Support Board
Date/Time: Mon, 23 Dec 2024 03:47:53 +0000
problems with futures grain with interactive brokers
View Count: 874
| [2015-09-10 13:19:19] |
| TheFibber - Posts: 83 |
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it' yet the second time that when i trade in simulation mode a grain future, today is zs, that something went wrong...for example today i shorted zs at 874,75 and i put a limit order buy at 867.5...but for the second time it closed at an impossible price of '-100' (-100) . so i have a tremendous gain not real that make my track record went out of meaning...the first time it made me the same thing with zw... i paste the track of the trades: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2015-09-10 03:27:49.000 [Sim]CL-201510-NYMEX CL-201510-NYMEX 15 Min #1 | User order entry | Last: 44.209999 9256 Limit 1 Sell 44.21 Order Sent Sim1 Open Order 2015-09-10 03:27:49.001 [Sim]CL-201510-NYMEX Simulated order accepted 9256 9256 Limit 1 Sell 44.21 Open Sim1 Open Order 2015-09-10 03:27:51.000 [Sim]CL-201510-NYMEX Trade simulation fill. Bid: 44.21 Ask: 44.22 Last: 44.20 9256 9256 Limit 1 Sell 44.21 Filled 44.21 1 Sim1 Open Fill 2015-09-10 03:27:51.001 [Sim]CL-201510-NYMEX Trade simulation fill. Bid: 44.21 Ask: 44.22 Last: 44.20 9256 9256 Limit 1 Sell 44.21 Filled 44.21 1 Sim1 Open -1 9256.1 Order 2015-09-10 03:37:17.000 [Sim]GBP-201509-GLOBEX GBP-201509-GLOBEX 15 Min #1 | User order entry | Last: 1.5354999 9257 Limit 1 Buy 1.5355 Order Sent Sim1 Open Order 2015-09-10 03:37:17.001 [Sim]GBP-201509-GLOBEX Simulated order accepted 9257 9257 Limit 1 Buy 1.5355 Open Sim1 Open Order 2015-09-10 03:37:34.000 [Sim]GBP-201509-GLOBEX GBP-201509-GLOBEX 120 Min #1 | User order cancel 9257 9257 Limit 1 Buy 1.5355 Pending Cancel Sim1 Open Order 2015-09-10 03:37:34.001 [Sim]GBP-201509-GLOBEX Simulated order canceled 9257 9257 Limit 1 Buy 1.5355 Canceled Sim1 Open Order 2015-09-10 03:39:06.000 [Sim]ZS-201511-ECBOT ZS-201511-ECBOT 15 Min #1 | User order entry | Last: 874.75 9258 Limit 1 Sell 874.75 Order Sent Sim1 Open Order 2015-09-10 03:39:06.001 [Sim]ZS-201511-ECBOT Simulated order accepted 9258 9258 Limit 1 Sell 874.75 Open Sim1 Open Order 2015-09-10 03:41:33.000 [Sim]CAD-201509-GLOBEX CAD-201509-GLOBEX 120 Min #1 | User order entry | Last: 0.75659996 9259 Limit 1 Sell 0.7586 Order Sent Sim1 Open Order 2015-09-10 03:41:33.001 [Sim]CAD-201509-GLOBEX Simulated order accepted 9259 9259 Limit 1 Sell 0.7586 Open Sim1 Open Order 2015-09-10 03:43:36.000 [Sim]NG-201510-NYMEX NG-201510-NYMEX 120 Min #1 | User order entry | Last: 2.6760001 9260 Limit 1 Sell 2.710 Order Sent Sim1 Open Order 2015-09-10 03:43:36.001 [Sim]NG-201510-NYMEX Simulated order accepted 9260 9260 Limit 1 Sell 2.710 Open Sim1 Open Order 2015-09-10 03:44:06.000 [Sim]ZM-201512-ECBOT ZM-201512-ECBOT 120 Min #1 | User order entry | Last: 309 9261 Limit 1 Sell 310.5 Order Sent Sim1 Open Order 2015-09-10 03:44:06.001 [Sim]ZM-201512-ECBOT Simulated order accepted 9261 9261 Limit 1 Sell 310.5 Open Sim1 Open Order 2015-09-10 03:44:26.000 [Sim]ZS-201511-ECBOT Trade simulation fill. Bid: 874.75 Ask: 874.75 Last: 874.75 9258 9258 Limit 1 Sell 874.75 Filled 874.75 1 Sim1 Open Fill 2015-09-10 03:44:26.001 [Sim]ZS-201511-ECBOT Trade simulation fill. Bid: 874.75 Ask: 874.75 Last: 874.75 9258 9258 Limit 1 Sell 874.75 Filled 874.75 1 Sim1 Open -1 9258.2 Order 2015-09-10 04:00:20.000 [Sim]ZS-201511-ECBOT ZS-201511-ECBOT 15 Min #1 | User order entry | Last: 874.5 9262 Limit 1 Buy 867.50 Order Sent Sim1 Close -1 Order 2015-09-10 04:00:20.001 [Sim]ZS-201511-ECBOT Simulated order accepted 9262 9262 Limit 1 Buy 867.50 Open Sim1 Close -1 Order 2015-09-10 04:08:42.000 [Sim]CL-201510-NYMEX CL-201510-NYMEX 15 Min #1 | User order entry | Last: 44.489998 9263 Limit 1 Sell 44.50 Order Sent Sim1 Open -1 Order 2015-09-10 04:08:42.001 [Sim]CL-201510-NYMEX Simulated order accepted 9263 9263 Limit 1 Sell 44.50 Open Sim1 Open -1 Order 2015-09-10 04:11:44.000 [Sim]CL-201510-NYMEX CL-201510-NYMEX 15 Min #1 | User order cancel 9263 9263 Limit 1 Sell 44.50 Pending Cancel Sim1 Open -1 Order 2015-09-10 04:11:44.001 [Sim]CL-201510-NYMEX Simulated order canceled 9263 9263 Limit 1 Sell 44.50 Canceled Sim1 Open -1 Order 2015-09-10 05:30:00.000 [Sim]CAD-201509-GLOBEX CAD-201509-GLOBEX 15 Min #1 | User order entry | Last: 0.7572 9264 Limit 1 Sell 0.7573 Order Sent Sim1 Open Order 2015-09-10 05:30:00.001 [Sim]CAD-201509-GLOBEX Simulated order accepted 9264 9264 Limit 1 Sell 0.7573 Open Sim1 Open Order 2015-09-10 05:30:04.000 [Sim]CAD-201509-GLOBEX User order modification ignored. New price is the same 9264 9264 Limit 1 Sell 0.7573 Open Sim1 Open Order 2015-09-10 05:30:10.000 [Sim]CAD-201509-GLOBEX Trade simulation fill. Bid: 0.7573 Ask: 0.7573 Last: 0.7573 9264 9264 Limit 1 Sell 0.7573 Filled 0.7573 1 Sim1 Open Fill 2015-09-10 05:30:10.001 [Sim]CAD-201509-GLOBEX Trade simulation fill. Bid: 0.7573 Ask: 0.7573 Last: 0.7573 9264 9264 Limit 1 Sell 0.7573 Filled 0.7573 1 Sim1 Open -1 9264.3 Order 2015-09-10 05:39:48.000 [Sim]CAD-201509-GLOBEX CAD-201509-GLOBEX 15 Min #1 | User order entry | Last: 0.75699997 9265 Limit 1 Buy 0.7534 Order Sent Sim1 Close -1 Order 2015-09-10 05:39:48.001 [Sim]CAD-201509-GLOBEX Simulated order accepted 9265 9265 Limit 1 Buy 0.7534 Open Sim1 Close -1 Order 2015-09-10 05:41:13.000 [Sim]NG-201510-NYMEX NG-201510-NYMEX 15 Min #1 | User order modification. Requested Price: 2.7050001. Requested Quantity: 1 9260 9260 Limit 1 Sell 2.710 Pending Modify Sim1 Open Order 2015-09-10 05:41:13.001 [Sim]NG-201510-NYMEX Simulated order modify complete 9260 9260 Limit 1 Sell 2.705 Open Sim1 Open Order 2015-09-10 05:41:20.000 [Sim]NG-201510-NYMEX NG-201510-NYMEX 15 Min #1 | User order modification. Requested Price: 2.7010001. Requested Quantity: 1 9260 9260 Limit 1 Sell 2.705 Pending Modify Sim1 Open Order 2015-09-10 05:41:20.001 [Sim]NG-201510-NYMEX Simulated order modify complete 9260 9260 Limit 1 Sell 2.701 Open Sim1 Open Order 2015-09-10 06:08:27.000 [Sim]NG-201510-NYMEX NG-201510-NYMEX 15 Min #1 | User order modification. Requested Price: 2.6910001. Requested Quantity: 1 9260 9260 Limit 1 Sell 2.701 Pending Modify Sim1 Open Order 2015-09-10 06:08:27.001 [Sim]NG-201510-NYMEX Simulated order modify complete 9260 9260 Limit 1 Sell 2.691 Open Sim1 Open Order 2015-09-10 07:44:27.000 [Sim]CAD-201509-GLOBEX CAD-201509-GLOBEX 15 Min #1 | User order cancel 9259 9259 Limit 1 Sell 0.7586 Pending Cancel Sim1 Open Order 2015-09-10 07:44:27.001 [Sim]CAD-201509-GLOBEX Simulated order canceled 9259 9259 Limit 1 Sell 0.7586 Canceled Sim1 Open Order 2015-09-10 07:44:43.000 [Sim]ZM-201512-ECBOT ZM-201512-ECBOT 15 Min #1 | User order cancel 9261 9261 Limit 1 Sell 310.5 Pending Cancel Sim1 Open Order 2015-09-10 07:44:43.001 [Sim]ZM-201512-ECBOT Simulated order canceled 9261 9261 Limit 1 Sell 310.5 Canceled Sim1 Open Order 2015-09-10 07:45:32.000 [Sim]CAD-201509-GLOBEX CAD-201509-GLOBEX 15 Min #1 | User order modification. Requested Price: 0.75459998. Requested Quantity: 1 9265 9265 Limit 1 Buy 0.7534 Pending Modify Sim1 Close -1 Order 2015-09-10 07:45:32.001 [Sim]CAD-201509-GLOBEX Simulated order modify complete 9265 9265 Limit 1 Buy 0.7546 Open Sim1 Close -1 Order 2015-09-10 07:45:34.000 [Sim]CAD-201509-GLOBEX Trade simulation fill. Bid: 0.7545 Ask: 0.7546 Last: 0.7546 9265 9265 Limit 1 Buy 0.7546 Filled 0.7546 1 Sim1 Close -1 Fill 2015-09-10 07:45:34.001 [Sim]CAD-201509-GLOBEX Trade simulation fill. Bid: 0.7545 Ask: 0.7546 Last: 0.7546 9265 9265 Limit 1 Buy 0.7546 Filled 0.7546 1 Sim1 Close 9265.4 Order 2015-09-10 08:03:43.000 [Sim]NG-201510-NYMEX NG-201510-NYMEX 15 Min #1 | User order modification. Requested Price: 2.6900001. Requested Quantity: 1 9260 9260 Limit 1 Sell 2.691 Pending Modify Sim1 Open Order 2015-09-10 08:03:43.001 [Sim]NG-201510-NYMEX Simulated order modify complete 9260 9260 Limit 1 Sell 2.690 Open Sim1 Open Order 2015-09-10 08:04:12.000 [Sim]NG-201510-NYMEX NG-201510-NYMEX 15 Min #1 | User order cancel 9260 9260 Limit 1 Sell 2.690 Pending Cancel Sim1 Open Order 2015-09-10 08:04:12.001 [Sim]NG-201510-NYMEX Simulated order canceled 9260 9260 Limit 1 Sell 2.690 Canceled Sim1 Open Order 2015-09-10 08:04:17.000 [Sim]NG-201510-NYMEX NG-201510-NYMEX 15 Min #1 | User order entry | Last: 2.6910002 9268 Limit 1 Sell 2.692 Order Sent Sim1 Open Order 2015-09-10 08:04:17.001 [Sim]NG-201510-NYMEX Simulated order accepted 9268 9268 Limit 1 Sell 2.692 Open Sim1 Open Order 2015-09-10 08:05:17.000 [Sim]NG-201510-NYMEX Trade simulation fill. Bid: 2.692 Ask: 2.692 Last: 2.692 9268 9268 Limit 1 Sell 2.692 Filled 2.692 1 Sim1 Open Fill 2015-09-10 08:05:17.001 [Sim]NG-201510-NYMEX Trade simulation fill. Bid: 2.692 Ask: 2.692 Last: 2.692 9268 9268 Limit 1 Sell 2.692 Filled 2.692 1 Sim1 Open -1 9268.5 Order 2015-09-10 08:05:34.000 [Sim]NG-201510-NYMEX NG-201510-NYMEX 15 Min #1 | User order entry | Last: 2.6930001 9269 Limit 1 Buy 2.667 Order Sent Sim1 Close -1 Order 2015-09-10 08:05:34.001 [Sim]NG-201510-NYMEX Simulated order accepted 9269 9269 Limit 1 Buy 2.667 Open Sim1 Close -1 Order 2015-09-10 08:05:37.000 [Sim]NG-201510-NYMEX NG-201510-NYMEX 15 Min #1 | User order modification. Requested Price: 2.6550001. Requested Quantity: 1 9269 9269 Limit 1 Buy 2.667 Pending Modify Sim1 Close -1 Order 2015-09-10 08:05:37.001 [Sim]NG-201510-NYMEX Simulated order modify complete 9269 9269 Limit 1 Buy 2.655 Open Sim1 Close -1 Order 2015-09-10 08:08:18.000 [Sim]CL-201510-NYMEX CL-201510-NYMEX 15 Min #1 | User order entry | Last: 44.200001 9270 Limit 1 Buy 43.55 Order Sent Sim1 Close -1 Order 2015-09-10 08:08:18.001 [Sim]CL-201510-NYMEX Simulated order accepted 9270 9270 Limit 1 Buy 43.55 Open Sim1 Close -1 Order 2015-09-10 08:45:05.000 [Sim]ZS-201511-ECBOT Trade simulation fill. Bid: -100.00 Ask: -100.00 Last: 868.50 9262 9262 Limit 1 Buy 867.50 Filled -100.00 1 Sim1 Close -1 Fill 2015-09-10 08:45:05.001 [Sim]ZS-201511-ECBOT Trade simulation fill. Bid: -100.00 Ask: -100.00 Last: 868.50 9262 9262 Limit 1 Buy 867.50 Filled -100.00 1 Sim1 Close 9262.6 |
| [2015-09-10 18:34:44] |
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This is due to incorrect Bid and Ask data from Interactive Brokers as this line indicates: Fill 2015-09-10 08:45:05.001 [Sim]ZS-201511-ECBOT Trade simulation fill. Bid: -100.00 Ask: -100.00 Last: 868.50 9262 9262 Limit 1 Buy 867.50 Filled -100.00 1 Sim1 Close 9262.6 You can contact Interactive Brokers about this. We cannot help with it other than to recommend you do not use their data feed and use the Sierra Chart Exchange Data Feed instead: Sierra Chart Exchange Data Feed Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-09-10 18:35:08
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