Order changing from SL-M to LIMIT without modification

amit123

My orders have been changing from order-type SL-M to order-type LIMIT without me explicitly doing this modification. I have been testing and debugging for last couple of days but cannot spot the reason. Here is the order history (Somehow this is happening mostly for fno instruments)

[{'placed_by': ****
'order_id': '201216002054456',
'exchange_order_id': None,
'parent_order_id': None,
'status': 'PUT ORDER REQ RECEIVED',
'status_message': None,
'status_message_raw': None,
'order_timestamp': datetime.datetime(2020, 12, 16, 12, 37, 1),
'exchange_update_timestamp': None,
'exchange_timestamp': None,
'variety': 'regular',
'exchange': 'NFO',
'tradingsymbol': 'BANKNIFTY20D1730500PE',
'instrument_token': 10494978,
'order_type': 'SL-M',
'transaction_type': 'BUY',
'validity': 'DAY',
'product': 'NRML',
'quantity': 50,
'disclosed_quantity': 0,
'price': 0,
'trigger_price': 129.7,
'average_price': 0,
'filled_quantity': 0,
'pending_quantity': 50,
'cancelled_quantity': 0,
'market_protection': 0,
'meta': {},
'tag': '10226',
'tags': ['10226'],
'guid': '9535Xo3YNbci6a1l0'},
{'placed_by': ****
'order_id': '201216002054456',
'exchange_order_id': None,
'parent_order_id': None,
'status': 'VALIDATION PENDING',
'status_message': None,
'status_message_raw': None,
'order_timestamp': datetime.datetime(2020, 12, 16, 12, 37, 1),
'exchange_update_timestamp': None,
'exchange_timestamp': None,
'variety': 'regular',
'exchange': 'NFO',
'tradingsymbol': 'BANKNIFTY20D1730500PE',
'instrument_token': 10494978,
'order_type': 'SL-M',
'transaction_type': 'BUY',
'validity': 'DAY',
'product': 'NRML',
'quantity': 50,
'disclosed_quantity': 0,
'price': 0,
'trigger_price': 129.7,
'average_price': 0,
'filled_quantity': 0,
'pending_quantity': 50,
'cancelled_quantity': 0,
'market_protection': 0,
'meta': {},
'tag': '10226',
'tags': ['10226'],
'guid': '9535Xo3YNbci6a1l0'},
{'placed_by': ****
'order_id': '201216002054456',
'exchange_order_id': None,
'parent_order_id': None,
'status': 'OPEN PENDING',
'status_message': None,
'status_message_raw': None,
'order_timestamp': datetime.datetime(2020, 12, 16, 12, 37, 1),
'exchange_update_timestamp': None,
'exchange_timestamp': None,
'variety': 'regular',
'exchange': 'NFO',
'tradingsymbol': 'BANKNIFTY20D1730500PE',
'instrument_token': 10494978,
'order_type': 'SL-M', <----- <b class="Bold">HERE it is "SL-M"
'transaction_type': 'BUY',
'validity': 'DAY',
'product': 'NRML',
'quantity': 50,
'disclosed_quantity': 0,
'price': 0,
'trigger_price': 129.7,
'average_price': 0,
'filled_quantity': 0,
'pending_quantity': 50,
'cancelled_quantity': 0,
'market_protection': 0,
'meta': {},
'tag': '10226',
'tags': ['10226'],
'guid': '9535Xo3YNbci6a1l0'},
{'placed_by': ****
'order_id': '201216002054456',
'exchange_order_id': '1400000042115113',
'parent_order_id': None,
'status': 'TRIGGER PENDING',
'status_message': None,
'status_message_raw': None,
'order_timestamp': datetime.datetime(2020, 12, 16, 12, 37, 1),
'exchange_update_timestamp': '2020-12-16 12:37:01',
'exchange_timestamp': datetime.datetime(2020, 12, 16, 12, 37, 1),
'variety': 'regular',
'exchange': 'NFO',
'tradingsymbol': 'BANKNIFTY20D1730500PE',
'instrument_token': 10494978,
'order_type': 'SL-M',
'transaction_type': 'BUY',
'validity': 'DAY',
'product': 'NRML',
'quantity': 50,
'disclosed_quantity': 0,
'price': 0,
'trigger_price': 129.7,
'average_price': 0,
'filled_quantity': 0,
'pending_quantity': 50,
'cancelled_quantity': 0,
'market_protection': 0,
'meta': {},
'tag': '10226',
'tags': ['10226'],
'guid': '9535Xo3YNbci6a1l0'},
{'placed_by': ****
'order_id': '201216002054456',
'exchange_order_id': '1400000042115113',
'parent_order_id': None,
'status': 'OPEN',
'status_message': None,
'status_message_raw': None,
'order_timestamp': datetime.datetime(2020, 12, 16, 12, 37, 11),
'exchange_update_timestamp': '2020-12-16 12:37:11',
'exchange_timestamp': datetime.datetime(2020, 12, 16, 12, 37, 11),
'variety': 'regular',
'exchange': 'NFO',
'tradingsymbol': 'BANKNIFTY20D1730500PE',
'instrument_token': 10494978,
'order_type': 'LIMIT', <------ <b class="Bold">HERE it changed to LIMIT !!!
'transaction_type': 'BUY',
'validity': 'DAY',
'product': 'NRML',
'quantity': 50,
'disclosed_quantity': 0,
'price': 0,
'trigger_price': 129.7,
'average_price': 0,
'filled_quantity': 0,
'pending_quantity': 50,
'cancelled_quantity': 0,
'market_protection': 0,
'meta': {},
'tag': '10226',
'tags': ['10226'],
'guid': '9535Xo3YNbci6a1l0'},


I am also attaching debugging log : The change happened between 12:37:00 to 12:37:11 (but the log starts from when my tests start)

amit123

ok i think i have not attached the correct log. I accidentally attached a log for a stoploss triggered case perhaps. (moderators may delete this post) I'll post the correct one tomorrow after re-running the test.

sujith

@amit123,
Once a trigger is hit, the order type becomes LIMIT or MARKET in case of stoploss SL and SL-M orders.