Support Board
Date/Time: Thu, 31 Oct 2024 10:12:39 +0000
Auto trading SPY chart using SPY options
View Count: 28169
| [2015-12-20 21:26:51] |
| User87521 - Posts: 83 |
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Interactive Brokers | Requesting Trade Positions (IB account data updates) for account: U413* | 2015-12-20 21:18:46 Interactive Brokers | Requesting historical order fills for account U413*. | 2015-12-20 21:18:46 Interactive Brokers | Received Trade Positions download end message for account U413* | 2015-12-20 21:18:46 Interactive Brokers | Stopping automatic Trade Position updates for account: U413* | 2015-12-20 21:18:46 Interactive Brokers | Received Open orders end message. | 2015-12-20 21:18:46 Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2015-12-20 21:18:46 SPY 3 Min #5 | Reloading chart. | 2015-12-20 21:19:03 Interactive Brokers | Starting real-time market data updates for: SPY-OPT-20160115-198-P-SMART-100-USD. ID: 8 | 2015-12-20 21:19:04 Interactive Brokers | Subscribing to Symbol: SPY, SecurityType: OPT, Expiration: 20160115, Exchange: SMART, Currency: USD, Multiplier: 100 | 2015-12-20 21:19:04 Error sending order to server. | Symbol: spy-opt-20160115-198-p-smart-100-usd | TradeAccount: U4130755 | InternalOrderID: 125801 | 2015-12-20 21:15:55 * Interactive Brokers | Sent reqOpenOrders request | 2015-12-20 21:18:46 Interactive Brokers | Sent reqOpenOrders request | 2015-12-20 21:24:08 I am having a problem getting my auto trade to work. I had it working fine on SPY and now that I added the option trade proxy I am getting an error. It seems like I need to allow an API in my interactive brokers but I'm not sure what to do there. Thanks for any help. |
| [2015-12-20 21:33:40] |
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This line is an indication there was no response from Trader Workstation to the submitting of the order: Error sending order to server. | Symbol: spy-opt-20160115-198-p-smart-100-usd | TradeAccount: U4130755 | InternalOrderID: 125801 | 2015-12-20 21:15:55 Wait until the market is open and try again. We also recommend opening a chart specific for that symbol, and do manual trades from the chart and see what feedback you get from Trader Workstation. 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 |
| [2015-12-20 21:35:18] |
| User87521 - Posts: 83 |
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OK, will try when the markets opens. Thanks.
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| [2015-12-21 14:39:09] |
| User87521 - Posts: 83 |
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No it still didn't work. Interactive Brokers | Requesting Trade Positions (IB account data updates) for account: U413* | 2015-12-21 14:34:25 Interactive Brokers | Requesting historical order fills for account U413*. | 2015-12-21 14:34:25 Interactive Brokers | Received Trade Positions download end message for account U413* | 2015-12-21 14:34:25 Interactive Brokers | Stopping automatic Trade Position updates for account: U413* | 2015-12-21 14:34:25 Interactive Brokers | Received Open orders end message. | 2015-12-21 14:34:25 Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2015-12-21 14:34:25 Message from IB: Market data farm connection is inactive but should be available upon demand.usfuture. IB Error Code: 2108. Request ID: -1. | 2015-12-21 14:34:39 Message from IB: Market data farm connection is inactive but should be available upon demand.usfarm.us. IB Error Code: 2108. Request ID: -1. | 2015-12-21 14:34:39 Message from IB: Market data farm connection is inactive but should be available upon demand.usfuture. IB Error Code: 2108. Request ID: -1. | 2015-12-21 14:34:39 Message from IB: Market data farm connection is inactive but should be available upon demand.usfarm.us. IB Error Code: 2108. Request ID: -1. | 2015-12-21 14:34:39 Message from IB: Market data farm connection is OK:usfuture. IB Error Code: 2104. Request ID: -1. | 2015-12-21 14:34:41 Message from IB: Market data farm connection is OK:usfarm.us. IB Error Code: 2104. Request ID: -1. | 2015-12-21 14:34:41 Trade Activity Log file read result: 35 records inserted. 0 records filtered. | 2015-12-21 14:09:39 Trade Activity Log file date-time limits: Sim records date-time limit is 2015-12-06 00:00:00. Non-sim records date-time limit is 2015-11-20 00:00:00. Non-sim fill record date-time limit is 2015-09-19 00:00:00. | 2015-12-21 14:09:39 Interactive Brokers | Sent reqOpenOrders request | 2015-12-21 14:09:50 Trading Message from IB: Error validating request:-'rd' : cause - When the local symbol field is empty, please fill all option fields (right, strike, expiry). Error Code: 321. ServiceOrderID: 4. | 2015-12-21 14:09:54 SPY/spy-opt-20160115-204-c-smart-100-usd 3 Min #7 | SendOrdersToTradeService is not consistent with 'Trade >> Trade Simulation Mode On' setting. Order action ignored. | 2015-12-21 14:09:54 Interactive Brokers | Sent reqOpenOrders request | 2015-12-21 14:10:09 Interactive Brokers | Sent reqOpenOrders request | 2015-12-21 14:34:25 Error sending order to server. | Symbol: spy-opt-20160115-198-p-smart-100-usd | TradeAccount: U4130755 | InternalOrderID: 125802 | 2015-12-21 14:34:25 * |
| [2015-12-21 15:11:12] |
| User87521 - Posts: 83 |
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FYI, using the option symbol directly in a chart of its own and doing a manual trade from the chart worked perfect.
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| [2015-12-21 17:23:31] |
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Capitalize all of the letters in this symbol: spy-opt-20160115-198-p-smart-100-usd And try again. 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: 2015-12-21 17:23:40
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| [2015-12-21 18:00:45] |
| User87521 - Posts: 83 |
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I did try that and it didn't help. What I ended up doing was changing my charts up a bit and it seemed to work. Previously, I had both a long and a short trade in a separate chart, along with a spreadsheet for each chart. As well, I had a couple charts that did not have trade sheets attached, for information purposes. These were all in one chartbook. I separated them out to separate chartbooks, each with only the chart and the spreadsheet, one for long and one for short. This seems to have worked, but the long side has not triggered yet to know for sure. I am not sure why this would not have worked all in one chartbook, especially with separate spreadsheets. FWIW, I have tried to put both the buy and short signals into one spreadsheet and it also did not work. |
| [2015-12-21 18:30:59] |
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None of this is relevant to the problem whatsoever. Any different behavior you are seeing is purely coincidental. That we are 100% certain of. This message clearly indicates there has been no response from Trader Workstation to the submission of an order: Error sending order to server. | Symbol: spy-opt-20160115-198-p-smart-100-usd | TradeAccount: U4130755 | InternalOrderID: 125802 | 2015-12-21 14:34:25 * Is the status of the order initially "Order Sent" and after about 10 to 15 seconds it disappears and this error is given? 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 18:46:49] |
| User87521 - Posts: 83 |
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It is possible that happened, but there was no delay that I noticed if it did. That is, it is possible that the order was sent and an error was given, but it happened immediately. I was watching it and nothing happened. No pending order. Nothing in the TWS main window. When I separated the charts, the order went immediately upon bar close. I don't have anything else running that would have triggered the order. |
| [2015-12-21 20:36:42] |
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Next time you notice this, provide us the lines in the Trade Activity Log for that order by following these instructions here: https://www.sierrachart.com/index.php?page=doc/doc_TradeActivityLog.php#TradeActivityLogToSupport Or you can attach them as a private file attachment. Here are instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile 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 21:18:20] |
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This is the problem or part of the problem: Trading Message from IB: Error validating request:-'rd' : cause - When the local symbol field is empty, please fill all option fields (right, strike, expiry). Error Code: 321. ServiceOrderID: 4. | 2015-12-21 14:09:54 In the next release, this error will be properly handled. As we implemented support for that error, we can see just how disorderly the Interactive Brokers API with order communication is and why so many of the problems that exist with failed order communication do exist. Interactive Brokers is not the only one who does this, but it is one of the worst. We also see this a little with Rithmic. Interactive Brokers needs to implement the DTC Protocol: http://dtcprotocol.org/ 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: 2015-12-21 21:19:10
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| [2015-12-22 18:39:26] |
| User87521 - Posts: 83 |
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OK, having some issues again. As stated before, I have two chartbooks running. Both chartbooks are charting SPY. One chartbook has a spreadsheet that will trade SPY puts and one has a spreadsheet that will trade SPY calls. The chartbook that is trading the puts is working fine. There have been a few whipsaws today, and I have been traded in and out every time. The chartbook that is trading the calls has not worked at all. (The Calls chartbook should have a position whenever the puts chartbook sells out. Same parameters.) Is this the same error you mentioned above, or could it be some other reason one chartbook works and the other does not. FWIW, as you will see in the log, I did a manual call trade to see if the system would do a sell exit. It didn't. Thanks. Interactive Brokers | Requesting Trade Positions (IB account data updates) for account: U413* | 2015-12-22 18:12:57 Interactive Brokers | Requesting historical order fills for account U413*. | 2015-12-22 18:12:57 Interactive Brokers | Received Trade Positions download end message for account U413* | 2015-12-22 18:12:57 Interactive Brokers | Stopping automatic Trade Position updates for account: U413* | 2015-12-22 18:12:57 Interactive Brokers | Received Open orders end message. | 2015-12-22 18:12:57 Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2015-12-22 18:12:57 Interactive Brokers | Requesting Trade Positions (IB account data updates) for account: U413* | 2015-12-22 18:21:03 Interactive Brokers | Received Trade Positions download end message for account U413* | 2015-12-22 18:21:03 Interactive Brokers | Stopping automatic Trade Position updates for account: U413* | 2015-12-22 18:21:03 Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2015-12-22 18:21:03 Interactive Brokers | Requesting historical order fills for account U413*. | 2015-12-22 18:21:15 Interactive Brokers | Received Open orders end message. | 2015-12-22 18:21:16 Interactive Brokers | Requesting Trade Positions (IB account data updates) for account: U413* | 2015-12-22 18:24:03 Interactive Brokers | Received Trade Positions download end message for account U413* | 2015-12-22 18:24:03 Interactive Brokers | Stopping automatic Trade Position updates for account: U413* | 2015-12-22 18:24:03 Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2015-12-22 18:24:03 Interactive Brokers | Received Open orders end message. | 2015-12-22 18:24:15 Interactive Brokers | Requesting Trade Positions (IB account data updates) for account: U413* | 2015-12-22 18:30:05 Interactive Brokers | Received Trade Positions download end message for account U413* | 2015-12-22 18:30:05 Interactive Brokers | Stopping automatic Trade Position updates for account: U413* | 2015-12-22 18:30:05 Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2015-12-22 18:30:05 Interactive Brokers | Received Open orders end message. | 2015-12-22 18:30:17 Interactive Brokers | Requesting Trade Positions (IB account data updates) for account: U413* | 2015-12-22 18:33:03 Interactive Brokers | Received Trade Positions download end message for account U413* | 2015-12-22 18:33:03 Interactive Brokers | Stopping automatic Trade Position updates for account: U413* | 2015-12-22 18:33:03 Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2015-12-22 18:33:03 Interactive Brokers | Received Open orders end message. | 2015-12-22 18:33:15 Trade Activity Log file read result: 120 records inserted. 0 records filtered. | 2015-12-22 18:08:25 Trade Activity Log file date-time limits: Sim records date-time limit is 2015-12-07 00:00:00. Non-sim records date-time limit is 2015-11-21 00:00:00. Non-sim fill record date-time limit is 2015-09-20 00:00:00. | 2015-12-22 18:08:25 Auto-trade: SPY/spy-opt-20160115-204-c-smart-100-usd 3 Min #7 | SPYTrade | BuyEntry signal is ignored because a Long position exists or working order quantities indicate a potential Long position, and Multiple Entries in Same Direction is not enabled. Position quantity: 1. Position with working orders quantity: 1 | Bar Start Time: 2015-12-22 18:03:00 | 2015-12-22 18:08:37 Interactive Brokers | Sent reqOpenOrders request | 2015-12-22 18:10:08 Auto-trade: SPY/SPY-OPT-20160115-198-P-SMART-100-USD 3 Min #5 | QQQTrade | BuyExit signal is ignored. Long position quantity does not exist or there are already working exit orders that will flatten the position. Current Position with working exit orders: 0. Current Position: 0. Current Position with exit market orders: 0 | 2015-12-22 18:10:13 Auto-trade: SPY/SPY-OPT-20160115-C-SMART-100-USD 3 Min #7 | SPYTrade | BuyExit signal is ignored. Long position quantity does not exist or there are already working exit orders that will flatten the position. Current Position with working exit orders: 0. Current Position: 0. Current Position with exit market orders: 0 | 2015-12-22 18:12:02 Interactive Brokers | Sent reqOpenOrders request | 2015-12-22 18:12:17 Inserted missing order fill for symbol: SPY-OPT-20160115-204.0-C-GEMINI-100-USD. Date-Time: 2015-12-22 18:11:48. | 2015-12-22 18:12:17 Interactive Brokers | Sent reqOpenOrders request | 2015-12-22 18:12:57 Inserted missing order fill for symbol: SPY-OPT-20160115-198.0-P-BOX-100-USD. Date-Time: 2015-12-22 18:11:52. | 2015-12-22 18:12:57 Trading Message from IB: Error validating request:-'rd' : cause - Currency C is not allowed. Error Code: 321. ServiceOrderID: 15. | 2015-12-22 18:21:00 Trading Message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 16. | 2015-12-22 18:21:01 Interactive Brokers | Sent reqOpenOrders request | 2015-12-22 18:21:15 Error sending order to server. | Symbol: SPY-OPT-20160115-C-SMART-100-USD | TradeAccount: U4130755 | InternalOrderID: 127292 | 2015-12-22 18:21:16 * Auto-trade: SPY/SPY-OPT-20160115-C-SMART-100-USD 3 Min #7 | SPYTrade | BuyExit signal is ignored. Long position quantity does not exist or there are already working exit orders that will flatten the position. Current Position with working exit orders: 0. Current Position: 0. Current Position with exit market orders: 0 | 2015-12-22 18:24:00 Trading Message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 17. | 2015-12-22 18:24:00 Interactive Brokers | Sent reqOpenOrders request | 2015-12-22 18:24:15 Trading Message from IB: Error validating request:-'rd' : cause - Currency C is not allowed. Error Code: 321. ServiceOrderID: 18. | 2015-12-22 18:30:02 Trading Message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 19. | 2015-12-22 18:30:02 Interactive Brokers | Sent reqOpenOrders request | 2015-12-22 18:30:17 Auto-trade: SPY/SPY-OPT-20160115-C-SMART-100-USD 3 Min #7 | SPYTrade | BuyExit signal is ignored. Long position quantity does not exist or there are already working exit orders that will flatten the position. Current Position with working exit orders: 0. Current Position: 0. Current Position with exit market orders: 0 | 2015-12-22 18:33:00 Trading Message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 20. | 2015-12-22 18:33:00 Interactive Brokers | Sent reqOpenOrders request | 2015-12-22 18:33:15 Error sending order to server. | Symbol: SPY-OPT-20160115-C-SMART-100-USD | TradeAccount: U4130755 | InternalOrderID: 127295 | 2015-12-22 18:33:15 * |
| [2015-12-22 18:54:29] |
| User87521 - Posts: 83 |
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I think I figured this one out. I am missing the Strike Price parameter in the Call spreadsheet. Pulling my F'ing hair out. LOL. I'll let you know if the trades go off properly or not. |
| [2015-12-22 19:05:35] |
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This is the relevant error message: Trading Message from IB: Error validating request:-'rd' : cause - Currency C is not allowed. Error Code: 321. ServiceOrderID: 15. | 2015-12-22 18:21:00
Although it is not occurring consistently when apparently it should. We are doing some testing related to this now. 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 19:06:35] |
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Just saw post #13. Yes, that is 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 |
| [2016-01-03 19:36:55] |
| User87521 - Posts: 83 |
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FYI, have been running this for a week or two and all is working perfect. Thanks.
Date Time Of Last Edit: 2016-01-03 19:37:15
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