Entry price 0 displayed

[Harry]

NT 7.0.0.15 with Interactive Brokers

When using the chart trader, it regularly happens that NT displays an entry price of 0 for the position. The DOM and the chart trader will then display price as profit of the current position.

This usually may for a minute, before it snaps back to displaying the correct entry price.

Below is an example.

[NinjaTrader_ChristopherJ]

Hello Harry,

Thank you for your post.

Please disconnect and repair your database by going to Tools-->Options-->Data tab-->Repair DB-->Click Ok-->Reconnect.

Please let me know if the issue persists after this procedure.

[Harry]

This issue is not reproducible, happens with all versions of Ninjatrader when connected to TWS from time to time. By the way, had just reset the database this morning.

It does not happen when entering a position, but at any time when a position is put on without my interference. As ticks are incoming entry price suddenly moves to zero, and may be after one or two minutes it snaps back to the correct value... So you have to switch off the chart trader, when it happens and then switch it on again, after the entry price jumped up to its original value.

[NinjaTrader_JoshP]

Trade is on Sim101? Live account?

Can you please send in log/traces and an approximate timestamp when this occurred? Thank you.

[Harry]

Hi Josh,

thanks for your answer. I checked my files and found that I had a hanging order a few minutes prior to this. I could not remove it via NT, so I used TWS directly to close it. It then also disappeared at NT but is not contained in the order list of the control center. I think it will be difficult for me to give you all the details correctly now. I will come back to you, when this happens again and write down the relevant information, which I did not do today.

Trade is on Sim101? Live account?

Can you please send in log/traces and an approximate timestamp when this occurred? Thank you.

[NinjaTrader_JoshP]

Thanks for your efforts.

[Harry]

Happens regularly

Hi Josh,

happens frequently now that all of a sudden the entry price displayed on the chart jumps to zero, also the profit for the open position on the DOM is identical with price (equivalent to price-0). The chart below shows how this plays out.

Today this happened between 19:52 and 19:56, here is the excerpt from the trace file

(1) Historical Data request was triggered, why?

2010-05-12 19:51:42:343 (Interactive Brokers) IB.AccountUpdatesRequest.ProcessUpdate: version=2 account='DU20650' stringItem='ExchangeRate' stringValue='*****' stringCurrency='CHF'
2010-05-12 19:53:33:781 (Interactive Brokers) Data.Bars.GetBarsNow: instrument='YM 06-10' from='2010-05-12' to='2010-05-12' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='CME US Index Futures ETH'
2010-05-12 19:53:34:078 (Interactive Brokers) IB.HistoricalDataRequest.Send: last=12.05.2010 instrument='YM 06-10' from='2010-05-12' to='2010-05-12' period=Daily splitAdjusted=False dividendAdjusted=False bars=0
2010-05-12 19:53:34:078 (Interactive Brokers) IB.HistoricalDataRequest.Send: request='YM;FUT;201006;0;;;ECBOT;;USD;;;1 day;11 M;0;TRADES'
2010-05-12 19:53:35:828 (Interactive Brokers) IB.HistoricalDataRequest.Process: itemCount=127 instrument='YM 06-10' from='2010-05-12' to='2010-05-12' period=Daily splitAdjusted=False dividendAdjusted=False bars=0
2010-05-12 19:54:20:906 (Interactive Brokers) Data.Bars.GetBarsNow: instrument='YM 06-10' from='2010-05-12' to='2010-05-12' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='CME US Index Futures ETH'
2010-05-12 19:54:21:093 (Interactive Brokers) IB.HistoricalDataRequest.Send: last=12.05.2010 instrument='YM 06-10' from='2010-05-12' to='2010-05-12' period=Daily splitAdjusted=False dividendAdjusted=False bars=0
2010-05-12 19:54:21:093 (Interactive Brokers) IB.HistoricalDataRequest.Send: request='YM;FUT;201006;0;;;ECBOT;;USD;;;1 day;11 M;0;TRADES'
2010-05-12 19:54:21:468 (Interactive Brokers) IB.HistoricalDataRequest.Process: itemCount=127 instrument='YM 06-10' from='2010-05-12' to='2010-05-12' period=Daily splitAdjusted=False dividendAdjusted=False bars=0

(2) Average Cost and Market Price are not exactly correct.

2010-05-12 19:55:30:984 (Interactive Brokers) IB.AccountUpdatesRequest.ProcessPortfolioUpdate: instrument='YM' secType='FUT' account='DU20650' size=0 averageCost=1,79769313486232E+308 marketPrice=1,79769313486232E+308
2010-05-12 19:55:30:984 (Interactive Brokers) Cbi.Connection.ProcessEventArgs.PositionUpdateEven tArgs1: Instrument='YM 06-10' Account='DU20650' Avg price=3,59538626972463E+307 Quantity=0 Market position=Long Operation=Remove Currency=UsDollar
2010-05-12 19:55:30:984 (Interactive Brokers) Cbi.PositionUpdateEventArgs.Process: Instrument='YM 06-10' Account='DU20650' Avg price=3,59538626972463E+307 Quantity=0 Market position=Long Operation=Remove Currency=UsDollar

(3) Excerpt Logfile is equally strange.

12.05.2010 19:55:30|1|64|Instrument='YM 06-10' Account='DU20650' Avg price=3,59538626972463E+307 Quantity=0 Market position=Long Operation=Remove Currency=UsDollar
12.05.2010 19:55:31|1|64|Instrument='YM 06-10' Account='DU20650' Avg price=0 Quantity=2 Market position=Short Operation=Insert Currency=UsDollar

I will send you trace and log files as well as TWS log file via mail.

[Harry]

Hi Christopher,

I do not think that this is linked to any strategy. Problem is the calculation of entry price, the entry price suddenly switches to ZERO (!), without anything else happening. This makes the chart trader unusable and will display price instead of profit/loss on the DOM.

The ATM strategy is not affected by this, so it works correctly, even if the chart trader shows an entry price of ZERO.

Anyhow, as you asked, I add the screenshot of the ATM template used.

Can you please tell me the exact steps used so I may attempt to reproduce this on my end. Also please attach a screen shot of the parameters used within your ATM Strategy as well as your Stop Strategy.

To attach a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and attach the file to your reply.

[NinjaTrader_JoshP]

Harry,

I have forwarded this to development. Will let you know what they see.

[mansam]

I had the same problem with IB currency futures

With currency futures through IB, chart trader is miscalculating the entry price.
It is not zero, but some weird huge number.

Setting Buy and Sell orders with chart trader works, but not the calculation of P/L. Until now I had this problem only with currency futures.

Vers.: 7.0.0.16 (64bit)

[NinjaTrader_ChristopherJ]

With currency futures through IB, chart trader is miscalculating the entry price.
It is not zero, but some weird huge number.

Setting Buy and Sell orders with chart trader works, but not the calculation of P/L. Until now I had this problem only with currency futures.

Vers.: 7.0.0.16 (64bit)

Please follow the instructions below to repair the NinjaTrader database.

• Disconnect NinjaTrader from any open connections via File > Disconnect
• From the NinjaTrader Control Center window select the menu Tools > Options
• Select the "Data" tab
• Press the "Repair DB" button
  Press the "OK" button

Please let me know if the issue persists after this procedure.

[mansam]

Yep, thank you that did the trick. Now it´s working correctly.

[Harry]

Do not know. Without my doing anything, entry price snaps to zero. See charts below. After 2 minutes came back to normal. I had a position of 2 contracts ES long.

Need to study this again, i.e. have the exact times to communicate so that you can evaluate the trace files.

[NinjaTrader_JoshP]

Harry,

Development has already sent a support request to IB awhile back, but no news yet. According to our analysis on your files it was an IB price update event to 0 that caused this.

[Harry]

Maybe TWS is communicating a false value for the position entry. I would like to give more information from the TWS logfile, but today I was not fast enough to note the exact system time, when this happened.