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Date/Time: Wed, 27 Nov 2024 00:42:34 +0000



Order modification failed when fast/concurrent sends (IB API)

View Count: 246

[2023-10-16 04:16:58]
methodtrades - Posts: 46
When modifying an order repetitively, quickly, such as using keyboard shortcuts to tick up/down a limit order, I get the following missed modifications. So clicking 8 times quickly, maybe ends up moving it 4 ticks, since some of them results in the below errors. Doesn't look like there is any limits on the IB API would cause this according to their documentation, but who knows.

Wondering if this is irresolvable and has to do with IB API..

Thanks

SC Message Error:

Order modification failed (InternalOrderID) | Price and quantity (15149.25, 1) for order modification are the same as existing order. | MNQ-202312-CME-USD/MNQ-202312-CME-USD[M] 1 Sec #6 | User order modification. Internal Order ID: 2255. Service Order ID: 37. Symbol: MNQ-202312-CME-USD. Account: ------- | 2023-10-15 21:11:26.140 *


IB API Message Error (at bottom):

2023-10-15 21:06:18.907 [WD] INFO [JTS-EMsgPacer-665] - OrderFactory - transmitting order: id=----- mod=8 liq=false, ec=MNQ DEC'23 Futures MNQZ3, price=15149.5, size=1, side=1
2023-10-15 21:06:18.908 [WD] INFO [JTS-EMsgPacer-665] - Starting compressor
2023-10-15 21:06:18.908 [WD] INFO [JTS-EMsgPacer-665] - Shutting down compressor. FlatLen:233
2023-10-15 21:06:18.930 [WD] INFO [JTS-CCPDispatcherS2-37] - Error: received modify confirm with lower mod number id=-------- mod=8 liq=false
Date Time Of Last Edit: 2023-10-16 04:17:23
[2023-10-16 13:27:11]
Sierra_Chart Engineering - Posts: 17187
This means just what it says and is not an issue:
Order modification failed (InternalOrderID) | Price and quantity (15149.25, 1) for order modification are the same as existing order.
The new order and price are compared to the last modification which may not have completed.

Any other issues are going to be on the TWS side.
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

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