Support Board
Date/Time: Thu, 16 Jul 2026 15:49:19 +0000
Post From: buy-limit child orders not filled (IBKR Gateway API)
| [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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