Login Page - Create Account

Support Board


Date/Time: Fri, 27 Dec 2024 00:52:18 +0000



Order disappears

View Count: 1273

[2015-12-17 06:40:43]
User58159 - Posts: 62
Dear SC,

My long orders dissappeared few seconds after they have been sent to IB. Then, I could see the children orders (OCO), which dissapeared after the SL was hit.

Then a new shot order appeared (I did not do it), after a few seconds it switchet down by itself. So, please advice ..

Software version: 1332 | 2015-12-17 00:30:33
Uses New Spreadsheets | 2015-12-17 00:30:33
Usage end date: 2016-03-27 | 2015-12-17 00:30:33
Enabled for: Advanced Features. | 2015-12-17 00:30:33
Enabled for: Advanced Features 2. | 2015-12-17 00:30:33
Enabled for: Sierra Chart Historical Data Service. | 2015-12-17 00:30:33
Enabled for: Sierra Chart Real-Time Exchange Data Feed. | 2015-12-17 00:30:33
Enabled for: INDEXES_DATA_BARCHART | 2015-12-17 00:30:33
Enabled for: CME (Trading Account Required) | 2015-12-17 00:30:33
Enabled for: CBOT (Trading Account Required) | 2015-12-17 00:30:33
Enabled for: COMEX (Trading Account Required) | 2015-12-17 00:30:33
Enabled for: NYMEX (Trading Account Required) | 2015-12-17 00:30:33
Received 1 data feed usernames. | 2015-12-17 00:30:33
Allow Support for Sierra Chart Data Feeds is enabled. | 2015-12-17 00:30:33
Current selected Data/Trading service: Interactive Brokers | 2015-12-17 00:30:33
Chart Update Interval: 500 | 2015-12-17 00:30:33
Time Zone: -06:00:00 (CST-06CDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2015-12-17 00:30:33
2015-12-17 00:30:33 Local computer time | 2015-12-17 00:30:33
2015-12-17 06:30:33 Local computer time in UTC | 2015-12-17 00:30:33
2015-12-17 00:30:33 Local computer time in SC Time Zone | 2015-12-17 00:30:33
2015-12-17 06:30:33 Server time in UTC | 2015-12-17 00:30:33
Local computer UTC time and Server UTC time difference: 0 seconds. | 2015-12-17 00:30:33
Program path: C:\SierraChart_IB\ | 2015-12-17 00:30:33
Data Files path: C:\SierraChart_IB\Data\ | 2015-12-17 00:30:33
OS Version Number: 6.2 | 2015-12-17 00:30:33
Locale Information: C | 2015-12-17 00:30:33

Checking for new symbol settings for ib | 2015-12-17 00:30:33
HTTPS connection to www.sierrachart.com:443 (0) | Resolved address sierrachart.com to IP 5.9.8.236 | 2015-12-17 00:30:33
HTTPS connection to www.sierrachart.com:443 (3) | Connected. | 2015-12-17 00:30:33
HTTPS connection to www.sierrachart.com:443 (3) | Starting TLS 1.2 connection. | 2015-12-17 00:30:33
HTTPS connection to www.sierrachart.com:443 (3) | SSL connection established. | 2015-12-17 00:30:33
Symbol settings are up-to-date for ib | 2015-12-17 00:30:34
HTTPS connection to www.sierrachart.com:443 (3) | SSL connection closed by remote side. | 2015-12-17 00:30:39
HTTPS connection to www.sierrachart.com:443 (3) | SSL object has been freed. SSL state is now disconnected. | 2015-12-17 00:30:39
HTTPS connection to www.sierrachart.com:443 (3) | Shutdown and closed. | 2015-12-17 00:30:39

Interactive Brokers: Connecting to 127.0.0.1:7496 | 2015-12-17 00:34:20
Socket (5) | Connected. | 2015-12-17 00:34:20
Socket connected to TWS. Sending client version: 62. Waiting for acceptance. | 2015-12-17 00:34:20
Interactive Brokers | TWS server version: 76 | 2015-12-17 00:34:20
Interactive Brokers | Connected. Waiting for account information. | 2015-12-17 00:34:20
IB Account information received. | 2015-12-17 00:34:20
Interactive Brokers | Received 3 Trade Accounts from TWS. | 2015-12-17 00:34:20
Interactive Brokers | Connected to Live account. | 2015-12-17 00:34:20
Interactive Brokers | Year-Month last connected to Live account: 2015-12 | 2015-12-17 00:34:20
Interactive Brokers | Requesting Trade Positions (IB account data updates) for account: U112* | 2015-12-17 00:34:20
Interactive Brokers | Connected to data and trading server. | 2015-12-17 00:34:20
Mapping NQ-201509-GLOBEX to NQU15. Service code: cme | 2015-12-17 00:34:20
SC Exchange Data | Starting real-time market data updates for: NQU15. ID: 1 | 2015-12-17 00:34:20
Using username 0 | 2015-12-17 00:34:20
SC Exchange Data | Connecting to the server scdf1.sierracharts.com. Port 443 | 2015-12-17 00:34:20
Mapping YM-201509-ECBOT to YMU15. Service code: cbot | 2015-12-17 00:34:20
SC Exchange Data | Starting real-time market data updates for: YMU15. ID: 2 | 2015-12-17 00:34:20
Mapping ES-201509-GLOBEX to ESU15. Service code: cme | 2015-12-17 00:34:20
SC Exchange Data | Starting real-time market data updates for: ESU15. ID: 3 | 2015-12-17 00:34:20
Mapping EMD-201509-GLOBEX to EMDU15. Service code: cme | 2015-12-17 00:34:20
SC Exchange Data | Starting real-time market data updates for: EMDU15. ID: 4 | 2015-12-17 00:34:20
Next valid order ID: 4087 | 2015-12-17 00:34:20
Message from IB: Market data farm connection is OK:usfuture. IB Error Code: 2104. Request ID: -1. | 2015-12-17 00:34:20
Message from IB: Market data farm connection is OK:cashfarm. IB Error Code: 2104. Request ID: -1. | 2015-12-17 00:34:20
Message from IB: Market data farm connection is OK:usfarm. IB Error Code: 2104. Request ID: -1. | 2015-12-17 00:34:20
Message from IB: HMDS data farm connection is OK:ushmds.us. IB Error Code: 2106. Request ID: -1. | 2015-12-17 00:34:20
Message from IB: HMDS data farm connection is OK:ilhmds. IB Error Code: 2106. Request ID: -1. | 2015-12-17 00:34:20
Message from IB: HMDS data farm connection is OK:cashhmds. IB Error Code: 2106. Request ID: -1. | 2015-12-17 00:34:20
Message from IB: HMDS data farm connection is OK:fundfarm. IB Error Code: 2106. Request ID: -1. | 2015-12-17 00:34:20
Message from IB: HMDS data farm connection is OK:ethmds. IB Error Code: 2106. Request ID: -1. | 2015-12-17 00:34:20
Message from IB: HMDS data farm connection is OK:ushmds. IB Error Code: 2106. Request ID: -1. | 2015-12-17 00:34:20
Socket (0) | Resolved address ds6.sierracharts.com to IP 8.18.161.131 | 2015-12-17 00:34:20
Next valid order ID: 4087 | 2015-12-17 00:34:20
IB Account information received. | 2015-12-17 00:34:20
Interactive Brokers | Received 3 Trade Accounts from TWS. | 2015-12-17 00:34:20
Interactive Brokers | Connected to Live account. | 2015-12-17 00:34:20
Interactive Brokers | Year-Month last connected to Live account: 2015-12 | 2015-12-17 00:34:20
Socket (6) | Connected. | 2015-12-17 00:34:20
SC Exchange Data | Connected to server. | 2015-12-17 00:34:20
SC Exchange Data | Setting DTC Encoding to Binary | 2015-12-17 00:34:20
SC Exchange Data | Sending logon request message. | 2015-12-17 00:34:20
Interactive Brokers | Received Trade Positions download end message for account U112* | 2015-12-17 00:34:20
Interactive Brokers | Stopping automatic Trade Position updates for account: U112* | 2015-12-17 00:34:20
Interactive Brokers | Requesting Trade Positions (IB account data updates) for account: U113* | 2015-12-17 00:34:20
Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2015-12-17 00:34:20
Interactive Brokers | Received Trade Positions download end message for account U113* | 2015-12-17 00:34:20
Interactive Brokers | Stopping automatic Trade Position updates for account: U113* | 2015-12-17 00:34:20
Interactive Brokers | Requesting Trade Positions (IB account data updates) for account: U889* | 2015-12-17 00:34:20
Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2015-12-17 00:34:20
SC Exchange Data | Server Name: SC Realtime Server. | 2015-12-17 00:34:20
SC Exchange Data | Server protocol version: 7. Client protocol version: 7 | 2015-12-17 00:34:20
SC Exchange Data | Successfully connected. | 2015-12-17 00:34:20
SC Exchange Data | Restarting real-time data updates for symbol: EMD-201509-GLOBEX -> EMDU15 | 2015-12-17 00:34:20
SC Exchange Data | Restarting real-time data updates for symbol: ES-201509-GLOBEX -> ESU15 | 2015-12-17 00:34:20
SC Exchange Data | Restarting real-time data updates for symbol: NQ-201509-GLOBEX -> NQU15 | 2015-12-17 00:34:20
SC Exchange Data | Restarting real-time data updates for symbol: YM-201509-ECBOT -> YMU15 | 2015-12-17 00:34:20
Real-time data for symbol EMD-201509-GLOBEX is currently unavailable. | 2015-12-17 00:34:20
Real-time data for symbol ES-201509-GLOBEX is currently unavailable. | 2015-12-17 00:34:20
Real-time data for symbol NQ-201509-GLOBEX is currently unavailable. | 2015-12-17 00:34:20
Real-time data for symbol YM-201509-ECBOT is currently unavailable. | 2015-12-17 00:34:20
Interactive Brokers | Received Trade Positions download end message for account U889* | 2015-12-17 00:34:21
Interactive Brokers | Stopping automatic Trade Position updates for account: U889* | 2015-12-17 00:34:21
Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2015-12-17 00:34:21
Interactive Brokers | Requesting Trade Positions (IB account data updates) for account: U112* | 2015-12-17 00:34:25
Interactive Brokers | Received Open orders end message. | 2015-12-17 00:34:25
Interactive Brokers | Received Trade Positions download end message for account U112* | 2015-12-17 00:34:25
Interactive Brokers | Stopping automatic Trade Position updates for account: U112* | 2015-12-17 00:34:25
Interactive Brokers | Requesting Trade Positions (IB account data updates) for account: U113* | 2015-12-17 00:34:25
Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2015-12-17 00:34:25
Interactive Brokers | Received Trade Positions download end message for account U113* | 2015-12-17 00:34:25
Interactive Brokers | Stopping automatic Trade Position updates for account: U113* | 2015-12-17 00:34:25
Interactive Brokers | Requesting Trade Positions (IB account data updates) for account: U889* | 2015-12-17 00:34:25
Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2015-12-17 00:34:25
Interactive Brokers | Received Trade Positions download end message for account U889* | 2015-12-17 00:34:25
Interactive Brokers | Stopping automatic Trade Position updates for account: U889* | 2015-12-17 00:34:25
Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2015-12-17 00:34:25
[2015-12-17 08:43:22]
Sierra Chart Engineering - Posts: 104368

My long orders dissappeared few seconds after they have been sent to IB. Then, I could see the children orders (OCO), which dissapeared after the SL was hit.
We assume you are referring to a disappearing Trade Position. This issue has been resolved and the Message Log you posted indicates you are on a version where this should not occur and we do see that the Trade Position data is being properly requested and received from Interactive Brokers.

Nevertheless, there is a newer version although it probably will not make any difference. But we recommend updating anyway. Here are instructions:
https://www.sierrachart.com/index.php?page=doc/download.php#FastUpdate

We recommend trading futures contracts on your Interactive Brokers paper trading account and see if you can consistently reproduce the issue. If not, and it only occasionally occurs, then it is going to be some issue on the Interactive Broker side.



Then a new shot order appeared (I did not do it), after a few seconds it switchet down by itself. So, please advice ..

For an understanding as to what exactly has happened, refer to the Trade Activity Log:
https://www.sierrachart.com/index.php?page=doc/doc_TradeActivityLog.php#ViewingHistoricalTA

And refer to this section here:
Interactive Brokers Trading Service: Trading Related Issues

The problems with Interactive Brokers are very troubling. We are very disturbed by this. This is a risk that you have to accept when using that system.
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: 2015-12-17 08:44:47
[2015-12-18 08:39:34]
User58159 - Posts: 62
Yesterday I did two trades, the problems are still there. This morning I tried do the trade (one trade with two OCO contracts) on my simulated account and everything worked perfect, same, as I can see on my sim Sierra account at the time of backtesting strategies.

Is not the problem with my IB account? I mean, my account No:x has two subacconts No:X.Y, and No:X.Z. My simulated account has only one No:X. So, if I ask IB to cancel my subacconts, then problem could be resolved. What do you think?
image20151218_Dotaz_1.2.jpg / V - Attached On 2015-12-18 08:39:09 UTC - Size: 734.94 KB - 364 views
image20151218_Dotaz_1.1.jpg / V - Attached On 2015-12-18 08:39:21 UTC - Size: 648.16 KB - 338 views
Attachment Deleted.
[2015-12-18 08:45:54]
Sierra Chart Engineering - Posts: 104368
Sierra Chart is more than able to handle multiple trading accounts when connected to TWS. It has supported this for a long time and it has worked reliably. And we can also see in the Message Log you posted, that it is supporting them as expected.

When you do not see the current Trade Position being reported on a chart, we want to know if you see it on the Trade >> Trade Orders and Positions >> Positions tab. Here is more information about that:
https://www.sierrachart.com/index.php?page=doc/doc_TradeStatusWindows.html#IncorrectlyReportedTradePosition

Do you see it but it just shows up with a number instead of the actual symbol?
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: 2015-12-18 08:47:33
[2015-12-18 12:29:55]
User58159 - Posts: 62
Simulated trading account communicates with TOP properly, see below:
image20151218_2.1.jpg / V - Attached On 2015-12-18 12:29:01 UTC - Size: 640.86 KB - 315 views
image20151218_2.2.jpg / V - Attached On 2015-12-18 12:29:11 UTC - Size: 601.45 KB - 347 views
image20151218_2.3.jpg / V - Attached On 2015-12-18 12:29:20 UTC - Size: 666.77 KB - 329 views
image20151218_2.4.jpg / V - Attached On 2015-12-18 12:29:29 UTC - Size: 654.2 KB - 313 views
image20151218_2.5.jpg / V - Attached On 2015-12-18 12:29:37 UTC - Size: 626.16 KB - 300 views
[2015-12-18 13:23:52]
User58159 - Posts: 62
So, on my main account I can see trades a few seconds only (trades orders and positions, Positions). All Sierra shortcuts are out of order ..
Private File
Private File
[2015-12-18 13:26:23]
User58159 - Posts: 62
I have contacted IB. No responce from them till now.
[2015-12-18 16:05:23]
User58159 - Posts: 62
See enclosure, please ..
image20151218_4.1.jpg / V - Attached On 2015-12-18 16:05:18 UTC - Size: 253.95 KB - 331 views
[2015-12-19 11:27:20]
Sierra Chart Engineering - Posts: 104368
We are going to add some more logging in the next release coming out tomorrow, which will help us determine the source of the problem.
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
[2015-12-19 17:52:34]
Sierra Chart Engineering - Posts: 104368
Also in regards to asking Interactive Brokers about this problem, it is not possible for them to easily give the reason for the problem because they do not know how Sierra Chart is interacting with their API.

Although the root of the problem is on the Interactive Brokers side, only we can make a determination, to the extent we can, as to the reason for the problem. The Interactive Brokers API is poorly designed in many ways and when it comes to providing Position data, this is one area where it does have an insufficient and limiting design. Which creates this kind of problem to begin with.

It is very easy for them to claim everything is fine, but because of the very roundabout and complex way to get Positions from the Interactive Brokers API, is the reason why this problem sometimes occurs.

Anyway, as we are adding the additional logging, we have an idea why this is occurring. In the next release we think we will have it solved.
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: 2015-12-19 17:53:25
[2015-12-19 21:13:45]
User297539 - Posts: 55
Hello! My interested seen Indicator (Wem's Tape Reader), please tell me where I can find it.
[2015-12-19 23:50:07]
Sierra Chart Engineering - Posts: 104368
The message at post #11 is not posted in the right place. Start a new Support Request.
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
[2015-12-21 04:53:45]
Sierra Chart Engineering - Posts: 104368
We have released version 1342. Update with Help >> Download Prerelease. we expect the problem is solved.

For some background about the issue. Interactive Brokers Trader Workstation is not capable of sending Trade Position updates automatically for multiple accounts at the same time.

Therefore, whenever there is an order fill received from TWS, Sierra Chart will manually request Positions for all accounts. Previously it waited 2 seconds after the order fill before doing this. We have increased this to 4 seconds and we think the problem was the delay was not long enough.

Common sense is that the Position data should be up-to-date at the time of the order fill but apparently not.
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
[2015-12-21 10:38:27]
User58159 - Posts: 62
Thank you for a support, you do for me. I updated SW to the prerelease version 1342 and today I check if trading is going correct. So, because I am not a specialist as you are I have one question:

- Would not be better for me (for us) to cancel two children IB accounts of my main account? I do not need all of them. I need just main one and quick communication between Sierra and IB.

Thank you, ..
[2015-12-21 16:10:32]
User58159 - Posts: 62
The trade orders are still not working (see enclosure) ..
image20151221_NQ_SIM_0.0.jpg / V - Attached On 2015-12-21 16:10:26 UTC - Size: 88.96 KB - 326 views
[2015-12-21 17:50:23]
Sierra Chart Engineering - Posts: 104368
The solution to the problem is going to be to cancel the other subaccounts on your Interactive Brokers main account.


Otherwise, we have done all we can to solve this.
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
[2015-12-22 14:00:54]
User58159 - Posts: 62
I will do that. Thnk you for your prompt support.

Nice day,
Premek

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account