Incorrect PnL Values for IB Account Positions

[NtFan]

I'm running NinjaTrader version 8.0.22.2 64-bit connected to Kinetick via IQFeed version 6.1.0.20 and Interactive Brokers Gateway build 973.2h. Starting late last week and continuing today, the Control Center Positions tab is displaying incorrect PnL values for some of my IB account positions. This account currently holds 14 positions, and for eleven of them the PnL column shows an incorrect value of $0.00. Note, however, that the information for these positions is correct for the Side, Quantity and Avg. Price columns. Might you provide guidance re. how to troubleshoot this problem, or should I address this with Interactive Brokers support?

Thank you in advance for any guidance you might provide.

[NinjaTrader_Jim]

Hello NtFan,

Thanks for your post.

This was brought up to us previously and after we reviewed we found that Interactive Brokers has changed the way Order/Execution/Position updates are sent. (We note in our OnOrderUpdate, OnExecutionUpdate and OnPositionUpdate documentation that scripts should be written so they are not dependent on the order of these events.)

The Control Center expected Position updates to come after Order/Execution updates and we have made adjustments in the Interactive Brokers Connection Adapter to try and queue Position updates so they happen after Order/Executions. This was done to address the matter with the Control Center not displaying the accurate Strategy Position. Through our testing in the internal build, this change resolves the matter.

We would still advise designing strategies so they are not dependent on this order. (For example, you could write logic that uses OnOrderUpdate alone to remove dependency on this event ordering.)

The ticket ID tracking this issue and the change made is NTEIGHT-14522. When the next release of NinjaTrader 8 comes out, Release 23, you can reference the number for this ID in the Release Notes page of the Help Guide.

Release Notes - https://ninjatrader.com/support/help...ease_notes.htm

In the meantime, if you want to have an accurate visual read on the Strategy Position, I would suggest applying the strategy to a chart, and using Draw.TextFixed to display the current strategy position with Position.MarketPosition.

This should extend to PnL reporting as well. If you would like to test the internal build regarding this matter, please email me at platformsupport [at] ninjatrader [dot] com with the text "Attn Jim 2661243." Please also include a link to this thread.

We look forward to assisting.

[NtFan]

TY NinjaTrader_Jim; I'll hold off updating to Release 23 until it's generally available.