Support Board
Date/Time: Wed, 27 Nov 2024 00:42:15 +0000
Post From: Order modification failed when fast/concurrent sends (IB API)
| [2023-10-16 04:16:58] |
| methodtrades - Posts: 46 |
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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
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