Outside Regular Trading Hours

[NinjaTrader_Dierk]

Please make sure:
- you have TWS 884 installed http://www.ninjatrader.com/webnew/su...ivebrokers.htm
- you are on latest 6.5.1000.2

[ssierra]

Please make sure:
- you have TWS 884 installed http://www.ninjatrader.com/webnew/su...ivebrokers.htm
- you are on latest 6.5.1000.2

In my case yes. I didn't mention it before but my problem was with a IBEX (Spain) contract. For this reason I said that this seams to be with the european contracts. The others 2 reported are Eurex contracts.


Many thanks

[NinjaTrader_Dierk]

Great. To clarify: This is just a warning the logs and actually has no impact on the order execution, meaning the order is executed correct?

[maxima]

My TWS is 884.6 and NT is 6.5.1000.2

And NO! Order was not executed correctly. When opening order has sent the Stop/Limit pair was sent to TWS by NT.

Opening order was filled, Limit was accepted. Stop was not! It went to state DarkBlue (which doesnt mean anything to me).

After the position was closed Limit was cancelled, but Stop became an active order!

Not only I had unexpected active order but also my strategy was working without Stop (as it was not accepted at the moment of opening of the position).

Warning gives me some clue what has happened. NT sets some parameters which are not expected on this exchange in given circumstances.

My point here - circumstances are pretty plain and usual. Hence this is bug in the NT which makes it set wrong order attributes which makes IB to suspend it....

[NinjaTrader_Dierk]

Not sure what you mean. Limit and stop are placed with same (!) attribute setting, if one worked and then other does too (and vice versa). If you experienced anything different I suggest to contact IB support in order to understand what went wrong with your stop order.

[maxima]

Can it be margining problem? I left money on IB account enough to open no more than 1 contract position.

If a strategy places stop order as an order which requires its own margin then it can be failed for a reason not obvious at the moment and bring up a warning message which is confusing.

May be subtle difference between DOM which is trying to place stoplimit instead of pure stop and a strategy which is placing pure stop brings this issue up the surface?

[NinjaTrader_Dierk]

- DOM and strategy place (stop) orders exact same way
- not sure about margin. Please contact IB support for clarification

[maxima]

Here is part of my log. You can see that Stop loss was reported by NT as "Working". And then instead of being cancelled it reported again - Working (and this time it is actually working - if I hadnt cancelled it would be filled [in wrong direction])....

Is it enough information to convince you that it is not 100% IB problem.

It is very likely that IB has to be involved (and I wrote them email and will call later). But you has to fix this on your side as well.

If you look on to it from my point of view - there is no evidence that it is anything to do with IB.

You reported stoploss is accepted and then position closed and it is not cancelled. Instead - it is working.



...
23/05/2008 07:28:00|1|32|Order='2146852001/U' Name='Sell short' New State=Filled Instrument='FGBL 06-08' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=112.56 Error=NoError Native error=''
23/05/2008 07:28:00|1|16|Execution= . . .
23/05/2008 07:28:00|1|32|Order='34a2d2bc5fa54f3fb2234b465ac26 164/U' Name='Stop loss' New State=PendingSubmit Instrument='FGBL 06-08' Action=BuyToCover Limit price=0 Stop price=112.72 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
...
23/05/2008 07:28:01|1|32|Order='2146852002/U' Name='Stop loss' New State=Accepted Instrument='FGBL 06-08' Action=BuyToCover Limit price=0 Stop price=112.72 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
23/05/2008 07:28:01|1|32|Order='2146852002/U' Name='Stop loss' New State=Working Instrument='FGBL 06-08' Action=BuyToCover Limit price=0 Stop price=112.72 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
. . .
23/05/2008 07:32:19|1|32|Order='2146852004/U' Name='Buy to cover' New State=Filled Instrument='FGBL 06-08' Action=BuyToCover Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=112.59 Error=NoError Native error=''
23/05/2008 07:32:19|1|16|Execution=...
23/05/2008 07:32:19|1|32|Order='2146852002/U' Name='Stop loss' New State=Accepted Instrument='FGBL 06-08' Action=BuyToCover Limit price=0 Stop price=112.72 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
23/05/2008 07:32:19|1|32|Order='2146852002/U' Name='Stop loss' New State=Working Instrument='FGBL 06-08' Action=BuyToCover Limit price=0 Stop price=112.72 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''

[NinjaTrader_Dierk]

Let's try to clarify:
- you placed a stop/target bracket as part of your ATM strategy (not NinjaScript strategy!)
- on your IB account connection settings you have "native OCO support" enabled?

[maxima]

I have checked:
- trigger after hours
- auto logon
- run-time pop up handling
- use user settings.

unchecked
- ssl
- Local OCO simulation

[NinjaTrader_Dierk]

- you placed a stop/target bracket as part of your ATM strategy (not NinjaScript strategy!)?

[maxima]

Ninja script strategy.

I used EnterShort(1);

Stop and Limit were placed by NT as per statements SetStop/ProfitTarget in Initialize method.

The problem here is very simple. We need just to find why it happend and fix it. It was precisely - Stop loss was accounted as accepted and working by NT while IB TWS showed it as DarkBlue and it was not Working in fact.

DARK BLUE indicates that an order has been accepted by the system (simulated orders) or an exchange (native orders) and that this order has yet to be elected. The order status remains DARK BLUE until the election criteria are met. At that time the order is triggered, the order status color will change appropriately.

I dont know why. But NT should have reacted as it was not accepted.

I am trying to find out why it was not accepted but I trust IB had a reason not to accept it.

I think that "election criteria" is something to do with that "outside trading hours".

[NinjaTrader_Dierk]

I sent you a PM.

[maxima]

Thank you . . .

[ssierra]

Could you keep posting the conclusions here as some other people have the same problem?


Thanks