Support Board
Date/Time: Fri, 27 Dec 2024 02:26:59 +0000
Orders getting filled in wrong prices
View Count: 1122
| [2016-03-15 18:04:54] |
| User736519 - Posts: 26 |
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Using IB paper trading(no data subscription) and Sierra chart data. When placing market orders from the chart, orders are getting filled at different prices and after a trade is opened, position price also shows differently(for eg: ES position is showing at 1995.41). Looks like Order gets filled either at the top of the bar or bottom of the bar. Can you please help. Already uploaded the message log to support
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| [2016-03-15 21:33:35] |
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Regarding the fill price of an order, you have to ask Interactive Brokers about that. If Trade >> Trade Simulation Mode is not enabled in Sierra Chart, then obviously we cannot help with it. position price also shows differently(for eg: ES position is showing at 1995.41)
Does this match the price that you see in Trade >> Trade Orders and Positions >> Positions >> Trade Service Average Price?
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: 2016-03-15 21:35:30
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| [2016-03-16 17:09:33] |
| User736519 - Posts: 26 |
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Yes, it matches the Trade Service average price that is showing as position on the chart.
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| [2016-03-16 21:08:49] |
| User736519 - Posts: 26 |
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How do I fix what it displays in the position.
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| [2016-03-16 21:31:45] |
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We apologize for the delay. We needed to do some documentation updates related to this. Do you have Global Settings >> Data/Trade Service Settings >>Use Interactive Brokers Provided Position Average Price set to True? 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 |
| [2016-03-17 03:57:07] |
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Here is the updated documentation for this: https://www.sierrachart.com/index.php?page=doc/doc_TradeStatusWindows.html#HowAvgPricePositionsCalcUsed 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 |
| [2016-03-17 16:37:20] |
| User736519 - Posts: 26 |
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Yes, It was set to true. I changed it to false. Now the position is showing correct price, but the fill price is not the correct price. Even for market orders it fills away from the current price. Saw this error in the message log. 2016-03-17 12:09:23 Interactive Brokers | Requesting historical order fills for account DU35*. | 2016-03-17 12:09:23 Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2016-03-17 12:09:23 Is there anything wrong here.? Software version: 1382 | 2016-03-17 12:09:09 Uses New Spreadsheets | 2016-03-17 12:09:09 Usage end date: 2016-04-14 | 2016-03-17 12:09:09 Enabled for: Advanced Features. | 2016-03-17 12:09:09 Enabled for: Advanced Features 2. | 2016-03-17 12:09:09 Enabled for: Sierra Chart Historical Data Service. | 2016-03-17 12:09:09 Enabled for: Sierra Chart Real-Time Exchange Data Feed. | 2016-03-17 12:09:09 Enabled for: INDEXES_DATA_BARCHART | 2016-03-17 12:09:09 Enabled for: CME (Trading Account Required) | 2016-03-17 12:09:09 Enabled for: CBOT (Trading Account Required) | 2016-03-17 12:09:09 Enabled for: COMEX (Trading Account Required) | 2016-03-17 12:09:09 Enabled for: NYMEX (Trading Account Required) | 2016-03-17 12:09:09 Enabled for: U.S. Equities (NYSE, NASDAQ, AMEX, BATS) | 2016-03-17 12:09:09 Enabled for: BATS (NYSE, NASDAQ) | 2016-03-17 12:09:09 Received 1 data feed usernames. | 2016-03-17 12:09:09 Allow Support for Sierra Chart Data Feeds is enabled. | 2016-03-17 12:09:09 Current selected Data/Trading service: Interactive Brokers | 2016-03-17 12:09:09 Chart Update Interval: 500 | 2016-03-17 12:09:09 Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2016-03-17 12:09:09 2016-03-17 12:09:12 Local computer time | 2016-03-17 12:09:09 2016-03-17 16:09:12 Local computer time in UTC | 2016-03-17 12:09:09 2016-03-17 12:09:12 Local computer time in SC Time Zone | 2016-03-17 12:09:09 2016-03-17 16:09:12 Server time in UTC | 2016-03-17 12:09:09 Local computer UTC time and Server UTC time difference: 0 seconds. | 2016-03-17 12:09:09 Program path: C:\SierraChart\ | 2016-03-17 12:09:09 Data Files path: C:\SierraChart\Data\ | 2016-03-17 12:09:09 OS Version Number: 6.2 | 2016-03-17 12:09:09 Locale Information: C | 2016-03-17 12:09:09 Checking for new symbol settings for ib | 2016-03-17 12:09:09 HTTPS connection to www.sierrachart.com:443 (0) | Resolved address sierrachart.com to IP 5.9.8.236. | 2016-03-17 12:09:09 HTTPS connection to www.sierrachart.com:443 (3) | Connected. | 2016-03-17 12:09:09 HTTPS connection to www.sierrachart.com:443 (3) | Starting TLS 1.2 connection. | 2016-03-17 12:09:09 HTTPS connection to www.sierrachart.com:443 (3) | SSL connection established. | 2016-03-17 12:09:09 Symbol settings are up-to-date for ib | 2016-03-17 12:09:13 Interactive Brokers: Connecting to 127.0.0.1:7496 | 2016-03-17 12:09:17 Socket (4) | Connected. | 2016-03-17 12:09:17 Socket connected to TWS. Sending client version: 62. Waiting for acceptance. | 2016-03-17 12:09:17 Interactive Brokers | TWS server version: 76 | 2016-03-17 12:09:18 Interactive Brokers | Connected. Waiting for account information. | 2016-03-17 12:09:18 IB Account information received. | 2016-03-17 12:09:18 Interactive Brokers | Received 1 Trade Accounts from TWS. | 2016-03-17 12:09:18 Interactive Brokers | Connected to Demo or Simulated account. | 2016-03-17 12:09:18 Interactive Brokers | Year-Month last connected to Live account: 2016-03 | 2016-03-17 12:09:18 Interactive Brokers | Connected to data and trading server. | 2016-03-17 12:09:18 Mapping XLF to xlf. Service code: equities.us | 2016-03-17 12:09:18 SC Data - All Services | Starting real-time market data updates for: xlf. ID: 1 | 2016-03-17 12:09:18 SC Data - All Services | Using username 0 | 2016-03-17 12:09:18 SC Data - All Services | Connecting to the server scdf1.sierracharts.com. Port 10047 | 2016-03-17 12:09:18 Intraday data recording state for symbol XLF is set to download 'Pending'. | 2016-03-17 12:09:18 Mapping XLK to xlk. Service code: equities.us | 2016-03-17 12:09:18 SC Data - All Services | Starting real-time market data updates for: xlk. ID: 2 | 2016-03-17 12:09:18 Intraday data recording state for symbol XLK is set to download 'Pending'. | 2016-03-17 12:09:18 Mapping SPY to spy. Service code: equities.us | 2016-03-17 12:09:18 SC Data - All Services | Starting real-time market data updates for: spy. ID: 3 | 2016-03-17 12:09:18 Intraday data recording state for symbol SPY is set to download 'Pending'. | 2016-03-17 12:09:18 Next valid order ID: 9 | 2016-03-17 12:09:18 Message from IB: Market data farm connection is OK:hfarm. IB Error Code: 2104. Request ID: -1. | 2016-03-17 12:09:18 Message from IB: Market data farm connection is OK:jfarm. IB Error Code: 2104. Request ID: -1. | 2016-03-17 12:09:18 Message from IB: Market data farm connection is OK:eufarm. IB Error Code: 2104. Request ID: -1. | 2016-03-17 12:09:18 Message from IB: Market data farm connection is OK:usfuture. IB Error Code: 2104. Request ID: -1. | 2016-03-17 12:09:18 Message from IB: Market data farm connection is OK:cashfarm. IB Error Code: 2104. Request ID: -1. | 2016-03-17 12:09:18 Message from IB: Market data farm connection is OK:usfarm.us. IB Error Code: 2104. Request ID: -1. | 2016-03-17 12:09:18 Message from IB: Market data farm connection is OK:usfarm. IB Error Code: 2104. Request ID: -1. | 2016-03-17 12:09:18 Message from IB: HMDS data farm connection is OK:ilhmds. IB Error Code: 2106. Request ID: -1. | 2016-03-17 12:09:18 Message from IB: HMDS data farm connection is OK:fundfarm. IB Error Code: 2106. Request ID: -1. | 2016-03-17 12:09:18 Message from IB: HMDS data farm connection is OK:ethmds. IB Error Code: 2106. Request ID: -1. | 2016-03-17 12:09:18 Message from IB: HMDS data farm connection is OK:ushmds. IB Error Code: 2106. Request ID: -1. | 2016-03-17 12:09:18 Next valid order ID: 9 | 2016-03-17 12:09:18 IB Account information received. | 2016-03-17 12:09:18 Interactive Brokers | Received 1 Trade Accounts from TWS. | 2016-03-17 12:09:18 Interactive Brokers | Connected to Demo or Simulated account. | 2016-03-17 12:09:18 Interactive Brokers | Year-Month last connected to Live account: 2016-03 | 2016-03-17 12:09:18 Delaying start of download for XLF | 2016-03-17 12:09:18 Socket (0) | Resolved address ds6.sierracharts.com to IP 8.18.161.131. | 2016-03-17 12:09:18 Socket (5) | Connected. | 2016-03-17 12:09:18 SC Data - All Services | Connected to server. | 2016-03-17 12:09:18 SC Data - All Services | Sending Encoding Request to server | 2016-03-17 12:09:18 Interactive Brokers | Sending request for contract details for contract ID 187532577 | 2016-03-17 12:09:18 Interactive Brokers | Received contract details for symbol ES-201606-GLOBEX | 2016-03-17 12:09:18 SC Data - All Services | Setting DTC Encoding to Binary VLS | 2016-03-17 12:09:18 SC Data - All Services | Sending logon request message. | 2016-03-17 12:09:18 SC Data - All Services | Received logon response. | 2016-03-17 12:09:18 SC Data - All Services | Server Name: SC Real-Time Server. | 2016-03-17 12:09:18 SC Data - All Services | Server protocol version: 7. Client protocol version: 7 | 2016-03-17 12:09:18 SC Data - All Services | Successfully connected. | 2016-03-17 12:09:18 SC Data - All Services | Restarting real-time data updates for symbol: SPY -> spy | 2016-03-17 12:09:18 SC Data - All Services | Restarting real-time data updates for symbol: XLF -> xlf | 2016-03-17 12:09:18 SC Data - All Services | Restarting real-time data updates for symbol: XLK -> xlk | 2016-03-17 12:09:18 HTTPS connection to www.sierrachart.com:443 (3) | SSL connection closed by remote side. | 2016-03-17 12:09:18 HTTPS connection to www.sierrachart.com:443 (3) | Connection gracefully closed by remote side. | 2016-03-17 12:09:18 HTTPS connection to www.sierrachart.com:443 (3) | SSL object has been freed. SSL state is now disconnected. | 2016-03-17 12:09:18 HTTPS connection to www.sierrachart.com:443 (3) | Shutdown and closed. | 2016-03-17 12:09:18 Delaying start of download for XLF | 2016-03-17 12:09:19 HD Request # 2 | Downloading Intraday chart data for XLF to the file XLF.scid. Service: equities.us | 2016-03-17 12:09:22 HD Request # 2 | Download start Date-Time: 2016-03-17 12:09:02.000 | 2016-03-17 12:09:22 HD Request # 2 | Using server: scdf2.sierracharts.com port 10149 | 2016-03-17 12:09:22 Socket (0) | Resolved address ds7.sierracharts.com to IP 8.18.161.133. | 2016-03-17 12:09:22 Socket (6) | Connected. | 2016-03-17 12:09:22 HD Request # 2 | Sending historical data logon request message. | 2016-03-17 12:09:22 HD Request # 2 | Requesting Intraday data. Start Date-Time: 2016-03-17 12:09:02. Record interval: 0. Symbol: XLF | 2016-03-17 12:09:22 HD Request # 2 | Decompressing data. | 2016-03-17 12:09:22 HD Request # 2 | Receiving Intraday data for XLF starting at 2016-03-17 12:09:02 | 2016-03-17 12:09:22 HD Request # 2 | Timestamp of first Intraday data file record written: 2016-03-17 12:09:02 | 2016-03-17 12:09:22 Socket (6) | Shutdown and closed. | 2016-03-17 12:09:22 The network socket for historical data has been closed. | 2016-03-17 12:09:22 HD Request # 2 | Received 12 records from 2016-03-17 12:09:02 to 2016-03-17 12:09:19 (17.0 seconds) and wrote 11 records for XLF | 2016-03-17 12:09:22 HD Request # 2 | Intraday download COMPLETE for XLF. Completion time: 0s. Unique request ID: 1 | 2016-03-17 12:09:22 Removed historical data download ID 1 | 2016-03-17 12:09:22 Real-time Intraday chart data file updates started for XLF | 2016-03-17 12:09:22 Opened cached Intraday file: C:\SierraChart\Data\XLF.scid | 2016-03-17 12:09:22 Intraday chart data file opened for XLF | 2016-03-17 12:09:22 Delaying start of download for XLK | 2016-03-17 12:09:22 HD Request # 3 | Downloading Intraday chart data for XLK to the file XLK.scid. Service: equities.us | 2016-03-17 12:09:22 HD Request # 3 | Download start Date-Time: 2016-03-17 12:09:02.000 | 2016-03-17 12:09:22 HD Request # 3 | Using server: scdf1.sierracharts.com port 10149 | 2016-03-17 12:09:22 Socket (0) | Resolved address ds6.sierracharts.com to IP 8.18.161.131. | 2016-03-17 12:09:22 Socket (7) | Connected. | 2016-03-17 12:09:22 HD Request # 3 | Sending historical data logon request message. | 2016-03-17 12:09:22 HD Request # 3 | Requesting Intraday data. Start Date-Time: 2016-03-17 12:09:02. Record interval: 0. Symbol: XLK | 2016-03-17 12:09:22 HD Request # 3 | Decompressing data. | 2016-03-17 12:09:22 HD Request # 3 | Receiving Intraday data for XLK starting at 2016-03-17 12:09:08 | 2016-03-17 12:09:22 HD Request # 3 | Timestamp of first Intraday data file record written: 2016-03-17 12:09:08 | 2016-03-17 12:09:22 Socket (7) | Shutdown and closed. | 2016-03-17 12:09:22 The network socket for historical data has been closed. | 2016-03-17 12:09:22 HD Request # 3 | Received 6 records from 2016-03-17 12:09:08 to 2016-03-17 12:09:16 (8.0 seconds) and wrote 6 records for XLK | 2016-03-17 12:09:22 HD Request # 3 | Intraday download COMPLETE for XLK. Completion time: 0s. Unique request ID: 2 | 2016-03-17 12:09:22 Removed historical data download ID 2 | 2016-03-17 12:09:22 Real-time Intraday chart data file updates started for XLK | 2016-03-17 12:09:22 Opened cached Intraday file: C:\SierraChart\Data\XLK.scid | 2016-03-17 12:09:22 Intraday chart data file opened for XLK | 2016-03-17 12:09:22 Delaying start of download for SPY | 2016-03-17 12:09:22 HD Request # 4 | Downloading Intraday chart data for SPY to the file SPY.scid. Service: equities.us | 2016-03-17 12:09:22 HD Request # 4 | Download start Date-Time: 2016-03-17 12:09:02.000 | 2016-03-17 12:09:22 HD Request # 4 | Using server: scdf2.sierracharts.com port 10149 | 2016-03-17 12:09:22 Socket (0) | Resolved address ds7.sierracharts.com to IP 8.18.161.133. | 2016-03-17 12:09:22 Socket (8) | Connected. | 2016-03-17 12:09:22 HD Request # 4 | Sending historical data logon request message. | 2016-03-17 12:09:22 HD Request # 4 | Requesting Intraday data. Start Date-Time: 2016-03-17 12:09:02. Record interval: 0. Symbol: SPY | 2016-03-17 12:09:22 HD Request # 4 | Decompressing data. | 2016-03-17 12:09:22 HD Request # 4 | Receiving Intraday data for SPY starting at 2016-03-17 12:09:02 | 2016-03-17 12:09:22 HD Request # 4 | Timestamp of first Intraday data file record written: 2016-03-17 12:09:02 | 2016-03-17 12:09:22 Socket (8) | Shutdown and closed. | 2016-03-17 12:09:22 The network socket for historical data has been closed. | 2016-03-17 12:09:22 HD Request # 4 | Received 125 records from 2016-03-17 12:09:02 to 2016-03-17 12:09:19 (17.0 seconds) and wrote 124 records for SPY | 2016-03-17 12:09:22 HD Request # 4 | Intraday download COMPLETE for SPY. Completion time: 0s. Unique request ID: 3 | 2016-03-17 12:09:22 Removed historical data download ID 3 | 2016-03-17 12:09:22 Real-time Intraday chart data file updates started for SPY | 2016-03-17 12:09:22 Opened cached Intraday file: C:\SierraChart\Data\SPY.scid | 2016-03-17 12:09:22 Intraday chart data file opened for SPY | 2016-03-17 12:09:22 Interactive Brokers | Requesting historical order fills for account DU35*. | 2016-03-17 12:09:23 Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2016-03-17 12:09:23 Interactive Brokers | Received Open orders end message. | 2016-03-17 12:09:23 Interactive Brokers | All contract details received for symbols used for trading. Re-requesting trading data. | 2016-03-17 12:09:23 Interactive Brokers | Requesting historical order fills for account DU35*. | 2016-03-17 12:09:23 Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2016-03-17 12:09:23 Interactive Brokers | Received Open orders end message. | 2016-03-17 12:09:23 |
| [2016-03-17 17:19:32] |
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We cannot help with this: Even for market orders it fills away from the current price.
It is TWS filling the order. So it is the responsibility of Interactive Brokers to help you with this 100%. The message you saw has no relevancy. That is a normal message. Disregard it. 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: 2016-03-17 17:19:41
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