823d
2016-04-19 12:45 eod:41 INFO 2016-04-19 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-04-19 13:45:00+00:00 (status: 0)
2016-04-19 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.01     823d
2016-04-20 06:45 sod:21 INFO SOD pos: 921
2016-04-20 06:45 sod:31 INFO 2016-04-20 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.004000
2016-04-20 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.00 limit 111.0        1c61
2016-04-20 12:45 eod:41 INFO 2016-04-20 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-04-20 13:45:00+00:00 (status: 0)
2016-04-20 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.199     1c61
2016-04-21 06:45 sod:21 INFO SOD pos: 921
2016-04-21 06:45 sod:31 INFO 2016-04-21 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.030000
2016-04-21 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.03 limit 111.0        f2af
2016-04-21 12:45 eod:41 INFO 2016-04-21 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-04-21 13:45:00+00:00 (status: 0)
2016-04-21 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.65     f2af
2016-04-22 06:45 sod:21 INFO SOD pos: 921
2016-04-22 06:45 sod:31 INFO 2016-04-22 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.850000
2016-04-22 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.85 limit 111.0        8bd9
2016-04-22 12:45 eod:41 INFO 2016-04-22 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-04-22 13:45:00+00:00 (status: 0)
2016-04-22 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.7     8bd9
2016-04-25 06:45 sod:21 INFO SOD pos: 921
2016-04-25 06:45 sod:31 INFO 2016-04-25 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.380000
2016-04-25 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.38 limit 111.0        4aee
2016-04-25 12:45 eod:41 INFO 2016-04-25 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-04-25 13:45:00+00:00 (status: 0)
2016-04-25 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.384     4aee
2016-04-26 06:45 sod:21 INFO SOD pos: 921
2016-04-26 06:45 sod:31 INFO 2016-04-26 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.780000
2016-04-26 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.78 limit 111.0        8d70
2016-04-26 12:45 eod:41 INFO 2016-04-26 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-04-26 13:45:00+00:00 (status: 0)
2016-04-26 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.81     8d70
2016-04-27 06:45 sod:21 INFO SOD pos: 921
2016-04-27 06:45 sod:31 INFO 2016-04-27 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.860000
2016-04-27 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.86 limit 111.0        a741
2016-04-27 12:45 eod:41 INFO 2016-04-27 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-04-27 13:45:00+00:00 (status: 0)
2016-04-27 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.28     a741
2016-04-28 06:45 sod:21 INFO SOD pos: 921
2016-04-28 06:45 sod:31 INFO 2016-04-28 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.850000
2016-04-28 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.85 limit 111.0        1ea6
2016-04-28 12:45 eod:41 INFO 2016-04-28 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-04-28 13:45:00+00:00 (status: 0)
2016-04-28 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.1     1ea6
2016-04-29 06:45 sod:21 INFO SOD pos: 921
2016-04-29 06:45 sod:31 INFO 2016-04-29 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.800000
2016-04-29 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.80 limit 111.0        43d8
2016-04-29 12:45 eod:41 INFO 2016-04-29 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-04-29 13:45:00+00:00 (status: 0)
2016-04-29 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.51     43d8
2016-05-02 06:45 sod:21 INFO SOD pos: 921
2016-05-02 06:45 sod:31 INFO 2016-05-02 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.710000
2016-05-02 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.71 limit 111.0        817c
2016-05-02 12:45 eod:41 INFO 2016-05-02 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-05-02 13:45:00+00:00 (status: 0)
2016-05-02 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.377     817c
2016-05-03 06:45 sod:21 INFO SOD pos: 921
2016-05-03 06:45 sod:31 INFO 2016-05-03 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.480000
2016-05-03 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.48 limit 111.0        f28f
2016-05-03 12:45 eod:41 INFO 2016-05-03 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-05-03 13:45:00+00:00 (status: 0)
2016-05-03 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.11     f28f
2016-05-04 06:45 sod:21 INFO SOD pos: 921
2016-05-04 06:45 sod:31 INFO 2016-05-04 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.614000
2016-05-04 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.61 limit 111.0        52d6
2016-05-04 12:45 eod:41 INFO 2016-05-04 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-05-04 13:45:00+00:00 (status: 0)
2016-05-04 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.8     52d6
2016-05-05 06:45 sod:21 INFO SOD pos: 921
2016-05-05 06:45 sod:31 INFO 2016-05-05 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.810000
2016-05-05 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.81 limit 111.0        aaad
2016-05-05 12:45 eod:41 INFO 2016-05-05 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-05-05 13:45:00+00:00 (status: 0)
2016-05-05 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.615     aaad
2016-05-06 06:45 sod:21 INFO SOD pos: 921
2016-05-06 06:45 sod:31 INFO 2016-05-06 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.610000
2016-05-06 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.61 limit 111.0        6d45
2016-05-06 12:45 eod:41 INFO 2016-05-06 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-05-06 13:45:00+00:00 (status: 0)
2016-05-06 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.743     6d45
2016-05-09 06:45 sod:21 INFO SOD pos: 921
2016-05-09 06:45 sod:31 INFO 2016-05-09 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.290000
2016-05-09 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.29 limit 111.0        afd0
2016-05-09 12:45 eod:41 INFO 2016-05-09 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-05-09 13:45:00+00:00 (status: 0)
2016-05-09 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.12     afd0
2016-05-10 06:45 sod:21 INFO SOD pos: 921
2016-05-10 06:45 sod:31 INFO 2016-05-10 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.660000
2016-05-10 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.66 limit 111.0        2352
2016-05-10 12:45 eod:41 INFO 2016-05-10 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-05-10 13:45:00+00:00 (status: 0)
2016-05-10 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.32     2352
2016-05-11 06:45 sod:21 INFO SOD pos: 921
2016-05-11 06:45 sod:31 INFO 2016-05-11 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.030000
2016-05-11 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.03 limit 111.0        e443
2016-05-11 12:45 eod:41 INFO 2016-05-11 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-05-11 13:45:00+00:00 (status: 0)
2016-05-11 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.4     e443
2016-05-12 06:45 sod:21 INFO SOD pos: 921
2016-05-12 06:45 sod:31 INFO 2016-05-12 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.690000
2016-05-12 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.69 limit 111.0        4fd4
2016-05-12 12:45 eod:41 INFO 2016-05-12 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-05-12 13:45:00+00:00 (status: 0)
2016-05-12 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.36     4fd4
2016-05-13 06:45 sod:21 INFO SOD pos: 921
2016-05-13 06:45 sod:31 INFO 2016-05-13 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.380000
2016-05-13 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.38 limit 111.0        ab3e
2016-05-13 12:45 eod:41 INFO 2016-05-13 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-05-13 13:45:00+00:00 (status: 0)
2016-05-13 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.5     ab3e
2016-05-16 06:45 sod:21 INFO SOD pos: 921
2016-05-16 06:45 sod:31 INFO 2016-05-16 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.820000
2016-05-16 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.82 limit 111.0        4234
2016-05-16 12:45 eod:41 INFO 2016-05-16 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-05-16 13:45:00+00:00 (status: 0)
2016-05-16 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.53     4234
2016-05-17 06:45 sod:21 INFO SOD pos: 921
2016-05-17 06:45 sod:31 INFO 2016-05-17 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.110000
2016-05-17 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.11 limit 111.0        5eeb
2016-05-17 12:45 eod:41 INFO 2016-05-17 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-05-17 13:45:00+00:00 (status: 0)
2016-05-17 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.4     5eeb
2016-05-18 06:45 sod:21 INFO SOD pos: 921
2016-05-18 06:45 sod:31 INFO 2016-05-18 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.331000
2016-05-18 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.33 limit 111.0        b6d9
2016-05-18 12:45 eod:41 INFO 2016-05-18 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-05-18 13:45:00+00:00 (status: 0)
2016-05-18 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.23     b6d9
2016-05-19 06:45 sod:21 INFO SOD pos: 921
2016-05-19 06:45 sod:31 INFO 2016-05-19 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.350000
2016-05-19 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.35 limit 111.0        41f0
2016-05-19 12:45 eod:41 INFO 2016-05-19 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-05-19 13:45:00+00:00 (status: 0)
2016-05-19 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.08     41f0
2016-05-20 06:45 sod:21 INFO SOD pos: 921
2016-05-20 06:45 sod:31 INFO 2016-05-20 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.670000
2016-05-20 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.67 limit 111.0        d497
2016-05-20 12:45 eod:41 INFO 2016-05-20 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-05-20 13:45:00+00:00 (status: 0)
2016-05-20 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.754     d497
2016-05-23 06:45 sod:21 INFO SOD pos: 921
2016-05-23 06:45 sod:31 INFO 2016-05-23 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.940000
2016-05-23 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.94 limit 111.0        fb3a
2016-05-23 12:45 eod:41 INFO 2016-05-23 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-05-23 13:45:00+00:00 (status: 0)
2016-05-23 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.84     fb3a
2016-05-24 06:45 sod:21 INFO SOD pos: 921
2016-05-24 06:45 sod:31 INFO 2016-05-24 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.500000
2016-05-24 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.50 limit 111.0        2b3c
2016-05-24 12:45 eod:41 INFO 2016-05-24 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-05-24 13:45:00+00:00 (status: 0)
2016-05-24 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.241     2b3c
2016-05-25 06:45 sod:21 INFO SOD pos: 921
2016-05-25 06:45 sod:31 INFO 2016-05-25 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.790000
2016-05-25 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.79 limit 111.0        87a2
2016-05-25 12:45 eod:41 INFO 2016-05-25 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-05-25 13:45:00+00:00 (status: 0)
2016-05-25 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.02     87a2
2016-05-26 06:45 sod:21 INFO SOD pos: 921
2016-05-26 06:45 sod:31 INFO 2016-05-26 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.100000
2016-05-26 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.10 limit 111.0        de89
2016-05-26 12:45 eod:41 INFO 2016-05-26 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-05-26 13:45:00+00:00 (status: 0)
2016-05-26 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.97     de89
2016-05-27 06:45 sod:21 INFO SOD pos: 921
2016-05-27 06:45 sod:31 INFO 2016-05-27 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.092000
2016-05-27 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.09 limit 111.0        13ab
2016-05-27 12:45 eod:41 INFO 2016-05-27 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-05-27 13:45:00+00:00 (status: 0)
2016-05-27 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.34     13ab
2016-05-31 06:45 sod:21 INFO SOD pos: 921
2016-05-31 06:45 sod:31 INFO 2016-05-31 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.513000
2016-05-31 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.51 limit 111.0        d32c
2016-05-31 12:45 eod:41 INFO 2016-05-31 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-05-31 13:45:00+00:00 (status: 0)
2016-05-31 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.34     d32c
2016-06-01 06:45 sod:21 INFO SOD pos: 921
2016-06-01 06:45 sod:31 INFO 2016-06-01 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.906000
2016-06-01 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.91 limit 111.0        36c4
2016-06-01 12:45 eod:41 INFO 2016-06-01 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-06-01 13:45:00+00:00 (status: 0)
2016-06-01 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.665     36c4
2016-06-02 06:45 sod:21 INFO SOD pos: 921
2016-06-02 06:45 sod:31 INFO 2016-06-02 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.420000
2016-06-02 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.42 limit 111.0        6ff5
2016-06-02 12:45 eod:41 INFO 2016-06-02 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-06-02 13:45:00+00:00 (status: 0)
2016-06-02 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.89     6ff5
2016-06-03 06:45 sod:21 INFO SOD pos: 921
2016-06-03 06:45 sod:31 INFO 2016-06-03 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.450000
2016-06-03 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.45 limit 111.0        fa1e
2016-06-03 12:45 eod:41 INFO 2016-06-03 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-06-03 13:45:00+00:00 (status: 0)
2016-06-03 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.76     fa1e
2016-06-06 06:45 sod:21 INFO SOD pos: 921
2016-06-06 06:45 sod:31 INFO 2016-06-06 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.944000
2016-06-06 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.94 limit 111.0        4aed
2016-06-06 12:45 eod:41 INFO 2016-06-06 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-06-06 13:45:00+00:00 (status: 0)
2016-06-06 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 108.36     4aed
2016-06-07 06:45 sod:21 INFO SOD pos: 921
2016-06-07 06:45 sod:31 INFO 2016-06-07 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 108.430000
2016-06-07 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 108.43 limit 111.0        ce24
2016-06-07 12:45 eod:41 INFO 2016-06-07 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-06-07 13:45:00+00:00 (status: 0)
2016-06-07 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 108.459     ce24
2016-06-08 06:45 sod:21 INFO SOD pos: 921
2016-06-08 06:45 sod:31 INFO 2016-06-08 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 108.778000
2016-06-08 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 108.78 limit 111.0        f1be
2016-06-08 12:45 eod:41 INFO 2016-06-08 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-06-08 13:45:00+00:00 (status: 0)
2016-06-08 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 108.844     f1be
2016-06-09 06:45 sod:21 INFO SOD pos: 921
2016-06-09 06:45 sod:31 INFO 2016-06-09 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 108.400000
2016-06-09 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 108.40 limit 111.0        7768
2016-06-09 12:45 eod:41 INFO 2016-06-09 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-06-09 13:45:00+00:00 (status: 0)
2016-06-09 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 108.68     7768
2016-06-10 06:45 sod:21 INFO SOD pos: 921
2016-06-10 06:45 sod:31 INFO 2016-06-10 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.620000
2016-06-10 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.62 limit 111.0        e58a
2016-06-10 12:45 eod:41 INFO 2016-06-10 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-06-10 13:45:00+00:00 (status: 0)
2016-06-10 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.36     e58a
2016-06-13 06:45 sod:21 INFO SOD pos: 921
2016-06-13 06:45 sod:31 INFO 2016-06-13 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.250000
2016-06-13 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.25 limit 111.0        ce39
2016-06-13 12:45 eod:41 INFO 2016-06-13 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-06-13 13:45:00+00:00 (status: 0)
2016-06-13 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.67     ce39
2016-06-14 06:45 sod:21 INFO SOD pos: 921
2016-06-14 06:45 sod:31 INFO 2016-06-14 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.270000
2016-06-14 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.27 limit 111.0        e62a
2016-06-14 12:45 eod:41 INFO 2016-06-14 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-06-14 13:45:00+00:00 (status: 0)
2016-06-14 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.93     e62a
2016-06-15 06:45 sod:21 INFO SOD pos: 921
2016-06-15 06:45 sod:31 INFO 2016-06-15 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.240000
2016-06-15 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.24 limit 111.0        ae67
2016-06-15 12:45 eod:41 INFO 2016-06-15 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-06-15 13:45:00+00:00 (status: 0)
2016-06-15 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.98     ae67
2016-06-16 06:45 sod:21 INFO SOD pos: 921
2016-06-16 06:45 sod:31 INFO 2016-06-16 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.110000
2016-06-16 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.11 limit 111.0        ffd6
2016-06-16 12:45 eod:41 INFO 2016-06-16 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-06-16 13:45:00+00:00 (status: 0)
2016-06-16 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.17     ffd6
2016-06-17 06:45 sod:21 INFO SOD pos: 921
2016-06-17 06:45 sod:31 INFO 2016-06-17 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.970000
2016-06-17 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.97 limit 111.0        03a2
2016-06-17 12:45 eod:41 INFO 2016-06-17 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-06-17 13:45:00+00:00 (status: 0)
2016-06-17 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.79     03a2
2016-06-20 06:45 sod:21 INFO SOD pos: 921
2016-06-20 06:45 sod:31 INFO 2016-06-20 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.210000
2016-06-20 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.21 limit 111.0        4856
2016-06-20 12:45 eod:41 INFO 2016-06-20 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-06-20 13:45:00+00:00 (status: 0)
2016-06-20 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.75     4856
2016-06-21 06:45 sod:21 INFO SOD pos: 921
2016-06-21 06:45 sod:31 INFO 2016-06-21 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.610000
2016-06-21 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.61 limit 111.0        761a
2016-06-21 12:45 eod:41 INFO 2016-06-21 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-06-21 13:45:00+00:00 (status: 0)
2016-06-21 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.8     761a
2016-06-22 06:45 sod:21 INFO SOD pos: 921
2016-06-22 06:45 sod:31 INFO 2016-06-22 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.890000
2016-06-22 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.89 limit 111.0        8695
2016-06-22 12:45 eod:41 INFO 2016-06-22 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-06-22 13:45:00+00:00 (status: 0)
2016-06-22 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.576     8695
2016-06-23 06:45 sod:21 INFO SOD pos: 921
2016-06-23 06:45 sod:31 INFO 2016-06-23 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.340000
2016-06-23 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.34 limit 111.0        abfa
2016-06-23 12:45 eod:41 INFO 2016-06-23 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-06-23 13:45:00+00:00 (status: 0)
2016-06-23 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.75     abfa
2016-06-24 06:45 sod:21 INFO SOD pos: 921
2016-06-24 06:45 sod:31 INFO 2016-06-24 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.380000
2016-06-24 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.38 limit 111.0        7a34
2016-06-24 12:45 eod:41 INFO 2016-06-24 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-06-24 13:45:00+00:00 (status: 0)
2016-06-24 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 104.31     7a34
2016-06-27 06:45 sod:21 INFO SOD pos: 921
2016-06-27 06:45 sod:31 INFO 2016-06-27 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 102.680000
2016-06-27 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 102.68 limit 111.0        945d
2016-06-27 12:45 eod:41 INFO 2016-06-27 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-06-27 13:45:00+00:00 (status: 0)
2016-06-27 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 102.042     945d
2016-06-28 06:45 sod:21 INFO SOD pos: 921
2016-06-28 06:45 sod:31 INFO 2016-06-28 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 103.200000
2016-06-28 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 103.20 limit 111.0        11d9
2016-06-28 12:45 eod:41 INFO 2016-06-28 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-06-28 13:45:00+00:00 (status: 0)
2016-06-28 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 103.7     11d9
2016-06-29 06:45 sod:21 INFO SOD pos: 921
2016-06-29 06:45 sod:31 INFO 2016-06-29 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 104.780000
2016-06-29 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 104.78 limit 111.0        e16f
2016-06-29 12:45 eod:41 INFO 2016-06-29 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-06-29 13:45:00+00:00 (status: 0)
2016-06-29 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 105.634     e16f
2016-06-30 06:45 sod:21 INFO SOD pos: 921
2016-06-30 06:45 sod:31 INFO 2016-06-30 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 105.750000
2016-06-30 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 105.75 limit 111.0        9633
2016-06-30 12:45 eod:41 INFO 2016-06-30 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-06-30 13:45:00+00:00 (status: 0)
2016-06-30 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.86     9633
2016-07-01 06:45 sod:21 INFO SOD pos: 921
2016-07-01 06:45 sod:31 INFO 2016-07-01 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.515000
2016-07-01 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.52 limit 111.0        b2b4
2016-07-01 12:45 eod:41 INFO 2016-07-01 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-07-01 13:45:00+00:00 (status: 0)
2016-07-01 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.46     b2b4
2016-07-05 06:45 sod:21 INFO SOD pos: 921
2016-07-05 06:45 sod:31 INFO 2016-07-05 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.700000
2016-07-05 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.70 limit 111.0        8448
2016-07-05 12:45 eod:41 INFO 2016-07-05 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-07-05 13:45:00+00:00 (status: 0)
2016-07-05 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 106.69     8448
2016-07-06 06:45 sod:21 INFO SOD pos: 921
2016-07-06 06:45 sod:31 INFO 2016-07-06 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 106.034000
2016-07-06 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 106.03 limit 111.0        027c
2016-07-06 12:45 eod:41 INFO 2016-07-06 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-07-06 13:45:00+00:00 (status: 0)
2016-07-06 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.172     027c
2016-07-07 06:45 sod:21 INFO SOD pos: 921
2016-07-07 06:45 sod:31 INFO 2016-07-07 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 107.617000
2016-07-07 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 107.62 limit 111.0        f32e
2016-07-07 12:45 eod:41 INFO 2016-07-07 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-07-07 13:45:00+00:00 (status: 0)
2016-07-07 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 107.142     f32e
2016-07-08 06:45 sod:21 INFO SOD pos: 921
2016-07-08 06:45 sod:31 INFO 2016-07-08 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 108.038000
2016-07-08 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 108.04 limit 111.0        8dca
2016-07-08 12:45 eod:41 INFO 2016-07-08 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-07-08 13:45:00+00:00 (status: 0)
2016-07-08 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 108.76     8dca
2016-07-11 06:45 sod:21 INFO SOD pos: 921
2016-07-11 06:45 sod:31 INFO 2016-07-11 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 109.360000
2016-07-11 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 109.36 limit 111.0        e4f4
2016-07-11 12:45 eod:41 INFO 2016-07-11 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-07-11 13:45:00+00:00 (status: 0)
2016-07-11 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 109.427     e4f4
2016-07-12 06:45 sod:21 INFO SOD pos: 921
2016-07-12 06:45 sod:31 INFO 2016-07-12 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 110.130000
2016-07-12 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 110.13 limit 111.0        c331
2016-07-12 12:45 eod:41 INFO 2016-07-12 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-07-12 13:45:00+00:00 (status: 0)
2016-07-12 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 110.156     c331
2016-07-13 06:45 sod:21 INFO SOD pos: 921
2016-07-13 06:45 sod:31 INFO 2016-07-13 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 110.145000
2016-07-13 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 110.14 limit 111.0        73bd
2016-07-13 12:45 eod:41 INFO 2016-07-13 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-07-13 13:45:00+00:00 (status: 0)
2016-07-13 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 110.19     73bd
2016-07-14 06:45 sod:21 INFO SOD pos: 921
2016-07-14 06:45 sod:31 INFO 2016-07-14 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 110.700000
2016-07-14 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 110.70 limit 111.0        bc96
2016-07-14 12:45 eod:41 INFO 2016-07-14 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-07-14 13:45:00+00:00 (status: 0)
2016-07-14 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 110.67     bc96
2016-07-15 06:45 sod:21 INFO SOD pos: 921
2016-07-15 06:45 sod:31 INFO 2016-07-15 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 110.720000
2016-07-15 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 110.72 limit 111.0        d42e
2016-07-15 12:45 eod:41 INFO 2016-07-15 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-07-15 13:45:00+00:00 (status: 0)
2016-07-15 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 110.56     d42e
2016-07-18 06:45 sod:21 INFO SOD pos: 921
2016-07-18 06:45 sod:31 INFO 2016-07-18 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 110.489000
2016-07-18 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 110.49 limit 111.0        1ebd
2016-07-18 12:45 eod:41 INFO 2016-07-18 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-07-18 13:45:00+00:00 (status: 0)
2016-07-18 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 110.9     1ebd
2016-07-19 06:45 sod:21 INFO SOD pos: 921
2016-07-19 06:45 sod:31 INFO 2016-07-19 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 110.600000
2016-07-19 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 110.60 limit 111.0        4cf4
2016-07-19 12:45 eod:41 INFO 2016-07-19 19:45:00+00:00: EOD cancelling order for -921 of VTI created on 2016-07-19 13:45:00+00:00 (status: 0)
2016-07-19 12:45 _trac:82 INFO  375     Canceled Sell -921 VTI limit 111.0 at 110.59     4cf4
2016-07-20 06:45 sod:21 INFO SOD pos: 921
2016-07-20 06:45 sod:31 INFO 2016-07-20 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 110.680000
2016-07-20 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 110.68 limit 111.0        1727
2016-07-20 07:21 _trac:82 INFO   51      Sold -578/-921 VTI (343) at 111.02  (+1439) limit 111.0    1727
2016-07-20 07:22 _trac:82 INFO   52      Sold -91/-921 VTI (252) at 111.04  (+228) limit 111.0    1727
2016-07-20 07:23 _trac:82 INFO   53      Sold -37/-921 VTI (215) at 111.02  (+92) limit 111.0    1727
2016-07-20 07:24 _trac:82 INFO   54      Sold -27/-921 VTI (188) at 111.02  (+67) limit 111.0    1727
2016-07-20 07:26 _trac:82 INFO   56      Sold -42/-921 VTI (146) at 111.02  (+105) limit 111.0    1727
2016-07-20 07:27 _trac:82 INFO   57      Sold -54/-921 VTI (92) at 111.02  (+134) limit 111.0    1727
2016-07-20 07:28 _trac:82 INFO   58      Sold -60/-921 VTI (32) at 111.01  (+149) limit 111.0    1727
2016-07-20 07:33 _trac:82 INFO   63      Sold -921 VTI _ at 111.03 limit 111.0         1727
2016-07-21 06:45 sod:21 INFO SOD pos: 0
2016-07-21 06:45 sod:26 INFO 2016-07-21 13:45:00+00:00: SOD placing buy order for 936 of Equity(22739 [VTI]) at limit 110.500000 with current price 111.250000
2016-07-21 06:45 _trac:82 INFO   15   Buy 936 VTI _ at 111.25 limit 110.5              5e43
2016-07-21 12:45 eod:41 INFO 2016-07-21 19:45:00+00:00: EOD cancelling order for 936 of VTI created on 2016-07-21 13:45:00+00:00 (status: 0)
2016-07-21 12:45 _trac:82 INFO  375     Canceled Buy 936 VTI limit 110.5 at 110.676     5e43
2016-07-22 06:45 sod:21 INFO SOD pos: 0
2016-07-22 06:45 sod:26 INFO 2016-07-22 13:45:00+00:00: SOD placing buy order for 940 of Equity(22739 [VTI]) at limit 110.500000 with current price 110.730000
2016-07-22 06:45 _trac:82 INFO   15   Buy 940 VTI _ at 110.73 limit 110.5              0c5f
2016-07-22 12:45 eod:41 INFO 2016-07-22 19:45:00+00:00: EOD cancelling order for 940 of VTI created on 2016-07-22 13:45:00+00:00 (status: 0)
2016-07-22 12:45 _trac:82 INFO  375     Canceled Buy 940 VTI limit 110.5 at 111.33     0c5f
2016-07-25 06:45 sod:21 INFO SOD pos: 0
2016-07-25 06:45 sod:26 INFO 2016-07-25 13:45:00+00:00: SOD placing buy order for 937 of Equity(22739 [VTI]) at limit 110.500000 with current price 111.130000
2016-07-25 06:45 _trac:82 INFO   15   Buy 937 VTI _ at 111.13 limit 110.5              66c5
2016-07-25 12:45 eod:41 INFO 2016-07-25 19:45:00+00:00: EOD cancelling order for 937 of VTI created on 2016-07-25 13:45:00+00:00 (status: 0)
2016-07-25 12:45 _trac:82 INFO  375     Canceled Buy 937 VTI limit 110.5 at 110.93     66c5
2016-07-26 06:45 sod:21 INFO SOD pos: 0
2016-07-26 06:45 sod:26 INFO 2016-07-26 13:45:00+00:00: SOD placing buy order for 935 of Equity(22739 [VTI]) at limit 110.500000 with current price 111.300000
2016-07-26 06:45 _trac:82 INFO   15   Buy 935 VTI _ at 111.30 limit 110.5              45cb
2016-07-26 12:45 eod:41 INFO 2016-07-26 19:45:00+00:00: EOD cancelling order for 935 of VTI created on 2016-07-26 13:45:00+00:00 (status: 0)
2016-07-26 12:45 _trac:82 INFO  375     Canceled Buy 935 VTI limit 110.5 at 111.123     45cb
2016-07-27 06:45 sod:21 INFO SOD pos: 0
2016-07-27 06:45 sod:26 INFO 2016-07-27 13:45:00+00:00: SOD placing buy order for 936 of Equity(22739 [VTI]) at limit 110.500000 with current price 111.210000
2016-07-27 06:45 _trac:82 INFO   15   Buy 936 VTI _ at 111.21 limit 110.5              a06c
2016-07-27 12:45 eod:41 INFO 2016-07-27 19:45:00+00:00: EOD cancelling order for 936 of VTI created on 2016-07-27 13:45:00+00:00 (status: 0)
2016-07-27 12:45 _trac:82 INFO  375     Canceled Buy 936 VTI limit 110.5 at 111.16     a06c
2016-07-28 06:45 sod:21 INFO SOD pos: 0
2016-07-28 06:45 sod:26 INFO 2016-07-28 13:45:00+00:00: SOD placing buy order for 940 of Equity(22739 [VTI]) at limit 110.500000 with current price 110.800000
2016-07-28 06:45 _trac:82 INFO   15   Buy 940 VTI _ at 110.80 limit 110.5              5633
2016-07-28 12:45 eod:41 INFO 2016-07-28 19:45:00+00:00: EOD cancelling order for 940 of VTI created on 2016-07-28 13:45:00+00:00 (status: 0)
2016-07-28 12:45 _trac:82 INFO  375     Canceled Buy 940 VTI limit 110.5 at 111.34     5633
2016-07-29 06:45 sod:21 INFO SOD pos: 0
2016-07-29 06:45 sod:26 INFO 2016-07-29 13:45:00+00:00: SOD placing buy order for 937 of Equity(22739 [VTI]) at limit 110.500000 with current price 111.160000
2016-07-29 06:45 _trac:82 INFO   15   Buy 937 VTI _ at 111.16 limit 110.5              50f0
2016-07-29 12:45 eod:41 INFO 2016-07-29 19:45:00+00:00: EOD cancelling order for 937 of VTI created on 2016-07-29 13:45:00+00:00 (status: 0)
2016-07-29 12:45 _trac:82 INFO  375     Canceled Buy 937 VTI limit 110.5 at 111.46     50f0
End of logs.


- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
For what it's worth, using basically no limit on volume to eliminate partial fills:
    set_slippage(slippage.VolumeShareSlippage(volume_limit=10000))
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
2015-08-03 06:45 sod:21 INFO SOD pos: 0
2015-08-03 06:45 sod:26 INFO 2015-08-03 13:45:00+00:00: SOD placing buy order for 921 of Equity(22739 [VTI]) at limit 110.500000 with current price 108.480000
2015-08-03 06:45 _trac:82 INFO   15   Buy 921 VTI _ at 108.48 limit 110.5              42b1
2015-08-03 06:46 _trac:82 INFO   16      Bot 921 VTI (921) at 108.52 limit 110.5       42b1
2015-08-04 06:45 sod:21 INFO SOD pos: 921

2016-07-20 06:45 sod:21 INFO SOD pos: 921
2016-07-20 06:45 sod:31 INFO 2016-07-20 13:45:00+00:00: SOD placing sell order for -921 of Equity(22739 [VTI]) at limit 111.000000 with current price 110.680000
2016-07-20 06:45 _trac:82 INFO   15   Sell -921 VTI (921) at 110.68 limit 111.0        cea5
2016-07-20 07:21 _trac:82 INFO   51      Sold -921 VTI _ at 111.02 limit 111.0         cea5
2016-07-21 06:45 sod:21 INFO SOD pos: 0

'''
There was a runtime error.
Robert Tarlton

Can someone explain why Quantopian spends so much time adding additional functionality when the most fundamental of functions (limit order) is not being executed correctly!??

If exceptional functionality has to transact through garbage, the whole thing becomes garbage. I cannot believe how long this has gone without being fixed considering it invalidates any algo that uses limit orders.

The Quantopian tool is so great but is made practically useless from this error. You guys have something special here, PLEASE PLEASE fix this.

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