I have a multi-instrument strategy that runs on ES, and enters off of a signal on SPY. I run an identical copy (with a different name) on SPY/SPY (SIM) as well to confirm everything is functioning. I have trace turned on, and write out triggers to the output window.
Today the strategy on SPY/SPY executed as normal, but the ES/SPY did not. There were no data interruptions, and all orders should be market orders. The SPY wrote to the output window, log, and trace just as it should, but there is NOTHING from the ES/SPY strategy.
I took snapshots of every screen/parameter/window, and NT swears the strategy was running live on my account with the correct parameters. It simply never did anything.
Now to the likely culprit: NT asked IB for an account update the same minute it was supposed to be entering the trade. At least one of the other times this failed it was under the same condition. The most logical conclusion is that a bug in NT is disabling live trading (at least partially) when it is getting ready to send an account update request.
Whatever the failure of NT is, it has already cost me several times the lifetime subscription I purchased.
How do I fix this?
I asked before, and I'll ask again directly: how do I turn off account updates? I do not need them or want them, and they are causing serious problems.
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