Support Board
Date/Time: Sun, 24 Nov 2024 16:27:27 +0000
Use IB managed OCO and bracket orders is ticked, but only the entry order shows up in TWS
View Count: 5764
[2013-11-28 07:04:14] |
Kiwi - Posts: 375 |
Thanks also from me for looking at adding it back again. The lack of this capability has forced me to manage all of my longer term orders on TWS directly so it would be fantastic to have it back. Brilliant. Really brilliant. |
[2013-11-29 16:12:23] |
TPeirce - Posts: 27 |
Ditto to the above comment. On a new order gone past my stop I was left unprotected forcing me to flatten in TWS.
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[2013-11-29 18:51:20] |
User59879 - Posts: 66 |
same here, today it happened to me .... no damage fortunately, but next time that may be different
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[2013-12-10 15:27:01] |
User14731 - Posts: 15 |
Hoping this gets resolved soon as well. Have been doing my analysis via Sierra Chart, then manually entering trades.
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[2014-07-26 04:55:33] |
Sierra Chart Engineering - Posts: 104368 |
We have released support for server side bracket orders with IB: Upcoming Development | Post: 38686 We know this is long overdue, and we have been really focusing on catching up on overdue development. So we are happy this is now done. 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: 2014-07-26 04:56:15
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[2014-07-27 22:41:00] |
ertrader - Posts: 672 |
Wonderful to hear! CRITICALLY important feature and so glad it is back. Will test this week.
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[2014-07-28 00:18:18] |
User14731 - Posts: 15 |
Can someone confirm if it works for them? Isn't working for me. I have version 1165. I have "Use Server-Side OCO and Bracket Orders" checked. Attached orders show in Sierra but not on IB. I've also updated to latest version of TWS. Suggestions? |
[2014-07-28 01:21:52] |
Sierra Chart Engineering - Posts: 104368 |
We have just done a test now using the standard IB Demo account (edemo). The bracket order was submitted and accepted without a problem. Attached is the order confirmation window. You will notice that there is no warning about the parent order needing to fill before the child orders will be sent and no OCO warning. Here is the Trade Activity Log: ActivityType DateTime Symbol OrderActionSource OrderStatus InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 PositionQuantity FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID FillExecutionServiceID
Order 2014-07-28 01:17:52.000 ES-201409-GLOBEX ES-201409-GLOBEX 1 Min #1 | User order entry | Last: 1965.75 Order Sent 38850 Market 1 Buy DU15235 Open Order 2014-07-28 01:17:52.001 ES-201409-GLOBEX ES-201409-GLOBEX 1 Min #1 | User order entry | Last: 1965.75 Order Sent 38851 Limit 1 Sell 1968.50 DU15235 Close 38850 Order 2014-07-28 01:17:52.002 ES-201409-GLOBEX ES-201409-GLOBEX 1 Min #1 | User order entry | Last: 1965.75 Order Sent 38852 Stop 1 Sell 1963.50 DU15235 Close 38850 Order 2014-07-28 01:17:53.000 ES-201409-GLOBEX IB open order update Open 38851 100 Limit 1 Sell 1968.50 DU15235 Close 38850 Order 2014-07-28 01:17:53.001 ES-201409-GLOBEX IB open order update Open 38852 101 Stop 1 Sell 1963.50 DU15235 Close 38850 Order 2014-07-28 01:17:53.002 ES-201409-GLOBEX IB open order update Open 38850 99 Market 1 Buy DU15235 Open Fill 2014-07-28 01:17:53.003 ES-201409-GLOBEX IB order fill (execution) Open 38850 99 Market 1 Buy 1 1966.00 1 DU15235 Open 00004468.53d47af9.01.01 Order 2014-07-28 01:17:53.004 ES-201409-GLOBEX IB open order update Filled 38850 99 Market 1 Buy 1 1966.00 1 DU15235 Open We tested with TWS Build 943.2a, Feb 10, 2014 2:06:50 PM. 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: 2014-07-28 01:22:36
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IBBracketOrderConfirmation.png / V - Attached On 2014-07-28 01:21:49 UTC - Size: 9.49 KB - 511 views |
[2014-07-28 01:24:22] |
Sierra Chart Engineering - Posts: 104368 |
If you continue to have a problem, post a copy of the Trade Activity Log for the 3 orders sent, so we can see what the problem is. Here are the instructions: https://www.sierrachart.com/index.php?page=doc/doc_TradeActivityLog.php#TradeActivityLogToSupport 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: 2014-07-28 01:37:31
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[2014-07-28 02:19:58] |
User14731 - Posts: 15 |
Here is the activity log. I'm not sure why the child orders are pending. ActivityType DateTime Symbol OrderActionSource BuySell Price InternalOrderID ServiceOrderID OrderType Quantity Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2014-07-27 22:16:28.000 EUR.USD-CASH-IDEALPRO EUR.USD-CASH-IDEALPRO 15 Min #5 | User order entry | Last: 1.3432499 Buy 1.34570 2549 Limit Pending Child Close 2548 Order 2014-07-27 22:16:28.001 EUR.USD-CASH-IDEALPRO EUR.USD-CASH-IDEALPRO 15 Min #5 | User order entry | Last: 1.3432499 Buy 1.34645 2550 Stop Pending Child Close 2548 Order 2014-07-27 22:16:28.002 EUR.USD-CASH-IDEALPRO EUR.USD-CASH-IDEALPRO 15 Min #5 | User order entry | Last: 1.3432499 Sell 1.34620 2548 Limit 25000 Order Sent Open Order 2014-07-27 22:16:28.003 EUR.USD-CASH-IDEALPRO IB open order update Sell 1.34620 2548 33 Limit 25000 Open Open Date Time Of Last Edit: 2014-07-28 02:20:40
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[2014-07-28 04:31:38] |
Kiwi - Posts: 375 |
FYI ... my tws is 944.3c (my logs in the main thread on OCO orders). I just tried edemo demouser and got the same result. Not sure if I have an old tws around to try. Date Time Of Last Edit: 2014-07-28 04:37:15
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[2014-07-28 04:35:56] |
Sierra Chart Engineering - Posts: 104368 |
We know what the problem is. The feature was not released into our release build. It was disabled and only available during our debugging. We apologize for this. We are releasing version 1166 now which will release the feature.
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 |
[2014-07-28 04:38:13] |
Kiwi - Posts: 375 |
:-) Been there. Done that. |
[2014-07-28 05:43:57] |
Kiwi - Posts: 375 |
Running 1166 now on Wine/Debian Linux; TWS 944.3c. Live account. OCOs are placed with IB. They move (if move with order is selected, and don't when not). When the primary is filled (with SC closed to check) the OCOs are activated on server. Looks good thank you. |
[2014-07-30 16:42:37] |
phaedonk - Posts: 352 |
Thank you for this great feature! A problem I'm seeing is: if I change the order quantity for the parent order, the child orders do not change to reflect this mew quantity.
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[2014-07-30 16:48:21] |
Sierra Chart Engineering - Posts: 104368 |
This is because IB does not send out order updates for the child orders. What you need to do is select Trade >>Refresh Trade Data from Service. You should let them know about this limitation . They need to set the order updates. This is really a very basic fundamental thing that any trading interface should support. It is absolutely standard procedure that when there is a change to an order, a complete order report is sent with all of the updated information. 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 |
[2014-07-30 16:51:49] |
phaedonk - Posts: 352 |
But the quantity does not update in TWS either. So I don't think it has to do with IB sending updates for child order. If I manually update the child order quantity in Sierra (to match the parent), only then will TWS also update it. Also, and that is a general request, it would be nice if we could differentiate visually on the chart if an order is a parent or a child one. Date Time Of Last Edit: 2014-07-30 16:53:09
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[2014-07-30 17:08:01] |
Sierra Chart Engineering - Posts: 104368 |
You need to contact IB about changing the child order quantities when changing the parent order. This is their responsibility. Eventually we will differentiate child orders by using a slightly different color, as an option. 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 |
[2014-07-30 23:31:13] |
Kiwi - Posts: 375 |
Phaedonk, Are you sure this is the case? I just did an experiment with my demo account and found that the qty on the brackets (tws) stayed as originally set but when the primary order filled the target and stop matched the primary ... so what is shown for an existing bracket isn't what is activated on fill. I need to test with SC but I suspect all might be ok. Edit: I havent absolutely confirmed it (es is so slow) but I note that when you move your order for 2 (down from 4) the stop and target also move and at that point TWS drops them to 2 and Sierra updates. It seems that TWS doesn't change the displayed numbers until the order status changes in some way but its actually working as you'd hope. Edit: Confirmed. Once it filled the bracket matched the number filled. Date Time Of Last Edit: 2014-07-31 00:24:06
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[2014-07-30 23:45:11] |
Kiwi - Posts: 375 |
Note for Sierra ... I don't think it matters whether you select to move bracket with the order or not because it seems that TWS does (which SC then simply reflects in the order on chart keeping pace). Possibly there is a TWS setting for this.
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[2014-07-31 08:22:49] |
phaedonk - Posts: 352 |
Kiwi, you are right, once the parent is filled the child order quantity is corrected.
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[2014-07-31 15:15:02] |
phaedonk - Posts: 352 |
It also updates the child q if you move the child order even by a tick. So everything is fine, thanks Sierra for a much needed feature!
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[2014-09-13 04:33:11] |
rc7rader - Posts: 144 |
Does this work for stocks? I am on SierraChart version 1173 with Use Server Side OCO and Bracket Orders checked but the attached stop order does not get sent with the parent order. For your info, I do not use a target order, only a stop order with my initial buy order. Could this be the reason why the attached order is not sent with the parent order? |
[2014-09-13 06:14:12] |
Sierra Chart Engineering - Posts: 104368 |
Yes, bracket orders with IB does work with stocks. A bracket order must consist of 3 orders. Otherwise, we do not think Interactive Brokers would accept it. Probably not. Actually we are fairly certain of that. So therefore you have to use a Target order. We recommend just keeping it far away from the market. 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 |
[2014-09-13 06:44:59] |
rc7rader - Posts: 144 |
Ok thanks. I don't use a target order because I do not want to cap profits by placing a target order. I like to manually scale out at resistance levels and tighten stop to be able to stay in the trade longer if the stock breaks resistance. Since it is necessary to have a target order for attached orders to get sent with the parent order, I will create a target order that is far away. One question - once the parent order is filled and the OCO orders become active, can I manually cancel the target order on Sierrachart or IB without cancelling the stop loss order? |
[2014-09-13 07:33:56] |
Sierra Chart Engineering - Posts: 104368 |
can I manually cancel the target order on Sierrachart or IB without cancelling the stop loss order? Yes, we would expect this to work, but give it a try and confirm.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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