Support Board
Date/Time: Mon, 03 Feb 2025 06:56:18 +0000
Post From: Delayed / missing order execution from SC to TRWS
| [2019-10-31 15:24:47] |
| DonMattez - Posts: 8 |
|
Hello all, I used SC for a while now for papertrading. I recently opened a demo account at Interactive Brokers because of your recommentations. I plan to use your real time data feed for futures with IBKR as broker for order execution. I set up the API and SC just as you explained in your setup instructions on your site. Even though I face some mayor problems which make the paper trading almost impossible. The problem: Almost all orders, especially market orders, are a) inmediately executed but with a huge difference in price (ES actually at 3000,00 but execution at 2998,75) or b) executed with a huge delay (sometimes minutes) or c) not at all executed Example: I place a market buy order at 3000,00. The open order itself is executed inmediately, but the open value is at 2998,75. I wait a few seconds, the price rises, and I place a market sell order at 3001,00. But that ordner just doesn't execute. What I did to try to resolve this: - Updated Sierra Chart - Reinstalled everything - Redid all the setup instructions exactly - Configured the time zones in SC and TRWS to the same (Chicago) - Also configured my computer to the same - Tried some options in API settings from TRWS and Global Settings >> Data/Trade Settings >> Interactive Brokers (trading) in SC - Searched for hours in the support board and other sites without any results that helped me before opening this post Here the trade activity log: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance Order 2019-10-31 09:27:22.280 ES-201912-GLOBEX ES-201912-GLOBEX #1 | User order entry | Last: 3030.75 1327 Market 1 Buy Order Sent DU1687315 Open StandardStopLoss.twconfig Order 2019-10-31 09:27:22.536 ES-201912-GLOBEX IB Open Order update 1327 5 Market 1 Buy Open DU1687315 Open StandardStopLoss.twconfig Order 2019-10-31 09:27:22.697 ES-201912-GLOBEX IB order fill (execution) 1327 5 Market 1 Buy Filled 3028.25 1 DU1687315 Open 000130e8.5dba0947.01.01 StandardStopLoss.twconfig Position 2019-10-31 09:27:22.698 ES-201912-GLOBEX Updated Internal Position Quantity to 1. Previous: 0 1 Unspecified DU1687315 1 Fill 2019-10-31 09:27:22.699 ES-201912-GLOBEX IB order fill (execution) 1327 5 Market 1 Buy Filled 3028.25 1 DU1687315 Open 1 000130e8.5dba0947.01.01 StandardStopLoss.twconfig Position 2019-10-31 09:27:23.744 ES-201912-GLOBEX Updated Service Position Quantity to 1 Unspecified DU1687315 1 Order 2019-10-31 09:27:37.286 Flagging orders waiting for service update. Account: No account specified Unspecified None Order 2019-10-31 09:27:37.287 Requested Open orders from trading service Unspecified None Order 2019-10-31 09:27:37.289 Setting orders waiting for service update, as updated. Account: No account specified Unspecified None Order 2019-10-31 09:27:41.144 ES-201912-GLOBEX ES-201912-GLOBEX #1 | User order entry | Last: 3031 1328 Market 1 Sell Order Sent DU1687315 Close 1 StandardStopLoss.twconfig Order 2019-10-31 09:27:41.379 ES-201912-GLOBEX IB Open Order update 1328 6 Market 1 Sell Open DU1687315 Close 1 StandardStopLoss.twconfig Order 2019-10-31 09:27:56.136 Flagging orders waiting for service update. Account: No account specified Unspecified None Order 2019-10-31 09:27:56.137 Requested Open orders from trading service Unspecified None Order 2019-10-31 09:27:56.139 Setting orders waiting for service update, as updated. Account: No account specified Unspecified None And here the trade service log: Trading message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 5. InternalOrderID: 1327. | 2019-10-31 09:27:22.410 Interactive Brokers | Received position. Trade Account: DU1687315. Symbol: ES-201912-GLOBEX | 2019-10-31 09:27:23.743 Interactive Brokers | Requesting Open orders. | 2019-10-31 09:27:37.286 Interactive Brokers | Sent reqAutoOpenOrders request | 2019-10-31 09:27:37.286 Interactive Brokers | Received Open orders end message. | 2019-10-31 09:27:37.289 Interactive Brokers | Received position. Trade Account: DU1687315. Symbol: ES-201912-GLOBEX | 2019-10-31 09:27:38.738 Trading message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 6. InternalOrderID: 1328. | 2019-10-31 09:27:41.256 Interactive Brokers | Requesting Open orders. | 2019-10-31 09:27:56.136 Interactive Brokers | Sent reqAutoOpenOrders request | 2019-10-31 09:27:56.136 Interactive Brokers | Received Open orders end message. | 2019-10-31 09:27:56.139 I am sorry to bother you, I just dont have the experience to solve this on my own. Depending on you recommendations to do paper trading / scalping in the combination with IB and the many people who say ot works flawless I suppose the problem must be on my side. Thank you for your help. |