Support Board
Date/Time: Thu, 16 Jul 2026 15:49:18 +0000
buy-limit child orders not filled (IBKR Gateway API)
View Count: 28
| [2026-07-16 13:52:31] |
| User512353 - Posts: 155 |
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SC2922 IBKR Gateway 10.45.1h Trade symbol: MNQU26 ( = MNQ-202609-CME-USD in IBKR translation) Yesterday I was short 36 contracts (12x 1 plus 4x 6). These were standard bracket orders, i.e. I had an equal amount of buy-stop child orders and buy-limit child orders. On 13:46:50 CDT the market was dropping below the buy-limit orders' limits. None of these limit orders were filled. Around 13:49:58 CDT the market again traded through the price area. This time only 21 of the 36 buy-limit orders were filled. I had to manually flatten the remaining 15 positions at 13:50:20 CDT. Is there anything special about buy-limit child orders with IBKR? My assumption is that buy-limit child orders should be resting on the book at the exchange. It seems that this is not the case. Additional information: I did limit price modifications to these buy-limit child orders as the market was moving into the price range. My understanding is that any such modification, if it would cause an illegal state (i.e. a limit price being moved above the current trading price) would cause either a rejection from the exchange, or an execution at market price. But never would it lead to limit orders being resting above the current traded price, as was clearly visible on the DOM in SC. This should be technically impossible. I have been using the SC plus IBKR Gateway connection for years. I have never experienced anything like this before. I have SC trade activity logs and IBKR Gateway Message Log and API log. I do not want to upload these here, because they probably contain sensitive account information. I have opened a support request at IBKR to have them check this from their side too. I have not yet received a reply from them. Date Time Of Last Edit: 2026-07-16 13:54:18
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| [2026-07-16 15:14:25] |
| John - SC Support - Posts: 47226 |
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Sierra Chart is only showing what it is told by your order routing service (Interactive Brokers in this case). Therefore, you definitely need to work through this with Interactive Brokers as none of it sounds like anything to do with how Sierra Chart is handling the information.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-07-16 15:32:33] |
| User512353 - Posts: 155 |
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OK, but can you confirm that from SC's technical perspective, if I have a buy-limit child order active (using IBKR), that this order should be resting on the book at the exchange? Or may there be circumstances where that is not the case? And for my understanding: What is, from SC's perspective, technically going on when such a buy-limit child order's price is being modified by dragging the order across the chart? Is this a modification of the original child order? Or is the old order deleted and being replaced by a new one, such that there is a time gap, where the market could move in such a way that the order is not filled, although the market price moved across the old and/or new limit, such that it appears that the order should have been filled? Date Time Of Last Edit: 2026-07-16 15:35:12
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| [2026-07-16 15:47:54] |
| John - SC Support - Posts: 47226 |
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if I have a buy-limit child order active (using IBKR), that this order should be resting on the book at the exchange?
Yes, this should be the case. Or at least, with your order routing service. The only reason this would not be case is if you are using a special kind of limit order, particularly a "Client" specific limit order. And for my understanding: What is, from SC's perspective, technically going on when such a buy-limit child order's price is being modified by dragging the order across the chart? Is this a modification of the original child order? Or is the old order deleted and being replaced by a new one, such that there is a time gap, where the market could move in such a way that the order is not filled, although the market price moved across the old and/or new limit, such that it appears that the order should have been filled?
It is a modification of the order. So you should not have an issue where the market moves and the order is not filled. But, regardless of the situation, if the market moves such that the price is below the Buy Limit price after the modification, then that order should be filled at the Market Price. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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