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Direct MessagesDate/Time: Fri, 03 May 2024 09:05:48 +0000
Delayed / missing order execution from SC to TRWS
View Count: 604
| [2019-10-31 15:24:47] |
| DonMattez - Posts: 8 |
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Hello all, I used SC for a while now for papertrading. I recently opened a demo account at Interactive Brokers because of your recommentations. I plan to use your real time data feed for futures with IBKR as broker for order execution. I set up the API and SC just as you explained in your setup instructions on your site. Even though I face some mayor problems which make the paper trading almost impossible. The problem: Almost all orders, especially market orders, are a) inmediately executed but with a huge difference in price (ES actually at 3000,00 but execution at 2998,75) or b) executed with a huge delay (sometimes minutes) or c) not at all executed Example: I place a market buy order at 3000,00. The open order itself is executed inmediately, but the open value is at 2998,75. I wait a few seconds, the price rises, and I place a market sell order at 3001,00. But that ordner just doesn't execute. What I did to try to resolve this: - Updated Sierra Chart - Reinstalled everything - Redid all the setup instructions exactly - Configured the time zones in SC and TRWS to the same (Chicago) - Also configured my computer to the same - Tried some options in API settings from TRWS and Global Settings >> Data/Trade Settings >> Interactive Brokers (trading) in SC - Searched for hours in the support board and other sites without any results that helped me before opening this post Here the trade activity log: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance Order 2019-10-31 09:27:22.280 ES-201912-GLOBEX ES-201912-GLOBEX #1 | User order entry | Last: 3030.75 1327 Market 1 Buy Order Sent DU1687315 Open StandardStopLoss.twconfig Order 2019-10-31 09:27:22.536 ES-201912-GLOBEX IB Open Order update 1327 5 Market 1 Buy Open DU1687315 Open StandardStopLoss.twconfig Order 2019-10-31 09:27:22.697 ES-201912-GLOBEX IB order fill (execution) 1327 5 Market 1 Buy Filled 3028.25 1 DU1687315 Open 000130e8.5dba0947.01.01 StandardStopLoss.twconfig Position 2019-10-31 09:27:22.698 ES-201912-GLOBEX Updated Internal Position Quantity to 1. Previous: 0 1 Unspecified DU1687315 1 Fill 2019-10-31 09:27:22.699 ES-201912-GLOBEX IB order fill (execution) 1327 5 Market 1 Buy Filled 3028.25 1 DU1687315 Open 1 000130e8.5dba0947.01.01 StandardStopLoss.twconfig Position 2019-10-31 09:27:23.744 ES-201912-GLOBEX Updated Service Position Quantity to 1 Unspecified DU1687315 1 Order 2019-10-31 09:27:37.286 Flagging orders waiting for service update. Account: No account specified Unspecified None Order 2019-10-31 09:27:37.287 Requested Open orders from trading service Unspecified None Order 2019-10-31 09:27:37.289 Setting orders waiting for service update, as updated. Account: No account specified Unspecified None Order 2019-10-31 09:27:41.144 ES-201912-GLOBEX ES-201912-GLOBEX #1 | User order entry | Last: 3031 1328 Market 1 Sell Order Sent DU1687315 Close 1 StandardStopLoss.twconfig Order 2019-10-31 09:27:41.379 ES-201912-GLOBEX IB Open Order update 1328 6 Market 1 Sell Open DU1687315 Close 1 StandardStopLoss.twconfig Order 2019-10-31 09:27:56.136 Flagging orders waiting for service update. Account: No account specified Unspecified None Order 2019-10-31 09:27:56.137 Requested Open orders from trading service Unspecified None Order 2019-10-31 09:27:56.139 Setting orders waiting for service update, as updated. Account: No account specified Unspecified None And here the trade service log: 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: 5. InternalOrderID: 1327. | 2019-10-31 09:27:22.410 Interactive Brokers | Received position. Trade Account: DU1687315. Symbol: ES-201912-GLOBEX | 2019-10-31 09:27:23.743 Interactive Brokers | Requesting Open orders. | 2019-10-31 09:27:37.286 Interactive Brokers | Sent reqAutoOpenOrders request | 2019-10-31 09:27:37.286 Interactive Brokers | Received Open orders end message. | 2019-10-31 09:27:37.289 Interactive Brokers | Received position. Trade Account: DU1687315. Symbol: ES-201912-GLOBEX | 2019-10-31 09:27:38.738 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: 6. InternalOrderID: 1328. | 2019-10-31 09:27:41.256 Interactive Brokers | Requesting Open orders. | 2019-10-31 09:27:56.136 Interactive Brokers | Sent reqAutoOpenOrders request | 2019-10-31 09:27:56.136 Interactive Brokers | Received Open orders end message. | 2019-10-31 09:27:56.139 I am sorry to bother you, I just dont have the experience to solve this on my own. Depending on you recommendations to do paper trading / scalping in the combination with IB and the many people who say ot works flawless I suppose the problem must be on my side. Thank you for your help. |
| [2019-10-31 19:13:49] |
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This is just typical Interactive Brokers issues on the Interactive Brokers side. Nothing we can do to help you with this. Other than recommend do not use their demo system. Only use their Live system. If you just plan to trade US futures we really recommend other systems than Interactive Brokers. Look at using this order routing service instead: Sierra Chart / Trading Technologies Futures Order Routing Service 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 |
| [2019-10-31 20:40:58] |
| DonMattez - Posts: 8 |
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Thank you for your response. I will do so. I suppose Interactive Brokers doesn't support Trading Technologies, am I right? Thanks again. |
| [2019-10-31 20:44:16] |
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Yes TT is complete separate from Interactive Brokers.
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 |
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