Open position not displayed for CL and COIL

[laparker]

Dierk

If you keep banging your head against a brick wall to cure a headache and it's not working, it might be time to try something else, don't you think?

Clearly sending them emails on this matter doesn't work. It leaves me with no feeling that you now take this seriously. You need to find another way to get in their faces and get some commitment behind it to solve the problem.

[NinjaTrader_Dierk]

I understand very well. In one of my earlier posts I stated that this issue is beyond our control, nothing has changed in that regard.

I suggest putting up the same posts as you did here in the IB forum since then you probably would address the right persons directly.

[Harry]

Write more tickets and more posts?

The problem is that IB does not have an active forum like this one, so it is much easier to post here than open a ticket with IB. I actually have an open ticket with IB since April that I reactivated once more today. Although I understand Dierks position (see answers below that I got from IB during the last 6 months), I believe that NinjaTrader developpers should directly solve this problem with the developpers of the TWS API. The fact that we were busily writing tickets and posting in the forum did not help very much so far!

It is just a definition of expiry month, so the fix can possibly be done on either side, if anyone wants to fix it.

Besides, here are the answers I got from IB (just to confirm again what Dierk is saying)

April 22:

Correct, these changes to the values provided should be available with Build 894 when it is released into production, which should be in the next couple of weeks.

May 11:

Unfortunately I was informed the developers did not completely update the fix. This is still being worked on for Build 894.

May 22:

I was informed by our developers that it will be impossible to change the details of the contract when viewing the execution. What they are going to do to help resolve this issue is include in the next release of the API a new parameter so that in the contract details messages both the expiry and contract month are being returned.

July 21:

IB is completely aware of the issue and this is a currently a project that is being worked on. Unfortunately this project has not been completed and may take a couple of months to be rolled out.

Note: API Version 9.6 was released on January 20th. Since January 20th IB has made two modifications to that Build (current version 9.62). Unfortunately these updates where for other changes made to the API. Please look at the Release Notes in the Future to see when IB has released an update on this issue.

[noincomenojobnoassets]

Hi Harry,

Who did you speak to at IB? Maybe it helps if we all address the same person - I'm going to bring in some tickets, too.

Thanks,
n.i.n.j.n.a.

[NinjaTrader_Dierk]

Rest assured we would be more than happy to address this issue by a code change if we had the pending IB TWS API change available.

[laparker]

Dierk

So why don't you fix your code to work with theirs as it currently is and then change it to whatever else is needed if and when they make any further changes?

[NinjaTrader_Dierk]

There is nothing "to fix", since the basis for a fix would be a field which is not yet there at the TWS API level.

[noincomenojobnoassets]

Dierk,

IB support say they have implemented an additional parameter with the contract description several months ago which provides both the expiry (which is calling the expiration date) and the actual expiry month.

Now this is very confusing - what did IB support say about your inquiry?

[NinjaTrader_Dierk]

IB API support confirmed the field is missing by 26th of Aug 09. Have not yet have a feedback from my yesterday mail. Talk to Raymund at API support in case you don't believe me.

[Harry]

Update

This is the latest response that I got for my ticket as of yesterday:

Please understand IB is your broker we are providing the API as an open source feature of our TWS Platform. It is designed to be utilized by programmers and other Third Party Vendors. If the third party vendor wishes to use IB's Library Files to connect to TWS then it is the responsibility of the Third Party Vendor to ensure their program is compliant with our Library Files otherwise the Third Party Vendor can develop there own Library Files to communicate with TWS.

The changes that was made back in January was not a change made by IB, it was a change with the values being provided from the exchange directly. IB merely passed the data along to the customers. IB has since developed a project to include additional fields to accommodate for this change which in-turn will then need to be implemented by Ninja Trader as well.

If you need any further assistance on this issue or would like to escalate it please send an e-mail to [email protected] in Attn: Raymund

[noincomenojobnoassets]

Okay - a quick glimpse ahead: IF there are any changes necessary (such as somehow altering code for the "extra fields" mentioned above), will those be able to make it into NT7?

[NinjaTrader_Dierk]

Not sure I follow. As in the past any fix/tweak making it into an "old" version would be available on a "new" version as well.

[noincomenojobnoassets]

Now I'm not sure I follow

If this is the current status:
The changes that was made back in January was not a change made by IB, it was a change with the values being provided from the exchange directly. IB merely passed the data along to the customers. IB has since developed a project to include additional fields to accommodate for this change which in-turn will then need to be implemented by Ninja Trader as well.
, to me it looks like those "additional fields" need some implementation in NT. Of course, this assumes that the "project" mentioned has already been done - do you have any info on this, Dierk?

And in case those "additional fields" can be implemented from IB side shortly, will NT be quick enough to account for this in NT7? We're not programmers, so we don't know how much work needs to be done there...

[NinjaTrader_Dierk]

I'm really not sure why keep pounding on what I explained before. I will explain again:
- as of Jan this year the IB API no longer correctly reported the expiry for particular instrument
- this was confirmed by IB API support
- I can not comment if that change was imposed by IB or the exchange, since it's not my business. At the end of the day it's irrelevant.
- IB API support and we have a common understanding that this issue can be addressed by adding a field to the relevant IB API messages
- this has not yet happened as of now. IB confirmed again yesterday that there is no ETA yet for the API change
- as soon as the IB API change is available, we will look into and apply necessary code changes

Again, if you don't believe then please contact TWS API as per email below.

And again, I suggest you post with the same frequency as on this forum on the IB forum or send mails to their API support team since then you would address the people who needed to make the first step.

I will hold off replying to that thread any further until there is any change in the current status.

Thanks for your understanding

[noincomenojobnoassets]

Dierk,

It's not about believing in what party A or party B says.

What we see here is

- there is a major problem for energy futures traders using the IB/NT combo.
- this problem will, if unresolved, render trading impossible for the traders mentioned above from Oct 23rd on.

All I would like to know is that the two parties are working together on fixing this issue. Although Harry, me and some others are in contact with IB support as well (since their forum is not as much part of their service as it is here), I think that you as a NT official could add MUCH more punch to the request than any "regular" trader or even than us being a full-size hedge fund.

Please stay in touch with IB support (with Ray, you've probably picked the best guy to address) and try to not let them put this matter to the farside of the agenda. Although we'll do the same, having you as part of the requesters should prove valuable in finally getting rid of this issue (which annoys you just as much as it annoys us, you can be sure there).

Did they say why there's no ETA?

Thanks,
n.i.n.j.n.a.