Support Board
Date/Time: Sat, 28 Dec 2024 08:20:32 +0000
Post From: Interactive Brokers Order Submission
| [2016-04-14 16:26:51] |
| User56280 - Posts: 10 |
|
Dear Sierra Charts Support, I did some testing and digging within the Sierra Charts forum but could not solve this so far. When I am using your Stock Format for IB posted at https://www.sierrachart.com/index.php?page=doc/IBSymbols.html#Stock I encounter an issue trying to route orders to IB. Let's take DRI as an example. DRI has two Stocks, one on IBIS, one on NYSE (two different companies). I want to trade the one traded on NYSE. If I use DRI-STK-NYSE my orders are transmitted to IB and show up in TWS. However, if I use DRI-STK-SMART/NYSE the order does not go through. It times out. I talked to IB API support here and sent them the detailed log. They say that the order is submitted as SMART/NYSE for exchange. However, according to their support SMART needs to be the exchange and NYSE needs to be submitted as the primary exchange. Even though that should be the case according to the Stock Format page at SierraChart, it apparently does not reach IB in the required format. Theoretically, since DRI-STK-NYSE works, that should be fine. Now, the IB data feed has been discussed numerous times. Therefore, I am running an IQFeed to power my main SierraCharts instance. Now, the volume discrepancy I am not even trying to figure out. However, the spread showed within the DRI-STK-SMART/NYSE dom is in line with the IQFeed spread while the DRI-STK-NYSE spread differs on multiple occasions. Therefore I would prefer to use the DRI-STK-SMART/NYSE option and route my trades through that dom. I use find Symbol to open my doms and I also tried the alternative DRI-STK-SMART[NYSE, however the order does not go through with the adapted symbol either. Can SierraChart please investigate this issue and tell me how to change the symbol to fix the order routing using SMART and primary exchange or fix the order routing within the software if it is an issue in SierraChart's backend/transmission to IB. Thanks and regards |