Trading on ES futures, it opened a Long position, then immediately it's programmed to open accordingly the contrary Stoplimit order as an stoploss, but unexpectedly that order didn't even get the "working state", it is canceled well before. Below the log you can see it:
10/24/2018 4:31:06 AM|1|16|Execution='ES 12-18/0000fe5f.5bcfb2ef.01.01' Instrument='ES 12-18' Account='xxxxx' Exchange=Globex Price=2724.75 Quantity=1 Market position=Long Operation=Insert Order='1849658446' Time='10/24/2018 4:31:06 AM'
10/24/2018 4:31:07 AM|1|64|Instrument='ES 12-18' Account='xxxxxx' Avg price=2724.791 Quantity=1 Market position=Long Operation=Insert Currency=UsDollar
10/24/2018 4:31:07 AM|1|32|Order='fe2cadebb3c94ce08e6e7c7b28d368b8/U2516906' Name='LONG STOPLOSS' New state=PendingSubmit Instrument='ES 12-18' Action=Sell Limit price=2689.75 Stop price=2702.25 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
10/24/2018 4:31:07 AM|1|32|Order='1849658447/U2516906' Name='LONG STOPLOSS' New state=Cancelled Instrument='ES 12-18' Action=Sell Limit price=2689.75 Stop price=2702.25 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
The code worked always fine with other instruments, so I'm digging for the causes. In your experience could it be something related to IB-TWS settings ? if I have in the TWS to submit orders without any other order attached when manually operated, will it replicate the same working from an automated trading system through the API ?
Thanks
Comment