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Post From: SC displaying wrong orders direction during live trading

[2016-03-12 02:32:42] Link To Thread - Link To Post [Go To First Post]
i960 - Posts: 360
Here's what happens: You enter an order and get filled and it does one of two things: 1. It shows the green position line and your OCO orders disappear entirely (they're still present on the IB side though). OR 2. The green position line disappears and you see the OCO orders only (this is less common). In all cases the real orders are actually correct on TWS. I think I have a hunch what might be causing some of these spurious order fill / disappearing orders issues with IB - or atleast one thing possibly contributing to it. If one has multiple symbols for the same instrument it's possible for SC/IB to have a mismatch on what's going where. For instance: GOIL-######-IPE GOIL-######-IPE-USD-100 D-######-ICEEUSOFT D-######-ICEEUSOFT-USD-10 C-######-ICEEUSOFT-GBP C-######-ICEEUSOFT-GBP-10 I use that as an example because I've seen this myself before with multiple ICE related symbols (although the ICE part might be purely coincidental because I had to do the work of adding multiple missing ICE symbols months back). I've seen this happen with DX, Robusta (D), Cocoa (C), Gasoil (GOIL), and ECF. While I do not have dupe symbols for DX and ECF, I do have dupe symbols for GOIL, D, and C. I have personally seen this behavior in GOIL and ECF as recent as 2-3 days ago and still have logs. It's a particularly bad behavior because if you flatten the position in Sierra it will not cancel the orders on IB side because it doesn't think they're related to the position you just canceled. In the past I've actually gotten burned by this. What we need to resolve here is what the actual symbol is that should be used within IB vs SC including when the currency and denomination is actually required. This is all over the map in SC's symbol list when it comes to IB symbols. Some have currency, some don't. If we know for sure that the most specific version will always work then we should update the symbols to use the fully spec'ed out version (aka SYMBOL-######-EXCHANGE-CUR-AMT). Here's an example of it happening to me. Look CLOSELY at the symbol here. The chart symbol used for trading is GOIL-######-IPE without USD-100 but you'll see in the log that it's associating things with GOIL-######-IPE-USD-100 for some parts of the trade. I have a big feeling this is contributing to the problems: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2016-03-08 08:03:54.426 Requesting Open orders from trading service Unspecified None Order 2016-03-08 08:06:53.761 Requesting Open orders from trading service Unspecified None Order 2016-03-08 08:19:28.434 Requesting Open orders from trading service Unspecified None Order 2016-03-08 08:20:02.343 Requesting Open orders from trading service Unspecified None Order 2016-03-08 08:20:47.410 Requesting Open orders from trading service Unspecified None Order 2016-03-08 08:31:57.918 Requesting Open orders from trading service Unspecified None Order 2016-03-08 08:45:37.083 Requesting Open orders from trading service Unspecified None Order 2016-03-08 08:48:57.403 Requesting Open orders from trading service Unspecified None Order 2016-03-08 08:49:26.436 Requesting Open orders from trading service Unspecified None Order 2016-03-08 08:54:37.711 Requesting Open orders from trading service Unspecified None Order 2016-03-08 08:56:43.797 Requesting Open orders from trading service Unspecified None Order 2016-03-08 09:02:57.863 GOIL-201604-IPE GOIL-201604-IPE [CV] [M] 987 Volume #6 \| User order entry \| Last: 365.25. Server side bracket order 28615 Limit 1 Sell 365.50 Order Sent U145** Open Order 2016-03-08 09:02:57.864 GOIL-201604-IPE GOIL-201604-IPE [CV] [M] 987 Volume #6 \| User order entry \| Last: 365.25. Attached Order. Server side bracket order 28616 Limit 1 Buy 359.50 Order Sent U145 Close 28615 Order 2016-03-08 09:02:57.865 GOIL-201604-IPE GOIL-201604-IPE [CV] [M] 987 Volume #6 \| User order entry \| Last: 365.25. Attached Order. Server side bracket order 28617 Stop Limit 1 Buy 367.50 373.75 Order Sent U145 Close 28615 Order 2016-03-08 09:02:58.396 GOIL-201604-IPE IB open order update 28616 34014 Limit 1 Buy 359.50 Open U145 Close 28615 Order 2016-03-08 09:02:58.489 GOIL-201604-IPE IB open order update 28617 34015 Stop Limit 1 Buy 367.50 373.75 Open U145 Close 28615 Order 2016-03-08 09:02:58.490 GOIL-201604-IPE IB open order update 28615 34013 Limit 1 Sell 365.50 Open U145 Open Order 2016-03-08 09:02:58.691 GOIL-201604-IPE Modifying Attached Order from parent modification/fill. Parent ref. price: 365.25. Requested Price: 359.25. Requested Quantity: 1 28616 34014 Limit 1 Buy 359.50 Pending Modify U145 Close 28615 Order 2016-03-08 09:02:58.692 GOIL-201604-IPE Modifying Attached Order from parent modification/fill. Parent ref. price: 365.25. Requested Price: 367.25. Requested Quantity: 1 28617 34015 Stop Limit 1 Buy 367.50 373.75 Pending Modify U145 Close 28615 Order 2016-03-08 09:02:58.693 GOIL-201604-IPE GOIL-201604-IPE [CV] [M] 987 Volume #6 \| User order modification. Requested Price: 365.25. Requested Quantity: 1 28615 34013 Limit 1 Sell 365.50 Pending Modify U145 Open Order 2016-03-08 09:02:58.770 GOIL-201604-IPE IB open order update 28616 34014 Limit 1 Buy 359.25 Open U145 Close 28615 Order 2016-03-08 09:02:58.848 GOIL-201604-IPE IB open order update 28617 34015 Stop Limit 1 Buy 367.25 373.50 Open U145 Close 28615 Fill 2016-03-08 09:02:58.941 GOIL-201604-IPE IB order fill (execution) 28615 34013 Limit 1 Sell 365.50 Pending Modify 365.25 1 U145 Open -1 0000de2d.56de1b21.01.01 Order 2016-03-08 09:02:58.957 GOIL-201604-IPE IB open order update 28615 34013 Limit 1 Sell 365.25 Pending Open 365.25 1 U145 Open -1 Order 2016-03-08 09:02:58.958 GOIL-201604-IPE IB open order update 28615 34013 Limit 1 Sell 365.25 Filled 365.25 1 U145 Open -1 Order 2016-03-08 09:03:03.678 Requesting Open orders from trading service Unspecified None Order 2016-03-08 09:03:03.694 GOIL-201604-IPE Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145 You'll notice less than 1 second later after requesting open orders it thinks my GOIL-201604-IPE position is 0 when it just got filled by IB as a sell, so it should be -1. Order 2016-03-08 09:03:03.695 GOIL-201604-IPE-USD-100 Synchronized Internal Position to current Service Position. Current Position quantity: -1 Unspecified U145** ^ The real problem! It thinks I have a short position in GOIL-201604-IPE-USD-100 and not GOIL-201604-IPE, hence why the chart for GOIL-201604-IPE never reflects that! Order 2016-03-08 09:03:13.896 Requesting Open orders from trading service Unspecified None Order 2016-03-08 09:03:13.897 GOIL-201604-IPE IB open order update 28617 34015 Stop Limit 1 Buy 367.25 365.00 Pending Open U145** Close 28615 Order 2016-03-08 09:03:16.724 GOIL-201604-IPE IB open order update 28617 34015 Stop Limit 1 Buy 367.25 368.25 Open U145** Close 28615[/b] ^ Second problem, these OCO orders are for the trade I put on with SC, and I still see them in SC at the time - but I do not see my actual position (green line) in SC. To close the trade I have to close it from TWS or let it hit stop or limit. It thinks these OCO orders are associated with GOIL-201604-IPE (correctly) but thinks my main position is associated with GOIL-201604-IPE-USD-100. Order 2016-03-08 09:03:35.526 GOIL-201604-IPE GOIL-201604-IPE [CV] [M] 987 Volume #5 \| User order modification. Requested Price: 357.5. Requested Quantity: 1 28616 34014 Limit 1 Buy 359.25 Pending Modify U145** Close 28615 Order 2016-03-08 09:03:35.651 GOIL-201604-IPE IB open order update 28616 34014 Limit 1 Buy 357.50 Open U145 Close 28615 Order 2016-03-08 09:03:48.498 GOIL-201604-IPE GOIL-201604-IPE [CV] [M] 987 Volume #5 \| User order modification. Requested Price: 360.75. Requested Quantity: 1 28616 34014 Limit 1 Buy 357.50 Pending Modify U145 Close 28615 Order 2016-03-08 09:03:48.623 GOIL-201604-IPE IB open order update 28616 34014 Limit 1 Buy 360.75 Open U145 Close 28615 Order 2016-03-08 09:04:03.502 Requesting Open orders from trading service Unspecified None Order 2016-03-08 09:04:07.720 GOIL-201604-IPE GOIL-201604-IPE [CV] [M] 377 Volume #10 \| User order modification. Requested Price: 359.5. Requested Quantity: 1 28616 34014 Limit 1 Buy 360.75 Pending Modify U145 Close 28615 Order 2016-03-08 09:04:07.845 GOIL-201604-IPE IB open order update 28616 34014 Limit 1 Buy 359.50 Open U145 Close 28615 Order 2016-03-08 09:04:22.954 Requesting Open orders from trading service Unspecified None Order 2016-03-08 09:11:55.402 Requesting Open orders from trading service Unspecified None Order 2016-03-08 09:12:31.363 Requesting Open orders from trading service Unspecified None Order 2016-03-08 09:12:59.947 Requesting Open orders from trading service Unspecified None Order 2016-03-08 09:14:27.857 Requesting Open orders from trading service Unspecified None Fill 2016-03-08 09:15:05.000 GOIL-201604-IPE-USD-100 IB historical fills data (Restored) 2147483647 1 Buy Filled 366.75 U145 0000de2d.56de1b58.01.01 Order 2016-03-08 09:15:05.394 GOIL-201604-IPE IB open order update 28616 34014 Limit 1 Buy 359.50 Canceled U145 Close 28615 Order 2016-03-08 09:15:05.395 GOIL-201604-IPE IB order status update. 28617 34015 Stop Limit 1 Buy 367.25 368.25 Canceled U145 Close 28615 Order 2016-03-08 09:15:11.362 GOIL-201604-IPE-USD-100 Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145 Order 2016-03-08 09:17:29.490 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 09:18:14.321 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 09:24:14.668 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 09:30:18.815 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 09:33:14.513 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 09:36:14.624 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 09:56:35.125 Disconnected from server Unspecified None Order 2016-03-08 09:56:38.226 Connected to server Unspecified None Order 2016-03-08 09:57:27.784 Requesting Open orders from trading service Unspecified None Order 2016-03-08 09:57:27.848 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 09:57:32.777 Requesting Open orders from trading service Unspecified None Order 2016-03-08 09:57:32.793 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 09:58:40.028 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 09:59:20.827 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:01:38.052 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 10:04:37.825 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 10:07:37.864 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 10:10:37.847 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 10:13:37.848 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 10:16:37.853 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 10:16:58.477 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 10:17:26.043 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:17:58.669 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 10:18:07.433 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:18:24.245 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:18:50.010 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 10:18:57.401 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:19:12.667 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 10:19:22.159 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:22:16.797 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 10:25:16.928 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 10:28:16.884 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 10:31:20.488 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 10:31:29.986 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:31:37.518 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 10:32:03.767 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:37:41.717 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 10:38:55.625 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 10:39:24.596 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:39:30.921 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 10:39:40.421 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:40:14.909 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:42:35.707 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 10:46:36.583 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 10:46:53.490 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:52:41.267 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 10:55:40.872 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 10:57:29.848 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 11:01:40.769 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 11:04:40.688 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 11:07:41.076 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-08 11:10:42.110 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145 Here's what IB has for the same trade above (note: the times are in PST, so hence there's an 8-hour offset to UTC in the SC logs): SLD 1 GOIL Apr12'16 @IPE 365.25 USD IPE MAR 8 01:02:58 2.40 BOT 1 GOIL Apr12'16 @IPE 366.75 USD IPE MAR 8 01:15:05 2.40 -154.80 Here's another one where I got kinda screwed but to be fair I don't think it was Sierra's fault in this case: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2016-03-09 02:43:54.699 Requesting Open orders from trading service Unspecified None Order 2016-03-09 02:44:10.635 ECF-201612-IPE-EUR-1000 ECF-201612-IPE-EUR-1000 [CV] [M] 987 Volume #9 \| User order entry \| Last: 5.04. Server side bracket order 28647 Limit 1 Buy 4.47 Order Sent U145 Open Order 2016-03-09 02:44:10.636 ECF-201612-IPE-EUR-1000 ECF-201612-IPE-EUR-1000 [CV] [M] 987 Volume #9 \| User order entry \| Last: 5.04. Attached Order. Server side bracket order 28648 Limit 1 Sell 4.71 Order Sent U145 Close 28647 Order 2016-03-09 02:44:10.637 ECF-201612-IPE-EUR-1000 ECF-201612-IPE-EUR-1000 [CV] [M] 987 Volume #9 \| User order entry \| Last: 5.04. Attached Order. Server side bracket order 28649 Stop Limit 1 Sell 4.39 4.14 Order Sent U145 Close 28647 Order 2016-03-09 02:44:10.901 ECF-201612-IPE-EUR-1000 IB open order update 28648 34048 Limit 1 Sell 4.71 Open U145 Close 28647 Order 2016-03-09 02:44:10.979 ECF-201612-IPE-EUR-1000 IB open order update 28649 34049 Stop Limit 1 Sell 4.39 4.14 Open U145 Close 28647 Order 2016-03-09 02:44:17.362 ECF-201612-IPE-EUR-1000 IB open order update 28647 34047 Limit 1 Buy 4.47 Canceled U145 Open Order 2016-03-09 02:44:17.486 ECF-201612-IPE-EUR-1000 IB order status update. 28648 34048 Limit 1 Sell 4.71 Canceled U145 Close 28647 Order 2016-03-09 02:44:17.502 ECF-201612-IPE-EUR-1000 IB order status update. 28649 34049 Stop Limit 1 Sell 4.39 4.14 Canceled U145 Close 28647 Order 2016-03-09 02:44:25.690 Requesting Open orders from trading service Unspecified None Order 2016-03-09 02:45:12.342 Requesting Open orders from trading service Unspecified None Order 2016-03-09 02:45:21.920 Requesting Open orders from trading service Unspecified None Order 2016-03-09 02:45:52.240 Requesting Open orders from trading service Unspecified None Order 2016-03-09 02:47:06.326 Requesting Open orders from trading service Unspecified None Order 2016-03-09 02:47:43.331 Requesting Open orders from trading service Unspecified None Order 2016-03-09 02:52:31.867 Requesting Open orders from trading service Unspecified None Order 2016-03-09 04:24:58.564 Disconnected from server Unspecified None Order 2016-03-09 04:26:27.288 Connected to server Unspecified None Order 2016-03-09 04:26:32.289 Requesting Open orders from trading service Unspecified None Order 2016-03-09 04:26:32.585 Requesting Open orders from trading service Unspecified None Order 2016-03-09 04:26:58.550 Disconnected from server Unspecified None Order 2016-03-09 04:27:24.425 Connected to server Unspecified None Order 2016-03-09 04:27:29.425 Requesting Open orders from trading service Unspecified None Order 2016-03-09 04:27:29.487 Requesting Open orders from trading service Unspecified None Order 2016-03-09 04:59:32.048 Requesting Open orders from trading service Unspecified None Order 2016-03-09 05:18:57.050 Disconnected from server Unspecified None Order 2016-03-09 05:19:02.674 Connected to server Unspecified None Order 2016-03-09 05:19:36.349 Requesting Open orders from trading service Unspecified None Order 2016-03-09 05:19:38.274 Requesting Open orders from trading service Unspecified None Order 2016-03-09 05:29:37.508 Requesting Open orders from trading service Unspecified None Order 2016-03-09 05:29:54.681 Requesting Open orders from trading service Unspecified None Order 2016-03-09 05:30:33.721 Requesting Open orders from trading service Unspecified None Order 2016-03-09 07:22:04.871 Requesting Open orders from trading service Unspecified None Order 2016-03-09 07:38:18.860 Requesting Open orders from trading service Unspecified None Order 2016-03-09 07:38:40.553 Requesting Open orders from trading service Unspecified None Order 2016-03-09 07:39:52.824 Requesting Open orders from trading service Unspecified None Order 2016-03-09 07:40:11.702 Requesting Open orders from trading service Unspecified None Order 2016-03-09 08:01:27.172 Requesting Open orders from trading service Unspecified None Order 2016-03-09 08:03:18.478 Requesting Open orders from trading service Unspecified None Order 2016-03-09 08:03:48.216 Requesting Open orders from trading service Unspecified None Order 2016-03-09 08:08:42.179 Requesting Open orders from trading service Unspecified None Order 2016-03-09 08:27:16.202 Requesting Open orders from trading service Unspecified None Order 2016-03-09 08:58:33.909 Requesting Open orders from trading service Unspecified None Order 2016-03-09 08:58:49.597 Requesting Open orders from trading service Unspecified None Order 2016-03-09 08:59:07.534 Requesting Open orders from trading service Unspecified None Order 2016-03-09 09:00:28.574 Requesting Open orders from trading service Unspecified None Order 2016-03-09 10:09:49.882 Requesting Open orders from trading service Unspecified None Order 2016-03-09 10:20:48.930 Requesting Open orders from trading service Unspecified None Order 2016-03-09 10:43:11.335 Requesting Open orders from trading service Unspecified None Fill 2016-03-09 10:44:21.000 ECF-201612-IPE-EUR-1000 IB historical fills data (Restored) 2147483647 1 Buy Filled 5.06 U145 0000de2d.56df6d40.01.01 Order 2016-03-09 10:44:26.327 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 1 Unspecified U145 Order 2016-03-09 10:46:46.788 Requesting Open orders from trading service Unspecified None Order 2016-03-09 10:47:01.994 Requesting Open orders from trading service Unspecified None Order 2016-03-09 10:53:59.362 Requesting Open orders from trading service Unspecified None Order 2016-03-09 11:14:43.538 Requesting Open orders from trading service Unspecified None Order 2016-03-09 18:09:48.819 Disconnected from server Unspecified None Order 2016-03-09 18:09:53.319 Connected to server Unspecified None Order 2016-03-09 18:09:53.402 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145 Order 2016-03-09 18:12:17.816 Requesting Open orders from trading service Unspecified None Order 2016-03-09 18:12:17.850 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 1 Unspecified U145 Order 2016-03-09 18:12:20.097 Requesting Open orders from trading service Unspecified None Order 2016-03-09 18:13:23.569 Requesting Open orders from trading service Unspecified None Order 2016-03-09 18:21:07.083 Requesting Open orders from trading service Unspecified None Order 2016-03-09 19:03:12.679 Requesting Open orders from trading service Unspecified None Order 2016-03-09 19:27:57.222 Requesting Open orders from trading service Unspecified None Order 2016-03-09 20:50:04.834 Requesting Open orders from trading service Unspecified None Order 2016-03-09 21:34:04.830 Requesting Open orders from trading service Unspecified None Order 2016-03-09 23:03:12.697 Requesting Open orders from trading service Unspecified None Order 2016-03-10 03:03:12.413 Requesting Open orders from trading service Unspecified None Order 2016-03-10 03:20:04.236 Disconnected from server Unspecified None Order 2016-03-10 03:20:07.423 Connected to server Unspecified None Order 2016-03-10 03:20:08.564 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145 Order 2016-03-10 03:20:22.329 Requesting Open orders from trading service Unspecified None Order 2016-03-10 03:20:22.376 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 1 Unspecified U145 Order 2016-03-10 03:20:25.610 Requesting Open orders from trading service Unspecified None Order 2016-03-10 06:00:48.473 Disconnected from server Unspecified None Order 2016-03-10 06:00:51.754 Connected to server Unspecified None Order 2016-03-10 06:00:51.833 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145 Order 2016-03-10 06:01:43.480 Requesting Open orders from trading service Unspecified None Order 2016-03-10 06:01:43.498 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 1 Unspecified U145 Order 2016-03-10 06:01:48.620 Requesting Open orders from trading service Unspecified None Order 2016-03-10 07:03:12.027 Requesting Open orders from trading service Unspecified None Order 2016-03-10 09:23:26.389 ECF-201612-IPE-EUR-1000 ECF-201612-IPE-EUR-1000 [CV] [M] 987 Volume #8 \| User order entry. Flatten&Cancel \| Last: 5.02. Current Position quantity: 1 28684 Market 1 Sell Order Sent U145 Close 1 Order 2016-03-10 09:23:26.624 ECF-201612-IPE-EUR-1000 IB order fill (execution) 28684 34080 Market 1 Sell Filled 5.02 1 U145 Close 1 Fill 2016-03-10 09:23:26.625 ECF-201612-IPE-EUR-1000 IB order fill (execution) 28684 34080 Market 1 Sell Filled 5.02 1 U145 Close 0000de2d.56e0bdcb.01.01 Order 2016-03-10 09:23:31.646 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-10 09:23:41.381 Requesting Open orders from trading service Unspecified None Order 2016-03-10 09:25:00.358 Requesting Open orders from trading service Unspecified None Order 2016-03-10 09:26:36.051 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-10 09:32:35.986 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-10 09:40:14.722 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-10 09:49:14.576 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-10 09:52:14.847 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-10 09:53:30.489 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-10 09:53:40.239 Requesting Open orders from trading service Unspecified None Order 2016-03-10 09:56:34.613 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-10 09:57:30.213 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-10 10:02:34.521 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-10 10:05:34.715 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-10 10:08:34.816 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-10 10:14:34.530 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-10 10:17:30.177 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-10 10:23:34.556 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-10 10:26:34.478 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Fill 2016-03-10 14:27:20.000 ECF-201612-IPE-EUR-1000 IB historical fills data (Restored) 2147483647 1 Sell Filled 4.89 U145 0000de2d.56e0c181.01.01 Order 2016-03-10 18:20:34.280 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: -1 Unspecified U145 Order 2016-03-10 18:20:40.015 Disconnected from server Unspecified None Order 2016-03-10 18:21:12.271 Connected to server Unspecified None Order 2016-03-10 18:21:13.053 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145 Order 2016-03-10 18:21:23.411 Requesting Open orders from trading service Unspecified None Order 2016-03-10 18:21:23.537 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: -1 Unspecified U145 Order 2016-03-10 18:21:32.990 Requesting Open orders from trading service Unspecified None Order 2016-03-10 18:31:17.156 Requesting Open orders from trading service Unspecified None Order 2016-03-10 18:31:56.503 Requesting Open orders from trading service Unspecified None Order 2016-03-10 18:32:31.377 Requesting Open orders from trading service Unspecified None Order 2016-03-10 18:52:11.601 Requesting Open orders from trading service Unspecified None Order 2016-03-10 19:03:24.894 Requesting Open orders from trading service Unspecified None Order 2016-03-10 19:24:40.939 Requesting Open orders from trading service Unspecified None Order 2016-03-10 19:28:31.161 Requesting Open orders from trading service Unspecified None Order 2016-03-10 19:29:59.769 Requesting Open orders from trading service Unspecified None Order 2016-03-10 19:30:47.096 Requesting Open orders from trading service Unspecified None Order 2016-03-10 19:31:07.877 Requesting Open orders from trading service Unspecified None Order 2016-03-10 19:32:15.878 Requesting Open orders from trading service Unspecified None Order 2016-03-10 19:36:19.361 Requesting Open orders from trading service Unspecified None Order 2016-03-11 01:48:52.725 Disconnected from server Unspecified None Order 2016-03-11 01:48:56.636 Connected to server Unspecified None Order 2016-03-11 01:48:57.600 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145 Order 2016-03-11 01:50:22.523 Requesting Open orders from trading service Unspecified None Order 2016-03-11 01:50:22.601 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: -1 Unspecified U145 Order 2016-03-11 01:50:37.571 Requesting Open orders from trading service Unspecified None Order 2016-03-11 02:22:41.029 Disconnected from server Unspecified None Order 2016-03-11 02:28:09.173 Connected to server Unspecified None Order 2016-03-11 02:28:09.845 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145 Order 2016-03-11 02:29:18.954 Requesting Open orders from trading service Unspecified None Order 2016-03-11 02:29:19.033 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: -1 Unspecified U145 Order 2016-03-11 02:29:21.673 Requesting Open orders from trading service Unspecified None Order 2016-03-11 03:49:58.637 Disconnected from server Unspecified None Order 2016-03-11 04:09:39.744 Connected to server Unspecified None Order 2016-03-11 04:09:39.791 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145 Order 2016-03-11 04:09:44.759 Requesting Open orders from trading service Unspecified None Order 2016-03-11 04:09:44.776 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: -1 Unspecified U145 Order 2016-03-11 04:09:45.385 Requesting Open orders from trading service Unspecified None Order 2016-03-11 05:26:36.508 Disconnected from server Unspecified None Order 2016-03-11 05:26:40.055 Connected to server Unspecified None Order 2016-03-11 05:26:40.617 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145 Order 2016-03-11 05:26:55.133 Requesting Open orders from trading service Unspecified None Order 2016-03-11 05:26:55.179 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: -1 Unspecified U145 Order 2016-03-11 05:26:56.726 Requesting Open orders from trading service Unspecified None Order 2016-03-11 05:39:35.539 Disconnected from server Unspecified None Order 2016-03-11 05:39:38.617 Connected to server Unspecified None Order 2016-03-11 05:39:38.679 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145 Order 2016-03-11 05:39:48.961 Requesting Open orders from trading service Unspecified None Order 2016-03-11 05:39:48.977 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: -1 Unspecified U145 Order 2016-03-11 05:39:49.008 Requesting Open orders from trading service Unspecified None Fill 2016-03-11 07:05:16.000 ECF-201612-IPE-EUR-1000 IB historical fills data (Restored) 2147483647 1 Buy Filled 5.01 U145 0000de2d.56e210c2.01.01 Order 2016-03-11 07:05:21.755 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145 Order 2016-03-11 07:11:26.299 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 07:14:25.702 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 07:17:25.809 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 07:26:25.838 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 07:35:26.004 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 07:38:25.850 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 07:41:25.907 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 07:53:26.241 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 08:02:25.933 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 08:05:25.903 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 08:09:31.192 Requesting Open orders from trading service Unspecified None Order 2016-03-11 08:09:31.208 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 08:14:26.178 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 08:20:25.985 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 08:38:26.283 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 08:53:56.894 Requesting Open orders from trading service Unspecified None Order 2016-03-11 08:53:56.895 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 08:53:57.331 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 08:54:26.096 Requesting Open orders from trading service Unspecified None Order 2016-03-11 08:54:47.741 Requesting Open orders from trading service Unspecified None Order 2016-03-11 08:56:05.568 Requesting Open orders from trading service Unspecified None Order 2016-03-11 08:56:27.757 Requesting Open orders from trading service Unspecified None Order 2016-03-11 08:57:01.463 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 09:01:15.746 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 09:01:25.293 Requesting Open orders from trading service Unspecified None Order 2016-03-11 09:03:22.744 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 09:03:41.352 Requesting Open orders from trading service Unspecified None Order 2016-03-11 09:04:01.336 Requesting Open orders from trading service Unspecified None Order 2016-03-11 09:17:17.819 Requesting Open orders from trading service Unspecified None Order 2016-03-11 09:22:30.404 Requesting Open orders from trading service Unspecified None Order 2016-03-11 09:25:39.757 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 09:26:13.225 Requesting Open orders from trading service Unspecified None Order 2016-03-11 09:28:39.749 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 09:31:39.747 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 09:35:06.694 Requesting Open orders from trading service Unspecified None Order 2016-03-11 09:35:26.616 Requesting Open orders from trading service Unspecified None Order 2016-03-11 09:40:39.879 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 09:46:39.876 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 09:55:40.095 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 10:01:40.104 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 10:04:40.038 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 10:07:40.203 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 17:40:41.499 Disconnected from server Unspecified None Order 2016-03-11 17:40:45.477 Connected to server Unspecified None Order 2016-03-11 17:41:57.706 Requesting Open orders from trading service Unspecified None Order 2016-03-11 17:41:57.753 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 17:44:00.093 Requesting Open orders from trading service Unspecified None Order 2016-03-11 17:44:00.108 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145 Order 2016-03-11 17:46:05.019 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145** Order 2016-03-11 18:07:00.328 Requesting Open orders from trading service Unspecified None Order 2016-03-11 18:07:17.859 Requesting Open orders from trading service Unspecified None Order 2016-03-11 18:47:49.412 Requesting Open orders from trading service Unspecified None Order 2016-03-11 19:39:14.697 Requesting Open orders from trading service Unspecified None Order 2016-03-11 23:10:41.604 Disconnected from server Unspecified None Order 2016-03-11 23:10:44.736 Connected to server Unspecified None Order 2016-03-11 23:10:49.737 Requesting Open orders from trading service Unspecified None Order 2016-03-11 23:16:28.670 Disconnected from server Unspecified None Order 2016-03-11 23:16:31.781 Connected to server Unspecified None Order 2016-03-11 23:16:36.848 Requesting Open orders from trading service Unspecified None BOT 1 ECF Dec19'16 @IPE 5.06 EUR IPE MAR 9 02:44:21 6.00 SLD 1 ECF Dec19'16 @IPE 5.02 EUR IPE MAR 10 01:23:26 6.00 -52.00 SLD 1 ECF Dec19'16 @IPE 4.89 EUR IPE MAR 10 06:27:20 6.00 BOT 1 ECF Dec19'16 @IPE 5.01 EUR IPE MAR 10 23:05:16 6.00 -132.00 I entered an order from TWS (was testing if ECF was available for trading again) and got filled, Sierra then recognizes the fill but does not recognize the OCO orders that TWS had submitted live after the fill. I flatten the position from Sierra the next day only to forget about the resting OCO orders still on TWS and at the exchange (at the time probably thinking the position was flattened, but forgetting SC never even saw the OCO orders to cancel them). I then get filled some hours later without any risk control (because it tripped that orphaned OCO stop order that was still live) with myself eventually flattening that rogue position a day after later. Luckily this wasn't a fast moving contract and while I don't think that specifically was SC's fault I do think this can be more reliable here to diminish the possibility of people ending up in these type of situations. Also look closely and you'll see the "removing position with quantity of 0" over and over again long after the position had been closed from the TWS side. It's like there's some kind of split-brain problem going on here. You have to remember here that if I added my own symbols months ago for things that SC didn't know about and then later SC comes along and adds their own symbols for the same instruments - but with slightly different versions (GOIL-######-IPE vs GOIL-######-USD-100) then that's going to be a hidden problem I'd never even detect without being aware of every single potential duplicate symbol. I can repro things with GOIL, C, or D instruments pretty easily (and they all happen to be symbols who have "dupe" entries in my symbol list). I think SC should make an extra safety check here for similar positions which could for the same underlying symbol to help guard against some of this. In the ECF case above (the 2nd one) that doesn't fall into it and has to be something different, but in the GOIL case it's definitely related. At the minimum SC needs <SYMBOL>-<MONTH>-<EXCHANGE> to even trade with IB, so if a position comes back from IB as GOIL-######-IPE-USD-100 then I think a safe thing for SC to do at that point is also check on the first 3 parts of the symbol for conflicts in it's own internal position table, just to be on the safe side.