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Direct MessagesDate/Time: Mon, 29 Apr 2024 05:19:58 +0000
Post From: Trade filled by IB even though it was cancelled
| [2013-12-20 06:54:01] |
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Same story. Interactive Brokers claims the problem is not with them. The log they have provided you, is not the actual TWS socket stream . That is what is necessary to conclusively indicate what data was actually received. However, no such log actually exists to our knowledge. The log they have given you, looks like a FIX data type of log. It also contains repeating entries. Another thing about the log is that identifies the client order ID as ************. The client order ID we assigned it is 30. So there is no direct relationship between the 2 IDs, indicating that this logging is not programmatically close to or monitoring the the TWS socket stream. It exists at some other level within TWS or the IB backend system. It may be coming off their backend server. This is what we suspect. Which means it is very far removed from the actual problem. In your case you wait a period of time and then deem it cancelled. This is 100% inaccurate. We do no such thing.We are willing to see what Angel has to say. Have them contact us at our email address. Although I don't see where this is going to go. If they are interested in a reliable solution I will refer them to DTC protocol: http://www.sierrachart.com/index.php?l=doc/doc_GeneralDataTradeServiceProtocol.php Although it is doubtful that Interactive Brokers management would be interested in adopting it. This matter is not even really up to us to resolve. They need to monitor their socket stream to identify these kinds of issues And then resolve them. How does this involve us? It does not. Therefore, the whole conversation seems rather pointless unless they can produce clear evidence of a problem on our side or if the problem is on their side, acknowledge it and resolve it. In the last case, this does not involve us. According to the API team in a situation like this then you could query the status of the order with one of their call backs in which case it would show as active as a result of this call. The Sierra Chart Trade Activity Log you provided, does confirm that we did exactly this and the Interactive Brokers TWS API, indicated the order did not exist. We did further testing today to confirm that this indeed works as expected.Now, after having said all of this, we are running a full technical review of all of this. One thing we are no longer going to do is request the open orders from TWS every four minutes. Which means, people are going to notice more stuck orders that stay on their charts. If someone wants to refresh the orders, they will have to manually do that through Trade >> Refresh Trade Data from service. Although there will be a periodic request every four hours. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-01-07 00:12:01
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