Support Board

However, soon after, my position mysteriously disappears in trade DOM, or one of the OCO orders disappears.

Soon after, when one of the OCO orders is hit, or so I thought, nothing is actually done, since SC thinks I have no position on. Nothing gets transmitted to IB.

Obviously this is a BIG problem.

Order  2015-11-18 11:04:29.000  CL-200601-NYMEX  Synchronized Internal Position to current Service Position. Current Position quantity: -1                Unspecified      U4569756

Order  2015-11-18 11:12:20.000  CL-200601-NYMEX  IB open order update  9970  -8515  Stop  1  Buy  41.84    Open      None        
Order  2015-11-18 11:12:21.000  CL-200601-NYMEX  IB order fill (execution)  9970  -8515  Stop  1  Buy  41.84    Filled  41.84  1  U456*      -1  
Order  2015-11-18 11:12:29.000  CL-200601-NYMEX  Removing Position with quantity of 0                Unspecified      U456*        
Order  2015-11-18 11:15:30.000  CL-200601-NYMEX  Removing Position with quantity of 0                Unspecified      U456*              

Thank you for the information. This is understood.

However, what we would suggest is that because there are three different ways of specifying a market when requesting market data and placing an order, according to what you have given below, for the same futures contract, that you provide a complete contract specification in the UpdatePortfolio message.

You acknowledge (see quotation below), that you are not relaying the Contract Year and Month. Only last trade date. But yet an API client is capable of subscribing using the Contract Year and Month. This is the inconsistency.

The problem is we have to do special processing to take the Last Trade Date and Local Symbol and extract out the correct Year and Month to match it up with the contract specification used when placing the order.

Furthermore, we have even seen for Local Symbol this format: "ZN MAR 11". This is based upon our notes. Although we could be mistaken about this since it was from a while ago. Perhaps it was for another trading service.

From Interactive Brokers:
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We do not relay year and month identifiers for positions, see below for a snippet of a log showing the updatePortfolio():

TX 16:04:36:776 JTS-EServerSocket-2117: [0:101:101:1:0:7:8:INFO] Sending portfolio entry.
TX 16:04:36:776 JTS-EServerSocket-2117: [0:101:101:1:0:7:8:DET] [7;8;CL;FUT;20151221;0;0;USD;CLF6;1;41.74500275;41745.0;41752.31;-7.31;0.0]
TX 16:04:36:776 JTS-EServerSocket-2117: [0:101:101:1:0:7:8:INFO] Portfolio entry sent.

As you can see we relay the Last Trade Date. We also have a separate parameters for contractMonth and lastTradeDate (see contract Details example above).
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This problem would not cause any other issue other than the display of the Trade Position data on the Trade Orders and Positions >> Positions tab and in charts or Trade Windows. Attached Orders were/are not affected in any way. If you notice any other problems, they are unrelated, and they might have been misinterpreted.

or one of the OCO orders disappears. I don't usually notice this until after the fact. Soon after, when one of the OCO orders is hit, or so I thought, nothing is actually done, since SC thinks I have no position on. Nothing gets transmitted to IB. I then have to scramble and manually close the trade directly on IB platform, wasting valuable time and $$$.