IB advisor account allocation trade

[benoirat]

Hi,

I was having a private email conversation with you about this but I discovered something that might interest more people. When a trade gets allocated to a sub account in IB, IB reports 2 trades to NT, one with a negative quantity on the advisor account, and one with a positive quantity on the subaccount.

If my strategy is set to trade on the advisor account, I want to ignore both of those trades obviously and keep only the initial trade from the exchange.

It seems NT is ignoring the trade on the advisor account with negative quantity, which is a good thing, but strangely, the trade with positive quantity on the subaccount is reported by NT as a positive quatity trade on the advisor account, and thus the strategy thinks it has been filled twice. Or maybe NT is ignoring the execution on the subaccount and reporting the execution with negative quantity as positive quantity, whereas it should ignore it... This to me seems to be clearly a bug. Could you please comment on this?

Example: Advisor account: XXXXXX, Sub account: YYYYYY

NT trace file

	Line 14554: 2013-05-13 09:49:42:929 (IB) Cbi.ExecutionEventArgs.Process: Execution='CENTA/00011e5d.51909e6c.01.01' Instrument='CENTA' Account='XXXXXX' Exchange=Island Price=7.54 Quantity=19 Market position=Long Operation=Insert Order='356486315' Time='5/13/2013 9:49:42 AM'
	Line 14769: 2013-05-13 09:49:47:142 (IB) Cbi.ExecutionEventArgs.Process: Execution='CENTA/00011e5d.51909e6e.01.01' Instrument='CENTA' Account='XXXXXX' Exchange=Island Price=7.54 Quantity=100 Market position=Long Operation=Insert Order='356486315' Time='5/13/2013 9:49:46 AM'
	Line 15058: 2013-05-13 09:50:01:273 (IB) Cbi.ExecutionEventArgs.Process: Execution='CENTA/F-0001255c.5190efb6.01.01' Instrument='CENTA' [COLOR="rgb(139, 0, 0)"]Account='XXXXXX'[/COLOR] Exchange=Island P[COLOR="DarkRed"]rice=7.54 Quantity=119[/COLOR] Market position=Long Operation=Insert Order='356486315' Time='5/13/2013 9:49:52 AM'
	Line 15059: 2013-05-13 09:50:01:292 (IB) Cbi.ExecutionEventArgs.Process: Execution='CENTA/00011e5d.51909e7a.01.01' Instrument='CENTA' Account='XXXXXX' Exchange=Island Price=7.54 Quantity=200 Market position=Long Operation=Insert Order='356486315' Time='5/13/2013 9:50:01 AM'
	Line 15083: 2013-05-13 09:50:02:228 (IB) Cbi.ExecutionEventArgs.Process: Execution='CENTA/00011e5d.51909e7b.01.01' Instrument='CENTA' Account='XXXXXX' Exchange=Island Price=7.54 Quantity=81 Market position=Long Operation=Insert Order='356486315' Time='5/13/2013 9:50:01 AM'
	Line 15639: 2013-05-13 09:53:11:371 (IB) Cbi.ExecutionEventArgs.Process: Execution='CENTA/F-0001255c.5190efb6.01.01' Instrument='CENTA' [COLOR="rgb(139, 0, 0)"]Account='XXXXXX' [/COLOR]Exchange=Island [COLOR="rgb(139, 0, 0)"]Price=7.54 Quantity=400 [/COLOR]Market position=Long Operation=Update Order='356486315' Time='5/13/2013 9:50:02 AM'

IB API log:

Line 5531: 09:50:43:206 -> 11-9-812-CENTA-STK--0.0--ISLAND-USD-CENTA-00011e5d.51909e6c.01.01-20130513  09:50:43-XXXXXX-ISLAND-BOT-19-7.54-356486315-0-0-
	Line 5672: 09:50:45:298 -> 11-9-812-CENTA-STK--0.0--ISLAND-USD-CENTA-00011e5d.51909e6e.01.01-20130513  09:50:44-XXXXXX-ISLAND-BOT-100-7.54-356486315-0-0-
	Line 5728: 09:50:53:042 -> 11-9-812-CENTA-STK--0.0--ISLAND-USD-CENTA-F-0001255c.5190efb6.01.01-20130513  09:50:53-XXXXXX-ISLAND-BOT--119-7.54-356486315-0-0-
	Line 5730: 09:50:53:629 -> 11-9-812-CENTA-STK--0.0--ISLAND-USD-CENTA-U+0001255c.5190efb6.01.01-20130513  09:50:53-[COLOR="rgb(139, 0, 0)"]YYYYYY[/COLOR]-ISLAND-[COLOR="rgb(139, 0, 0)"]BOT-119-7.54[/COLOR]-1339490781-0-0-
	Line 5959: 09:51:01:814 -> 11-9-812-CENTA-STK--0.0--ISLAND-USD-CENTA-00011e5d.51909e7a.01.01-20130513  09:51:01-XXXXXX-ISLAND-BOT-200-7.54-356486315-0-0-
	Line 5961: 09:51:02:332 -> 11-9-812-CENTA-STK--0.0--ISLAND-USD-CENTA-00011e5d.51909e7b.01.01-20130513  09:51:01-XXXXXX-ISLAND-BOT-81-7.54-356486315-0-0-
	Line 5964: 09:51:02:357 -> 11-9-812-CENTA-STK--0.0--ISLAND-USD-CENTA-F-0001255c.5190efb6.01.02-20130513  09:51:01-XXXXXX-ISLAND-BOT--400-7.54-356486315-0-0-
	Line 5966: 09:51:02:371 -> 11-9-812-CENTA-STK--0.0--ISLAND-USD-CENTA-U+0001255c.5190efb6.01.02-20130513  09:51:01-[COLOR="rgb(139, 0, 0)"]YYYYYY[/COLOR]-ISLAND-[COLOR="rgb(139, 0, 0)"]BOT-400-7.54[/COLOR]-1339490781-0-0-

[NinjaTrader_Bertrand]

Hi benoirat, can you please email me via Help > Mail to Support with your logs and include the previous ticket # that you discussed with us under?

You could connect to an FF / FA account in NT to access the individual subaccounts, but we would not support the IB allocation profiles as well as executing on the main advisor account itself.