Support Board
Date/Time: Fri, 27 Dec 2024 18:08:04 +0000
Post From: SC displaying wrong orders direction during live trading
| [2016-03-14 00:22:18] |
| i960 - Posts: 360 |
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What I'm telling you is that I can reproduce issues in the latest SC as of now. It's not like it happened to me at some point and then went away, it's reproduceable. Read what I posted again: 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! For this trade: 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 Again: 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**** 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**** We can sit all day and say the symbols don't matter when practical reality shows they actually do. It ain't a TWS problem here as far as I can see. I'll be happy to max out TWS logging and SC logging and demonstrate it during a GOIL, C, or D trade along with parallel GOIL-201604-IPE vs GOIL-201604-IPE-USD-100 charts. Date Time Of Last Edit: 2016-03-14 00:23:12
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