Support Board
Date/Time: Sun, 29 Dec 2024 15:09:02 +0000
Trade log/IB log discrepancies
View Count: 811
| [2016-01-21 17:39:07] |
| User713273 - Posts: 409 |
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Guys, my trade log price entry on contracts is different than my orders in IB. Using market orders and have tagged targets/stops for the orders. Any reason why im seeing this? IB trade log also attached. Please look at trades after 9:18:05. Thx Chart: AAPL [M] 1 Min #1 | Study: Option Trader | Buy Symbol Name ˜ÊL -OPT-20160122-98-P-SMART-100-USD Qty 4 | 2016-01-21 09:17:59 AAPL [M] 1 Min #1 | Custom DLL Study DateTime: Array is unallocated. | 2016-01-21 09:17:59 * Chart: AAPL [M] 1 Min #1 | Study: Option Trader | Order sent, Bar No 948 Symbol €ÊL -OPT-20160122-98-P-SMART-100-USD Quantity 4 Price 98, Option Price 2.02,Target 2.22, Stop 1.72, Entry Order No 45000 order time 2016-1-9 18:0:0 | 2016-01-21 09:17:59 Interactive Brokers | Using primary service for historical data. | 2016-01-21 09:18:00 Chart: AAPL [M] 1 Min #1 | Study: Option Trader | Signal, Opening chart AAPL-OPT-20160122-98-C-SMART-100-USD | 2016-01-21 09:18:00 Chart #3 has tagged chart #1 for full recalculation. Chartbook: DEMO.cht | 2016-01-21 09:18:00 Chart #3 has tagged chart #1 for full recalculation. Chartbook: DEMO.cht | 2016-01-21 09:18:00 AAPL [M] 1 Min #1 | Performing a full recalculation because it has been tagged. Chartbook: DEMO.cht | 2016-01-21 09:18:01 Interactive Brokers | Starting real-time market data updates for: AAPL-OPT-20160122-98-C-SMART-100-USD. ID: 5 | 2016-01-21 09:18:01 Interactive Brokers | Subscribing to Symbol: AAPL, SecurityType: OPT, Expiration: 20160122, Exchange: SMART, Currency: USD, Multiplier: 100 | 2016-01-21 09:18:01 Interactive Brokers | Using primary service for historical data. | 2016-01-21 09:18:01 Intraday data recording state for symbol AAPL-OPT-20160122-98-C-SMART-100-USD is set to download 'Pending'. | 2016-01-21 09:18:01 HD Request # 7 | Downloading Intraday chart data for AAPL-OPT-20160122-98-C-SMART-100-USD to the file AAPL-OPT-20160122-98-C-SMART-100-USD.scid. Service: ib | 2016-01-21 09:18:01 HD Request # 7 | Download start Date-Time: 2016-01-19 12:59:30.000 | 2016-01-21 09:18:01 HD Request # 7 | Requesting a total of 1 days and 77911 seconds. | 2016-01-21 09:18:01 HD Request # 7 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 77911. | 2016-01-21 09:18:01 HD Request # 7 | Requesting 1 Day of data at 30 secs with ending Date-Time at 2016-01-20 12:49:30 for AAPL-OPT-20160122-98-C-SMART-100-USD | 2016-01-21 09:18:01 Chart: AAPL [M] 1 Min #1 | Study: Option Trader | Position closed, Bar No 948 Symbol AAPL-OPT-20160122-98-C-SMART-100-USD Quantity -1 Price 0.00, order time 1-9-18 0:1930266770:0 | 2016-01-21 09:18:01 Chart: AAPL [M] 1 Min #1 | Study: Option Trader | Signal, Opening chart AAPL-OPT-20160122-98-C-SMART-100-USD | 2016-01-21 09:18:01 Chart: AAPL [M] 1 Min #1 | Study: Option Trader | Buy Symbol Name AAPL-OPT-20160122-98-C-SMART-100-USD Qty 13 | 2016-01-21 09:18:01 AAPL [M] 1 Min #1 | Custom DLL Study DateTime: Array is unallocated. | 2016-01-21 09:18:01 * Chart: AAPL [M] 1 Min #1 | Study: Option Trader | Order sent, Bar No 948 Symbol AAPL-OPT-20160122-98-C-SMART-100-USD Quantity 13 Price 98, Option Price 0.73,Target 0.80, Stop 0.62, Entry Order No 45003 order time 2016-1-9 18:0:0 | 2016-01-21 09:18:01 HD Request # 7 | Processing historical data message from TWS | 2016-01-21 09:18:02 HD Request # 7 | Receiving Intraday data for AAPL-OPT-20160122-98-C-SMART-100-USD starting at 2016-01-19 12:50:00 | 2016-01-21 09:18:02 HD Request # 7 | Timestamp of first Intraday data file record written: 2016-01-20 06:30:00 | 2016-01-21 09:18:02 HD Request # 7 | Received 2880 records and wrote 759 records from 2016-01-14 08:19:30 to 2016-01-20 12:49:00. | 2016-01-21 09:18:02 HD Request # 7 | IB Backfill - Seconds requested: 77911. Seconds Remaining: 0. | 2016-01-21 09:18:02 HD Request # 7 | Requesting 77911 Seconds of data at 30 secs with ending Date-Time at 2016-01-21 10:28:01 for AAPL-OPT-20160122-98-C-SMART-100-USD | 2016-01-21 09:18:02 HD Request # 7 | Processing historical data message from TWS | 2016-01-21 09:18:04 HD Request # 7 | Received 2458 records and wrote 358 records from 2016-01-15 08:19:30 to 2016-01-21 09:18:00. | 2016-01-21 09:18:04 HD Request # 7 | Received 5338 records from 2016-01-19 12:50:00 to 2016-01-21 09:18:00 (44.5 hours) and wrote 1117 records for AAPL-OPT-20160122-98-C-SMART-100-USD | 2016-01-21 09:18:04 HD Request # 7 | Intraday download COMPLETE for AAPL-OPT-20160122-98-C-SMART-100-USD. Completion time: 3s. Unique request ID: 6 | 2016-01-21 09:18:04 Removed historical data download ID 6 | 2016-01-21 09:18:04 Real-time Intraday chart data file updates started for AAPL-OPT-20160122-98-C-SMART-100-USD | 2016-01-21 09:18:04 Intraday chart data file opened for AAPL-OPT-20160122-98-C-SMART-100-USD | 2016-01-21 09:18:04 Chart #3 has tagged chart #1 for full recalculation. Chartbook: DEMO.cht | 2016-01-21 09:18:04 AAPL [M] 1 Min #1 | Performing a full recalculation because it has been tagged. Chartbook: DEMO.cht | 2016-01-21 09:18:05 Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2016-01-21 09:18:07 Interactive Brokers | Received Open orders end message. | 2016-01-21 09:18:17 AAPL [M] 1 Min #1 | Custom DLL Study DateTime: Array is unallocated. | 2016-01-21 09:22:58 * Chart: AAPL [M] 1 Min #1 | Study: Option Trader | Order sent, Bar No 953 Symbol AAPL-OPT-20160122-98-C-SMART-100-USD Quantity 13 Price 97, Option Price 0.73,Target 0.00, Stop 0.00, Entry Order No 45006 order time 2016-1-9 23:0:642 | 2016-01-21 09:22:58 Chart: AAPL [M] 1 Min #1 | Study: Option Trader | Sell Symbol Name ˜ÊL -OPT-20160122-98-C-SMART-100-USD Qty 8 | 2016-01-21 09:22:58 AAPL [M] 1 Min #1 | Custom DLL Study DateTime: Array is unallocated. | 2016-01-21 09:22:58 * Chart: AAPL [M] 1 Min #1 | Study: Option Trader | Order sent, Bar No 953 Symbol ˜ÊL -OPT-20160122-98-C-SMART-100-USD Quantity 8 Price 97, Option Price 1.22,Target 1.34, Stop 1.04, Entry Order No 45007 order time 2016-1-9 23:0:0 | 2016-01-21 09:22:58 Chart: AAPL [M] 1 Min #1 | Study: Option Trader | Signal, Opening chart AAPL-OPT-20160122-98-P-SMART-100-USD | 2016-01-21 09:22:59 Chart: AAPL [M] 1 Min #1 | Study: Option Trader | Sell Symbol Name AAPL-OPT-20160122-98-P-SMART-100-USD Qty 8 | 2016-01-21 09:22:59 AAPL [M] 1 Min #1 | Custom DLL Study DateTime: Array is unallocated. | 2016-01-21 09:22:59 * Chart: AAPL [M] 1 Min #1 | Study: Option Trader | Order sent, Bar No 953 Symbol AAPL-OPT-20160122-98-P-SMART-100-USD Quantity 8 Price 98, Option Price 1.22,Target 1.34, Stop 1.04, Entry Order No 45010 order time 2016-1-9 23:0:0 | 2016-01-21 09:22:59 Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2016-01-21 09:23:04 Interactive Brokers | Received Open orders end message. | 2016-01-21 09:23:14 AAPL [M] 1 Min #1 | Custom DLL Study DateTime: Array is unallocated. | 2016-01-21 09:26:58 * Chart: AAPL [M] 1 Min #1 | Study: Option Trader | Order sent, Bar No 957 Symbol AAPL-OPT-20160122-98-P-SMART-100-USD Quantity 8 Price 98, Option Price 1.22,Target 0.00, Stop 0.00, Entry Order No 45013 order time 2016-1-9 27:0:0 | 2016-01-21 09:26:58 Chart: AAPL [M] 1 Min #1 | Study: Option Trader | Buy Symbol Name ˜ÊL -OPT-20160122-98-P-SMART-100-USD Qty 13 | 2016-01-21 09:26:58 AAPL [M] 1 Min #1 | Custom DLL Study DateTime: Array is unallocated. | 2016-01-21 09:26:58 * Chart: AAPL [M] 1 Min #1 | Study: Option Trader | Order sent, Bar No 957 Symbol ˜ÊL -OPT-20160122-98-P-SMART-100-USD Quantity 13 Price 98, Option Price 0.72,Target 0.79, Stop 0.61, Entry Order No 45014 order time 2016-1-9 27:0:0 | 2016-01-21 09:26:58 Chart: AAPL [M] 1 Min #1 | Study: Option Trader | Signal, Opening chart AAPL-OPT-20160122-98-C-SMART-100-USD | 2016-01-21 09:26:58 Chart: AAPL [M] 1 Min #1 | Study: Option Trader | Buy Symbol Name AAPL-OPT-20160122-98-C-SMART-100-USD Qty 13 | 2016-01-21 09:26:58 AAPL [M] 1 Min #1 | Custom DLL Study DateTime: Array is unallocated. | 2016-01-21 09:26:58 * Chart: AAPL [M] 1 Min #1 | Study: Option Trader | Order sent, Bar No 957 Symbol AAPL-OPT-20160122-98-C-SMART-100-USD Quantity 13 Price 98, Option Price 0.72,Target 0.79, Stop 0.61, Entry Order No 45017 order time 2016-1-9 27:0:0 | 2016-01-21 09:26:58 Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2016-01-21 09:27:04 Interactive Brokers | Received Open orders end message. | 2016-01-21 09:27:14 |
image.png| [2016-01-21 18:14:59] |
| User713273 - Posts: 409 |
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Looking more closely at the issue, it seems the prices on the trade log for SC are depicting the historical data charts last price, my assumption is that the quote window was the accurate prices and would be used for all attached orders. Any direction in this would be appreciated. Thx
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| [2016-01-21 18:33:42] |
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How is it that this price is being determined?: Chart: AAPL [M] 1 Min #1 | Study: Option Trader | Order sent, Bar No 957 Symbol AAPL-OPT-20160122-98-C-SMART-100-USD Quantity 13 Price 98, Option Price 0.72,Target 0.79, Stop 0.61, Entry Order No 45017 order time 2016-1-9 27:0:0 | 2016-01-21 09:26:58 Remember this is your own code. Not Sierra Chart. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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