This is may be a problem only for other users of IB.
For several consecutive days strategies fail to initiated the Exit-On-Close Handling orders until 4:38, even though these are set for 92 seconds before market close.
The log shows no disconnection to account for the failure.
Instead the log shows a gap of nearly 3 hrs between 1:47:59 and 4:29:59, during which time one order is being processed.
Here are the log entries for that period (edited for space reasons) :
7/29/2009 1:47:59 PM|1|32|Order='318749878/U764672' Name='Stop loss' New State=Accepted Instrument='FAZ' =NoError Native error=''
7/29/2009 4:29:59 PM|1|32|Order='318749878/U764672' Name='Stop loss' New State=Cancelled Instrument='FAZ' Order Canceled - reason: (202)'
7/29/2009 4:29:59 PM|1|32|Order='318749877/U764672' Name='Stop loss' New State=Cancelled Instrument='FAZ'
7/29/2009 4:38:16 PM|1|128|Exit on close handling for strategy 'SKF6m2986emaEOD' started
Processing of the same FAZ order continues over the 3 hrs gap. The first of seven strategies begins to initiate exit-on-close-handing after 4:29 pm.
The session times are set for local times which happen to be EST since the platform is located in NY, so session times is not the cause of the problem; neither is exit on close timing.
This problem occurred only after reinstalling NT & IB following a virtual server crash.
I have had this problem before, early in June, when exit-strategies were not initiated until 4:28 pm, but I can not remember the solution.
Perhaps someone else has had this problem with IB.
Cheers,
Tooearly (This time TooLate: Holding end-of-day strategies can be very costly
, It was last night!)
For several consecutive days strategies fail to initiated the Exit-On-Close Handling orders until 4:38, even though these are set for 92 seconds before market close.
The log shows no disconnection to account for the failure.
Instead the log shows a gap of nearly 3 hrs between 1:47:59 and 4:29:59, during which time one order is being processed.
Here are the log entries for that period (edited for space reasons) :
7/29/2009 1:47:59 PM|1|32|Order='318749878/U764672' Name='Stop loss' New State=Accepted Instrument='FAZ' =NoError Native error=''
7/29/2009 4:29:59 PM|1|32|Order='318749878/U764672' Name='Stop loss' New State=Cancelled Instrument='FAZ' Order Canceled - reason: (202)'
7/29/2009 4:29:59 PM|1|32|Order='318749877/U764672' Name='Stop loss' New State=Cancelled Instrument='FAZ'
7/29/2009 4:38:16 PM|1|128|Exit on close handling for strategy 'SKF6m2986emaEOD' started
Processing of the same FAZ order continues over the 3 hrs gap. The first of seven strategies begins to initiate exit-on-close-handing after 4:29 pm.
The session times are set for local times which happen to be EST since the platform is located in NY, so session times is not the cause of the problem; neither is exit on close timing.
This problem occurred only after reinstalling NT & IB following a virtual server crash.
I have had this problem before, early in June, when exit-strategies were not initiated until 4:28 pm, but I can not remember the solution.
Perhaps someone else has had this problem with IB.
Cheers,
Tooearly (This time TooLate: Holding end-of-day strategies can be very costly
, It was last night!)
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