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Direct MessagesDate/Time: Wed, 29 May 2024 06:20:30 +0000
Post From: Server-side OCO and Bracket Orders
| [2014-08-06 18:37:10] |
| moonmist - Posts: 127 |
|
Hi, Last night, I did four tests with Sierra Chart version 1166 and TWS 946.2f by changing the API log level of TWS to "Detail": a) placed a ES limit SELL order at 1918.00 with an OCO order attached ( 8-tick stop and 4-tick target ). After two seconds or so, the stop loss order moved to 1917.75 for some unknown reasons. b) placed a limit BUY order at 1910.00 with an OCO order attached ( 8-tick stop and 4-tick target ). The stop loss order moved to 1910.25 immediately. c) placed a limit BUY order at 1908.00 with an OCO order attached ( 8-tick stop and 4-tick target ). The stop loss order moved to 1908.25 immediately. d) placed a limit BUY order at 1906.00. Nothing happened. I then raised the limit order to 1906.25, 1906.50, 1906.75 and 1907.00 step by step. The target order behaved normally, and was always four ticks above the limit BUY order. When I raised the limit BUY order from 1906.75 to 1907.00, the stop loss order suddenly moved to 1907.00. I then sent the log file to api@interactivebrokers.com. The following is the response from Interactive Brokers: From 4 examples that you provided us, we analyzed the first two. It seems that Sierra chart made the modification request. Below is portion of the log file that shows the initial orders and the modification request. If it is ok with you, you can send this information to Sierra Chart for further investigation ........ The detailed analysis is too long to post here. Can I send it to Sierra Chart via E-mail ? |