Is anybody running automated trading strategies successfully with IB using TWS?

[cunparis]

I have an IB account so this concerns me. What brokers does NT interface with that don't have any issues and can auto trade with reliably?

I'm really frustrated with IB. Today I see in my log that I entered buy orders at the market. No reason why that wouldn't fill. Yet it didn't show up in the orders tab nor in executions. Nothing. Unfortunately I didn't have traceOrders on, will turn it on tonight.

NT with zen-fire is flawless.

Can anyone recommend a stock broker that works well with NT? I know ninjatrader can't recommend one but I'm hoping someone else can. I don't mind changing my account. I already have an account with MB, I'm considering changing my license to MB to give it a try.

[heech]

I'm really frustrated with IB. Today I see in my log that I entered buy orders at the market. No reason why that wouldn't fill. Yet it didn't show up in the orders tab nor in executions. Nothing. Unfortunately I didn't have traceOrders on, will turn it on tonight.

NT with zen-fire is flawless.

Can anyone recommend a stock broker that works well with NT? I know ninjatrader can't recommend one but I'm hoping someone else can. I don't mind changing my account. I already have an account with MB, I'm considering changing my license to MB to give it a try.

Sigh. Bad day for me as well, re: NT with IB.

It's been working pretty well for the last 2-3 days. However, last night as I was getting my setup ready... I noticed that NT was only loading historical bars up to 8:30 AM yesterday. (I was connected to IQFeed.) I decided that wasn't too big of a deal, because I don't really *use* the historical bars at all... so I let it slip.

What happens this morning? Historical bars from yesterday at 9 AM come across at 6:30 AM this morning, as if they are NOT historical. End result? My code executes on them, and I lose about $1500. It's bizarre.

I'm going back to only loading my strategy in the morning (via macros). Setting up overnight just doesn't work with NT, at least not consistently for me.

[NinjaTrader_JoshP]

heech,

NT just reports whatever data it receives. If it receives it at 9AM then for sure you will receive it at 9AM. If it receives it earlier or later it will show it when received. It is just like a radio receiver.

[heech]

heech,

NT just reports whatever data it receives. If it receives it at 9AM then for sure you will receive it at 9AM. If it receives it earlier or later it will show it when received. It is just like a radio receiver.

Josh,

Believe me, I thought I had seen it all. But this is the first time I've seen this. I wasn't in front of the machine, so I only have logs to go off of:

- I have a check that hides most of my active code inside a if (!Historical) { }

- But my output/debugging messages show Time[0] as 03/23/09 - 8:30 AM.

I have no idea how it's possible I got 8:30 bars this morning, and why Historical wasn't set... maybe the two concepts are separate, and maybe NT doesn't automatically "know" that old bars coming across the radio are historical?

I guess I'm going to have to put in another check. If !Historical but time of the bar is more than 30 minutes off from the current time.... warn and reject.

[NinjaTrader_JoshP]

DTNiQ data are natively timestamped, meaning timestamped by DTN. When received, it is still seen as real-time regardless of what timestamp DTN pushes it through with.

Historical does not mean historical based on time. It means historical based on if you went off to fetch the "historical" data or if it came in as real-time data. The data you received is for sure received as real-time.

[heech]

Historical does not mean historical based on time. It means historical based on if you went off to fetch the "historical" data or if it came in as real-time data. The data you received is for sure received as real-time.

Good info. Probably something everyone working with IQFeed on NT should be aware of. I'll put in my fix.