Possible Issue Acknowledging Filled Market Order

[AlexCatarino]

Expected Behavior

Market orders are filled within 1 second.

Actual Behavior

30-seconds is a lot for an ETF like QID trading over 10 million per day:

2023-11-30T19:44:01.2932044Z TRACE:: LiveTradingResultHandler.OrderEvent(): Time: 11/30/2023 19:44:01 OrderID: 4 EventID: 1 Symbol: QID Status: Submitted Quantity: -380 BrokerId:
2023-11-30T19:44:01.8079320Z TRACE:: LiveTradingResultHandler.ProcessSynchronousEvents(): Processing Notification...
2023-11-30T19:44:27.1844812Z TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 408, Sample: 426, App: 2919, CurrentTimeStepElapsed: 00:00.000. CPU: 10%
2023-11-30T19:44:30.7092220Z ERROR:: SecurityTransactionManager.WaitForOrder(): Order did not fill within 30 seconds.

We asked the member to place async orders:

self.MarketOrder(symbol, qty,True)

and orders have been filled within 1-second so far.

Potential Solution

N/A

Reproducing the Problem

Trade QID. Buy orders are Ok, but sell orders time out.

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues
• I have provided detailed steps to reproduce the issue