Support Board
Date/Time: Fri, 31 Jan 2025 11:46:28 +0000
Looping trade requests with Interactive Brokers TWS
View Count: 1428
| [2019-05-01 19:59:07] |
| John M - Posts: 171 |
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Hello, I have just started having a problem with Sierra and TWS where when a trade is placed a repetitive loop of trade Info requests starts and doesn't stop until TWS is rebooted. Disconnecting Sierra stops it but when reconnected it loops again. I have the API log and the chat from TWS support if you would like to see them. Sierra is the current version as is TWS, this just started a day or so ago. |
| [2019-05-01 22:39:16] |
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Do you see anything repetitive being displayed in the Window >> Message Log of Sierra Chart at the time this happens? We definitively would expect not. If not, then this is not going to be anything we are going to be able to help with. 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 |
| [2019-05-02 12:13:22] |
| John M - Posts: 171 |
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I definitely am seeing something being repetitively displayed in the Message Log even if you don't expect it. Shall I send it for analysis? |
| [2019-05-02 12:48:10] |
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Yes do that and we will have a look and see what the problem is. Let us know when that has been done. So we can look.
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: 2019-05-02 12:57:33
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| [2019-05-02 12:59:25] |
| John M - Posts: 171 |
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Sent
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| [2019-05-02 13:03:14] |
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We do not see it. Could you try sending it 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 |
| [2019-05-02 13:22:17] |
| John M - Posts: 171 |
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rebooted and sent again.
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| [2019-05-02 13:57:02] |
| John M - Posts: 171 |
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Additionally, the trade window is returning an Overfill notice event though it's a 1 lot trade and not being done with automation.
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| [2019-05-03 12:45:05] |
| John M - Posts: 171 |
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Hello, Did you receive the Message Log I sent and have you had any luck with it yet? This is really annoying, I need to reboot things after every trade or there are endless alerts as it sends looping requests for updates. It's not very workable. Thank you |
| [2019-05-04 03:36:53] |
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These alerts that you refer to, are they coming from TWS and what are they indicating? What we see is that you have multiple trading accounts and the particular interface that Sierra Chart uses through TWS to obtain positions require that we iterate through each account and start and stop position updates in order to get the position quantities. This happens on a delay every time there is a fill. There is a different request and response that TWS has to automatically send positions but that has not been implemented because this current interface does work fine and the other one had some implementation complexities. Still it is necessary to still use the old method anyway for at least account balance data. But there really is not an endless loop going on. In regards to the overfill, we cannot help with that but it does not cause any problem either. In regards to trading futures, have a look at this new service to see if you can use it as an alternative: Sierra Chart / Trading Technologies Futures Order Routing Service It does support multiple trading accounts, and there is a method to copy orders to other accounts if that would help: Order Allocation to Trade Accounts 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: 2019-05-04 03:38:34
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| [2019-05-04 14:36:22] |
| John M - Posts: 171 |
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What you are seeing in the log is the result of (1) single trade. ONE. The looping is the repetitive cycling of Sierra doing inquiries to TWS over and over from just one trade. It used to do the one inquiry and be done with no problem. I had seen this problem previously months ago and whatever was done it ceased for several months. It now does this again. This is an endless loop until Sierra is disconnected and TWS rebooted. On the next trade the cycle begins again. It makes Sierra useless for running multiple accounts on TWS. TWS gave me the their API report on this which I also posted in the other thread for your review. Sierra is fine with a single account but it is useless for running multiple accounts on a single instance with TWS because this repeating request makes TWS cycle thru the accounts making it very difficult to look at TWS as it is constantly changing accounts from the Sierra inquiries. Changing trading/brokerage providers is not a suitable fix for me for this problem. The only workaround is to run multiple instances of Sierra + TWS as single entities. This is a bit of a shame as I have seen Sierra + TWS working together most of the time with no problem. |
| [2019-05-05 16:38:10] |
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Therefore what must be happening is that TWS is continuously sending executions to the connected client which in this case is Sierra Chart. This would be confirmed in part by the fact that you see an overfill notice in the Trade Service Log. You are saying that TWS needs to be restarted to solve this. Just restart only that program . And if this does solve the problem it does confirm that they are sending continuous executions. because this repeating request makes TWS cycle thru the accounts making it very difficult to look at TWS as it is constantly changing accounts from the Sierra inquiries. We were not aware of this. So it seems as though TWS just simply does not really have proper support for handling multiple accounts at the same time.
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: 2019-05-05 16:40:46
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| [2019-05-05 18:12:16] |
| John M - Posts: 171 |
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TWS has no problem handling multiple accounts at all. I only see this problem with Sierra. If it was TWS sending continuous execution data, this would be occurring even when Sierra is looking at a single account. That is not happening. Sierra is requesting the updates from TWS when looking at multiple accounts. I have the TWS API data log that shows that Sierra is sending the requests repeatedly to TWS after TWS has already responded to the Sierra request if you would like to see it. Sierra then requests it again and again and again... |
| [2019-05-05 19:09:35] |
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TWS has no problem handling multiple accounts at all.
because this repeating request makes TWS cycle thru the accounts making it very difficult to look at TWS as it is constantly changing accounts from the Sierra inquiries. It clearly does have a problem if you are seeing this behavior. This should not be happening. This is just plain silly behavior on the part of TWS.If it was TWS sending continuous execution data, this would be occurring even when Sierra is looking at a single account. That is not happening. We have looked at the code now, and we confirm that TWS is sending continuous executions if you are seeing this continuously. We are adding additional to confirm 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 |
| [2019-05-07 21:26:11] |
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We apologize for the delay. We did get the logging added and released but we are just getting back to this thread now. Update to prerelease 1916: Software Download: Fast Update If you see a message in the Message Log that says: "Order execution received. Requesting current Positions on a delay" just before Sierra Chart requests updates for all of your accounts, then this means that TWS is sending an order execution at that time. So in that case contact Interactive Brokers and ask them why that is happening if that is not as expected. 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: 2019-05-07 21:26:43
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