Support Board
Date/Time: Tue, 01 Jul 2025 07:09:22 +0000
Ineractive Brokers - Overnight trades not filling
View Count: 126
| [2025-06-30 01:41:45] |
| User62936 - Posts: 73 |
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I had some trades for IBIT that I wanted to execute after market opened just now but they weren't filling. IB states that they allow overnight trading from 8pm ET on Sunday, which we are past now. I have the setting in the DTS settings for overnight trading set to yes, as per the first attachment. But I got no fill. I went to TWS, and entered the trade there, and it surprisingly filled. So then I put in another trade, and added extra info so I can see what is different about the trade that is entered in TWS vs. the trades that go through Sierra. In the second attachment, under the "Time in Force" section, all the trades from Sierra show up as GTC, but the trade that I added through TWS has the "overnight + day" selection. How can I get Sierra to put this flag on the trades so the trades can fill during the entire overnight or day session? |
| [2025-06-30 02:05:29] |
| User62936 - Posts: 73 |
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As I go through my other trades, I notice that I'm not getting fills during the entire overnight session. I can get fills a few hours before the open, or a few hours after close, but it doesn't seem like I can get fills after 8pm. In this example attached, you can see that it filled at 4:20, but 30 mins sooner, price hit this exact same level, but no fill. Also, the evening prior, price clearly traded at this level as well, but because it was after 8pm, I got no fill. These were all limit orders that were sitting in the market waiting to be hit while I was sleeping. So I think that IB has a special setting that allows for the entire overnight session to be available for fills, but whatever code Sierra is sending doesn't allow to take advantage of the entire overnight session. |
 after hours.jpg / V - Attached On 2025-06-30 02:04:33 UTC - Size: 132.53 KB - 11 views |
| [2025-06-30 02:29:39] |
| User584084 - Posts: 296 |
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IB IBIT Trading Schedule EST
Date Time Of Last Edit: 2025-06-30 02:31:31
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| IBIT Trading Hours.png / V - Attached On 2025-06-30 02:28:58 UTC - Size: 76.45 KB - 8 views |
| [2025-06-30 02:39:25] |
| User62936 - Posts: 73 |
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But I was able to get fills when I put the order in through TWS. When I was using Sierra, I saw price trade through the BID and ASK, and no fill. Also, here is what I see on the IB website. It says that its open for trading from Sunday night at 8pm ET. I know futures open at 6pm, and I saw ES and NQ trading, but there was no price update for IBIT yet at 6pm. But after 8pm, the prices were updating and I could get a fill through TWS. |
| website.jpg / V - Attached On 2025-06-30 02:37:29 UTC - Size: 308.35 KB - 3 views |
| [2025-06-30 02:55:49] |
| User584084 - Posts: 296 |
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IB uses an Overnight Exchange for overnight trading. Different IB order type and exchange. https://www.interactivebrokers.com/campus/ibkr-quant-news/api-overnight-trading/ Date Time Of Last Edit: 2025-06-30 03:00:37
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| Screen Shot 2025-06-29 at 10.53.36 PM.png / V - Attached On 2025-06-30 02:54:59 UTC - Size: 239.1 KB - 11 views |
| [2025-06-30 03:03:42] |
| User62936 - Posts: 73 |
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IB uses an Overnight Exchange for overnight trading. Different IB order type and symbol.
https://www.interactivebrokers.com/campus/ibkr-quant-news/api-overnight-trading/ That's interesting.. thanks for the info. When I put in my order, I just selected the "Overnight + Day" setting, which looks a little different than the screenshot you provided. But it worked. I would love for my trades in Sierra to fill at any exchange at any time the ETF is trading, as long as I get my price. The beauty of the crypto exchanges is of course 24/7 trading, but the fees are way too high, even if you're getting 0.25% or lower. I've missed many good fills so far. |
| my options.jpg / V - Attached On 2025-06-30 03:01:16 UTC - Size: 21.22 KB - 5 views |
| [2025-06-30 03:41:08] |
| User584084 - Posts: 296 |
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I used IBIT-STK-OVERNIGHT-USD as the symbol in SC and SC loads 1 day from the IB TWS overnight real-time data feed starting after 8:00 PM EST. I sent an order to IB TWS from the SC Trade Window and the Destination shows up as 'OVERNIGHT' in IB TWS. The order was marked TimeInForce: 'Day' in IB TWS since 'OVERNIGHT' or 'OVERNIGHT + DAY' in not an available for TimeInForce in SC Trade Window. IB TWS lets you change that to 'OVERNIGHT' or 'OVERNIGHT + DAY' If I use IBIT-STK-SMART-USD as the symbol in SC and IBIT-STK-OVERNIGHT-USD as the Trade Symbol, SC loads data up to 8:00 PM EST from the IB TWS real-time data feed. SC needs to add 'OVERNIGHT' and 'OVERNIGHT + DAY' to TimeInForce to the Trade Window. You should be good to go then. Date Time Of Last Edit: 2025-06-30 04:16:56
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| [2025-06-30 03:58:04] |
| User62936 - Posts: 73 |
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For me, I have no trouble getting data from 8pm using just the IBIT-STK-SMART-USD symbol. (first attachment) But you're absolutely right that SC needs to add more options for Time In Force. The current list (2nd attachment) doesn't take into account what IB now offers, and the setting in DTS to allow for overnight trading doesn't seem to capture the full hours available. Thanks very much for looking into this! |
| IBIT-STK-SMART-USD 1 Min #26 2025-06-29 23_52_49.730.png / V - Attached On 2025-06-30 03:57:52 UTC - Size: 18.42 KB - 4 views |
| [2025-06-30 04:27:42] |
| User584084 - Posts: 296 |
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You're welcome. The important setting is TimeInForce set to 'OVERNIGHT'. Then, IB will set the order TimeInForce and Destination to Overnight when it receives the order. No SC symbol changes are required. The SC Trade Window TimeInForce dropdown needs additional options for "OVERNIGHT' and 'OVERNIGHT + DAY'. See the attached document. Date Time Of Last Edit: 2025-06-30 04:35:22
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| TimeInForce 'OVERNIGHT'.png / V - Attached On 2025-06-30 04:19:11 UTC - Size: 235 KB - 16 views |
| [2025-06-30 15:45:54] |
| Sierra_Chart Engineering - Posts: 20025 |
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We are looking this over.
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