Support Board
Date/Time: Mon, 25 Nov 2024 04:37:11 +0000
Interactive Brokers Connection & Order Routing Problems
View Count: 3849
| [2021-02-10 01:11:39] |
| user_xyz - Posts: 416 |
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User Discussion or SC Support Interactive Brokers resets their servers every evening at 12am EST. In TWS this usually interrupts service for a few seconds to a couple minutes, annoying but tolerable. In Sierra Chart (Using Denali Feed [M]), right after the server resets, I've noticed long delays (1-20mins) in placing new trades (market moves right past existing orders), delays closing open positions, and even incorrect reporting of position qty's. More than once I've had to open TWS to manage a position. Disconnecting/reconnecting from the service in SC along with shutting down/reconnecting the IB gateway doesn't fix the issue. I've noticed that restarting SC does appear to fix the problem, again this only happens after 12am EST. It also appears to go away after ~15-30 minutes on it's on without restarting anything. Does anyone have any insight into this? Also SC I'm not asking you to track down an IB issue but if you've had other customers report this, or know what's going on thought I'd post it here for a quick response. |
| [2021-02-10 02:24:41] |
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I've noticed that restarting SC does appear to fix the problem, Definitively this could not be the case . A restart definitively is absolutely not necessary. In general we would not expect any problem as long as Sierra Chart can reconnect TWS. Maybe there is some problem with getting the security definition data from TWS for the symbols at the time of the reconnect.It might be related to that but that should only affect Trade Position reporting (Although we would have to look at that to verify). Not order entry. 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 Date Time Of Last Edit: 2021-02-11 14:27:08
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| [2021-02-10 06:06:09] |
| user_xyz - Posts: 416 |
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So I tested more tonight & there appears to a be 30-45 min window between 12:00 ET - 12:45 ET where this is happening. Actually disconnecting the service, restarting the IB API Gateway OR restarting SC did not work. I think previously my restart of SC must have been near the end of this window giving the appearance that fixed it. After this window of time closed orders were working again... Log file attached just for that time frame if you all want to take a look, I'll reach out to the IB API team as well. Date Time Of Last Edit: 2021-02-10 06:07:14
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Private File |
| [2021-02-13 01:48:44] |
| user_xyz - Posts: 416 |
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I uncovered a different big problem using SC with IB and SC data feeds (Denali or SC Historical/Intraday). You launch the IB Gateway (or TWS) then probably everyone, myself included, minimize it or it's in the background -- Sierra Chart becomes the focused trading platform. Last night I realized that the IB Gateway wasn't connected, it was trying to re-login (was minimized so couldn't see it), looked at Sierra Chart - green, still connected, still receiving data/quotes etc then it hit me, that's SC feed, orders are routed through IB. Unsurprisingly, I placed a few orders in the DOM, market moved right passed them, obviously they weren't submitted, no notification because the connection at IB was down. Last night IB was down for 30 min... If the SC data feed(s) has problems you see and hear the disconnect, warning the user to take action. Using SC with your data feeds connected to IB, the end user has no way of knowing if IB's connection to send orders is down... Conversely if I was using SC and IB's data feed you'd see and hear the disconnect allowing users to take action (login to web portal, call broker manual trade, etc). Thoughts besides don't use SC data feeds with IB? ;-) SC does check/verify the IB Gateway connection at startup but maybe doesn't monitor after? Could you all setup to monitor? Maybe a pop-up window alerting that it's not connected anymore? Date Time Of Last Edit: 2021-02-27 01:44:31
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| [2021-02-27 01:43:50] |
| user_xyz - Posts: 416 |
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Other IB Users --> After working with IB on this issue it boils down to this. During their server reset at 12am EST there is going to be a period where entered trades are not processed until the connection is reset. They delay can be substantial (I've witnessed north of 20 minutes). Solutions are #1 don't trade during that time frame or #2 you can have IB change your main server (US is in NYC) for your config to a different time zone eg. Hong Kong. Doing this then posses other issues in that all data is routed here... It's not ideal and they couldn't answer the question of why not reset the servers during the 1 hr when the markets are closed? Sierra Chart Engineering can you respond to post #4 please. Thank you |
| [2021-02-27 06:59:46] |
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SC does check/verify the IB Gateway connection at startup but maybe doesn't monitor after? Could you all setup to monitor? Maybe a pop-up window alerting that it's not connected anymore? The way this works is very simple. There is a network connection to Trader Workstation. If that connection is a lost/closed, then Sierra Chart will try to reconnect and during that time the connection status will no longer be in a "Connected" state (the status connection color will not be green but be yellow or red, if Sierra Chart is not set to automatically reconnect). It is very simple. Sierra Chart is doing everything absolutely correct.
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 Date Time Of Last Edit: 2021-02-27 07:00:07
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| [2021-03-03 05:24:39] |
| user_xyz - Posts: 416 |
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I don't want to speak in absolutes because maybe I'm doing something wrong, however, it happens every night. Here is a screenshot with the IB Gateway 'NOT' connected yet the status connection is green... Tonight I watched this for 20 minutes to see if SC status would turn yellow and it did not. |
 IB Gateway.png / V - Attached On 2021-03-03 05:18:52 UTC - Size: 20.86 KB - 375 views |
| [2021-03-14 19:05:23] |
| user_xyz - Posts: 416 |
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I know you all are ridiculously busy have you checked into this? <previous post> I can reproduce this error daily... very simple. There is a network connection to Trader Workstation. If that connection is a lost/closed, then Sierra Chart will try to reconnect and during that time the connection status will no longer be in a "Connected" state Does this include timeouts, any difference between Trader Workstation and the IB Gateway (this is what I'm referencing)? Last week I saw a user online, 1 min before market regular hrs close post "IBKR Down lol" I checked the IB Gateway and saw the "Server reconnecting attempt in xSeconds..." and SC still had a green connection. It appears if the TWS/IB Gateway connection is 'closed' SC turns Yellow/Notifies, if TWS/IB Gateway connection is merely 'reconnecting' SC doesn't register and believes the connection is still live. Date Time Of Last Edit: 2021-03-14 19:18:38
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| [2021-03-15 03:28:00] |
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Regarding post #7 and: if TWS/IB Gateway connection is merely 'reconnecting' SC doesn't register and believes the connection is still live.
Sierra Chart does not look at the connection that Trader Workstation has to its own servers. There may be some way to track that. However, in general, that is not something that is really used by Sierra Chart with any supported trading gateway. If an order cannot be routed, it will just get rejected. And then you can perhaps examine the Order Action Source field of the order to see why it got rejected. Assuming TWS provides that detail in the rejection text. 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 Date Time Of Last Edit: 2021-03-15 03:29:13
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| [2021-03-17 01:04:57] |
| @TRADE_YOUR_PLAN - Posts: 129 |
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Neo, I use the IB Gateway, and from what I've noticed, when IB has trading interruptions, the "Interactive Brokers API Server" usually goes red. I haven't been able to test all situations of course, so I'm not sure it's a 100% indication of not being able to trade (apart from a SC -> IB interruption for some reason). My short-term solution is simply to keep the IB gateway visible. See attached screenshot. So far, if API Server goes red, then no order execution is possible.
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| IBKR gateway shows connection.png / V - Attached On 2021-03-17 01:04:31 UTC - Size: 227.16 KB - 496 views |
| [2021-03-17 02:55:08] |
| user_xyz - Posts: 416 |
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Risk101 - Nice setup and dark theme! At first I thought how on earth did you get that then I realized I think you are using SC on Linux...? I have a dedicated trading rig and I'm getting pretty close to changing OS from Windows to Linux for that simple reason, the light grey borders drive me crazy! Regarding IB, the Denali Feed & SC I think your suggestion and layout is a necessity you simply have to be able to monitor the IB connection since SC isn't and it happens daily (at 12am) and at least a few other times a month. You are correct if the API server is red, orders are not routed and if you are using the Denali Feed SC will still show green. I am actually going to turn off the Denali Feed entirely on my IB SC instance and use IB's data feed connection. My situation is slightly different, I use another instance of SC/Denali with another broker as my primary and place trades based on that setup into the IB one. So in my case I'm not really relying on the Denali feed for that particular IB/SC setup. I'm curious too if SC will show yellow/disconnect during those times, I think so because I believe IB uses a single connection for Data Feeds and Order Routing... Date Time Of Last Edit: 2021-03-17 02:55:41
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| [2021-03-17 03:39:02] |
| User379468 - Posts: 508 |
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IB seems to separate market data and trading connections per the audible alerts for each one when either is disconnected in TWS, and the TWS Data Connections Status Monitor also shows multiple backups, attached. A separate status monitor in SC for Market Data Feed (SC Denali), and for Trading Connection (IB), the way IB does this with status of each and it's backups would be great. Also auto switchover from Denali to IB feed in case of a drop in Denali would also be great. |
| 2021-03-16_23h32_57.png / V - Attached On 2021-03-17 03:34:20 UTC - Size: 13.44 KB - 324 views |
| [2021-03-17 03:51:54] |
| @TRADE_YOUR_PLAN - Posts: 129 |
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Interesting. Yeah, I use 2 instances of SC: 1 for IB, another for Futures. For the IB I use SC's live equities datafeed (NYSE/NQ/AMEX feed). I don't care about Level II in IB for stocks (I do pay for Level II options etc.). If the statement that "IB uses a single connection for Data Feeds and Order Routing" is true, then when IB market data is down, then no orders are routed. However, I remember a few instances in TWS where I'd get market data down, but still be able to execute (edit: thanks User379468 for seemingly clarifying this! and yes, if differentiating between "SC -> IB connected and SC -> IB's trading connection lost" could be implemented, COOL!). Maybe there was a timing issue with the system status delaying connectivity, and in that situation market data really was active but the system was just slow in telling me it was back online? This is something I'd want to be sure of since if IB's data went down, and I still could enter orders, then that provides some redundancy since I use Barcharts datafeed (SC's data) which I find does not have intermittency issues. It's pretty hard to feel confident entering orders with a datafeed that is intermittent all the time like GFIS. On the theme, thanks! I use Windows 10. I also have a dedicated rig. Here's the YouTube video for dark theming Sierra Chart: https://youtu.be/AhvbhGyvT3I Date Time Of Last Edit: 2021-03-17 03:53:42
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| [2021-03-17 05:01:30] |
| user_xyz - Posts: 416 |
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"IB uses a single connection for Data Feeds and Order Routing" is true, then when IB market data is down, then no orders are routed I think this pertains to new orders, existing orders are (can be turned on/off) stored on their servers and would be executed even if the market data feed is down. What I've noticed when IB Gateway is in the state of "Reconnecting in x seconds" new orders placed in SC the market will naturally move right past the order and it won't get executed. Oddly checking TWS order color codes I've seen Purple status for a long time on these orders, even after it's back online. Unfortunately in SC there is no indication of any of this (via the Green Status indicator, or Color of placed Orders). From IB "PALE PURPLE indicates that an order has been accepted by the system (simulated orders) or an exchange (native orders) but that currently the order is not working, due to system, exchange or other issues. When the order becomes active, the order status color will change appropriately. I think all of this really only applies to SC customers using a third party data feed (like Denali) with IB under those conditions where IB isn't disconnected, just trying to reconnect. Those users really need to have the IB Gateway or TWS visible to monitor. Tonight I'm going to switch off Denali and onto the IB feed to test it out, I'll report back here what I find. I'm going to check out that dark theme setup, I scanned through the vid real fast do you know if that uses the High Contrast mode which renders apps like Excel pretty unusable? |
| [2021-03-17 05:13:01] |
| @TRADE_YOUR_PLAN - Posts: 129 |
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I'm interested to know the result of your IB with SC data feed off result. Thank you See attached for Excel. The theme does NOT use MSFT's High Contrast mode. But I have had to turn off the dark theme for things like, gulp, Turbotax. :) |
| [2021-03-19 13:24:30] |
| user_xyz - Posts: 416 |
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Welp see attached. I tested tonight with the same result. It appears that IB does not use the same pipe for market data & order routing, also checked with netstat and indeed different servers for market data and order routing. So in this case I was still getting market data from IB (green connection in SC) and as expected placing orders the market just moved through it without execution or any kind of notification. NOTE: The order routing service was down for 20 minutes last night -- that's a substantial amount of time not being able to place orders To clarify --> using Sierra Chart with Denali or IB's market data feed the problem remains, if IB's order routing server goes down there is no alert in SC. IB users need to keep up TWS or the IB gateway to keep an eye on connection status. SC Engineers - Maybe update the IB documentation to alert users? Notice the dark mode! That made my week... That's default haven't had a chance to tweak SC yet but wow what a difference. If you don't mind I'm going to post a link to that video in the Dark Mode thread because there are lot's of people wanting a solution like this! Date Time Of Last Edit: 2021-03-19 13:26:22
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| IB_Gateway.jpg / V - Attached On 2021-03-19 05:02:00 UTC - Size: 1.73 MB - 485 views |
| [2021-03-21 11:56:38] |
| Rui S - Posts: 190 |
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Thank you to SC Support and to all users that have been dedicating their time to share this problem with those IB Connection issues. I am also an IB's customer due to the lack of alternatives (mainly because I live in Europe), as it has been discussed in the following thread: Your experiences with Interactive Brokers I was caught right in the middle of the transition from TWS to SC software when I started having these orders problems, also discussed in this other forum thread that I have started, if you have interest to read: https://www.elitetrader.com/et/threads/ib-order-transmitted-not-yet-acknowledged.357027/ Summarizing, after two "unpleasant" situations and many tests I am convinced that this orders issue has nothing to do with SC and it isn't just happening around IB's reset time (at least for me), as during last week it also happened several times at very different times of the day. I say that because I still have TWS and its Book Trader active (side by side with SC) and the result was exactly the same - IB's data feed was working but some orders stay there just hanging, under the status "Transmitted, not yet acknowledged". Obviously, I first thought something was wrong with the integration between TWS and SC. But no, when placing the orders directly from TWS Book Trader the result was always exactly the same. At first I thought it was a one time "accident" but again no, it was still happening every last week's day, until last Friday (I am writing this post on Sunday). I am sure you all will understand the despair to see your position going from quite profitable to very negative and your exit orders just hanging there - one after the other - for a long time and the price just continuously passing up and down through them... If you have any interest about the full description of this unpleasant situation I experienced, please read the thread on the link above. I wasn't the only one having this problem. I would like to have some feed back from you too, to know if anyone here is also having the same issues. The instrument I was trading was Nasdaq Futures (NQ) and this situation was happening in both real and paper accounts. To finalize, just an advice: be very careful with this ongoing situation with IB's orders. I am currently researching and trying to find a good alternative to IB, but living in Europe makes me feel insecure about changing brokers. Any ideas or advice is very welcome. |
| [2021-03-21 17:57:19] |
| user_xyz - Posts: 416 |
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many tests I am convinced that this orders issue has nothing to do with SC and it isn't just happening around IB's reset time (at least for me), as during last week it also happened several times at very different times of the day.
correct 100% not related to SC software. 100% will happen everyday at 12am EST (read above you can change your reset time to another IB server example Hong Kong) I noticed 2x last week that IB's order routing server was down for few minutes (which is unusual). I briefly read through the thread you mentioned, clearly 90% of those users have no idea what they're talking about, it's really simple everyday at 12am EST (if NYC is your default IB server) you will not be able to route orders for ~20 minutes. Also this past week a few other times IB servers were briefly down but as a long time IB user, honestly not that common especially compared to others. NOTE: I've been chatting with IB developers and have a ticket in for them to add bringing the IB Gateway to the foreground if minimized or in the background if any IB connection is timed out or dropped. That should solve the issue I've been discussing here of not being aware the connection is down. |
| [2021-03-21 19:36:52] |
| Rui S - Posts: 190 |
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Neosafe, Thank you for your reply. When you say 12am EST it is midnight EST, right? If so, I never trade near that time. I live in Europe so 12am EST is 5am here. Also, I just trade RTH. What is happening to my orders has no certain time at all, it is completely random. But you are also saying that "this past week a few other times IB servers were briefly down" and that makes complete sense to my case in regards to the orders execution. But not the data feed though - it has been awfully bad, but never down when I was trading and at the time my orders were stuck. Hopefully it is the same problem and they are solving it very soon. Meanwhile, I have spent the day researching for possible alternatives and found a company called "Sierra Futures". https://sierrafutures.stage5trading.com/ Quite a coincidence, don't you think? Even the logo is similar... Anyone here knows them or knows anything about how good and safe they are? Again, any ideas or information is very welcome. |
| [2021-03-21 21:27:38] |
| user_xyz - Posts: 416 |
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When you say 12am EST it is midnight EST, right?
Yes, but I don't know which server you connect to. If you connect to the NYC IB server it's midnight EST. You can check which server you connect and it's particular reset time at IB.But not the data feed though - it has been awfully bad
IB's data feed isn't the greatest so that's not surprising ;-)Just browsed the site, never heard of them before seems like they are affiliated with SC though? |
| [2021-03-22 10:41:42] |
| Rui S - Posts: 190 |
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Yes, but I don't know which server you connect to. If you connect to the NYC IB server it's midnight EST. You can check which server you connect and it's particular reset time at IB.
My server must be Europe located since I am in Portugal, but the reset time wouldn't affect me anyway even if it was located anywhere else. Check it out: https://www.interactivebrokers.com/en/index.php?f=2225 Just browsed the site, never heard of them before seems like they are affiliated with SC though?
It seems to suggest so, doesn't it? I would like to have any credible information about this company though. If they are somehow associated with SC, it would provide some more confidence, don't you agree? Date Time Of Last Edit: 2021-03-22 10:43:30
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| [2021-03-22 17:25:27] |
| ejtrader - Posts: 688 |
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Stage 5 Trading is listed as one of the approved trading brokers for Sierra based on this page and Sierra Futures seems to be one of the names given to them. They have both Dorman/Advantage futures as their FCM. https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#SetupInstructions |
| [2024-04-04 16:24:52] |
| User135370 - Posts: 162 |
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Are there any other options to trade stocks other than IBKR?
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| [2024-04-06 00:06:45] |
| Sierra_Chart Engineering - Posts: 17169 |
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Sierra Chart only supports Interactive Brokers for stock trading.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-04-06 07:42:42] |
| User135370 - Posts: 162 |
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Thanks from what I can read the API works well and most people are not having issues. To be able to place the orders on Sierra and manage them is very important. I have just opened an account with IBKR and will get it synced with Sierra.
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