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problems with futures grain with interactive brokers

View Count: 808

[2015-09-10 13:19:19]
[Go To First Post]
TheFibber - Posts: 81
it' yet the second time that when i trade in simulation mode a grain future, today is zs, that something went wrong...for example today i shorted zs at 874,75 and i put a limit order buy at 867.5...but for the second time it closed at an impossible price of '-100' (-100) . so i have a tremendous gain not real that make my track record went out of meaning...the first time it made me the same thing with zw...
i paste the track of the trades:
ActivityType  DateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID
Order  2015-09-10 03:27:49.000  [Sim]CL-201510-NYMEX  CL-201510-NYMEX 15 Min #1 | User order entry | Last: 44.209999  9256    Limit  1  Sell  44.21    Order Sent      Sim1  Open      
Order  2015-09-10 03:27:49.001  [Sim]CL-201510-NYMEX  Simulated order accepted  9256  9256  Limit  1  Sell  44.21    Open      Sim1  Open      
Order  2015-09-10 03:27:51.000  [Sim]CL-201510-NYMEX  Trade simulation fill. Bid: 44.21 Ask: 44.22 Last: 44.20  9256  9256  Limit  1  Sell  44.21    Filled  44.21  1  Sim1  Open      
Fill  2015-09-10 03:27:51.001  [Sim]CL-201510-NYMEX  Trade simulation fill. Bid: 44.21 Ask: 44.22 Last: 44.20  9256  9256  Limit  1  Sell  44.21    Filled  44.21  1  Sim1  Open    -1  9256.1
Order  2015-09-10 03:37:17.000  [Sim]GBP-201509-GLOBEX  GBP-201509-GLOBEX 15 Min #1 | User order entry | Last: 1.5354999  9257    Limit  1  Buy  1.5355    Order Sent      Sim1  Open      
Order  2015-09-10 03:37:17.001  [Sim]GBP-201509-GLOBEX  Simulated order accepted  9257  9257  Limit  1  Buy  1.5355    Open      Sim1  Open      
Order  2015-09-10 03:37:34.000  [Sim]GBP-201509-GLOBEX  GBP-201509-GLOBEX 120 Min #1 | User order cancel  9257  9257  Limit  1  Buy  1.5355    Pending Cancel      Sim1  Open      
Order  2015-09-10 03:37:34.001  [Sim]GBP-201509-GLOBEX  Simulated order canceled  9257  9257  Limit  1  Buy  1.5355    Canceled      Sim1  Open      
Order  2015-09-10 03:39:06.000  [Sim]ZS-201511-ECBOT  ZS-201511-ECBOT 15 Min #1 | User order entry | Last: 874.75  9258    Limit  1  Sell  874.75    Order Sent      Sim1  Open      
Order  2015-09-10 03:39:06.001  [Sim]ZS-201511-ECBOT  Simulated order accepted  9258  9258  Limit  1  Sell  874.75    Open      Sim1  Open      
Order  2015-09-10 03:41:33.000  [Sim]CAD-201509-GLOBEX  CAD-201509-GLOBEX 120 Min #1 | User order entry | Last: 0.75659996  9259    Limit  1  Sell  0.7586    Order Sent      Sim1  Open      
Order  2015-09-10 03:41:33.001  [Sim]CAD-201509-GLOBEX  Simulated order accepted  9259  9259  Limit  1  Sell  0.7586    Open      Sim1  Open      
Order  2015-09-10 03:43:36.000  [Sim]NG-201510-NYMEX  NG-201510-NYMEX 120 Min #1 | User order entry | Last: 2.6760001  9260    Limit  1  Sell  2.710    Order Sent      Sim1  Open      
Order  2015-09-10 03:43:36.001  [Sim]NG-201510-NYMEX  Simulated order accepted  9260  9260  Limit  1  Sell  2.710    Open      Sim1  Open      
Order  2015-09-10 03:44:06.000  [Sim]ZM-201512-ECBOT  ZM-201512-ECBOT 120 Min #1 | User order entry | Last: 309  9261    Limit  1  Sell  310.5    Order Sent      Sim1  Open      
Order  2015-09-10 03:44:06.001  [Sim]ZM-201512-ECBOT  Simulated order accepted  9261  9261  Limit  1  Sell  310.5    Open      Sim1  Open      
Order  2015-09-10 03:44:26.000  [Sim]ZS-201511-ECBOT  Trade simulation fill. Bid: 874.75 Ask: 874.75 Last: 874.75  9258  9258  Limit  1  Sell  874.75    Filled  874.75  1  Sim1  Open      
Fill  2015-09-10 03:44:26.001  [Sim]ZS-201511-ECBOT  Trade simulation fill. Bid: 874.75 Ask: 874.75 Last: 874.75  9258  9258  Limit  1  Sell  874.75    Filled  874.75  1  Sim1  Open    -1  9258.2
Order  2015-09-10 04:00:20.000  [Sim]ZS-201511-ECBOT  ZS-201511-ECBOT 15 Min #1 | User order entry | Last: 874.5  9262    Limit  1  Buy  867.50    Order Sent      Sim1  Close    -1  
Order  2015-09-10 04:00:20.001  [Sim]ZS-201511-ECBOT  Simulated order accepted  9262  9262  Limit  1  Buy  867.50    Open      Sim1  Close    -1  
Order  2015-09-10 04:08:42.000  [Sim]CL-201510-NYMEX  CL-201510-NYMEX 15 Min #1 | User order entry | Last: 44.489998  9263    Limit  1  Sell  44.50    Order Sent      Sim1  Open    -1  
Order  2015-09-10 04:08:42.001  [Sim]CL-201510-NYMEX  Simulated order accepted  9263  9263  Limit  1  Sell  44.50    Open      Sim1  Open    -1  
Order  2015-09-10 04:11:44.000  [Sim]CL-201510-NYMEX  CL-201510-NYMEX 15 Min #1 | User order cancel  9263  9263  Limit  1  Sell  44.50    Pending Cancel      Sim1  Open    -1  
Order  2015-09-10 04:11:44.001  [Sim]CL-201510-NYMEX  Simulated order canceled  9263  9263  Limit  1  Sell  44.50    Canceled      Sim1  Open    -1  
Order  2015-09-10 05:30:00.000  [Sim]CAD-201509-GLOBEX  CAD-201509-GLOBEX 15 Min #1 | User order entry | Last: 0.7572  9264    Limit  1  Sell  0.7573    Order Sent      Sim1  Open      
Order  2015-09-10 05:30:00.001  [Sim]CAD-201509-GLOBEX  Simulated order accepted  9264  9264  Limit  1  Sell  0.7573    Open      Sim1  Open      
Order  2015-09-10 05:30:04.000  [Sim]CAD-201509-GLOBEX  User order modification ignored. New price is the same  9264  9264  Limit  1  Sell  0.7573    Open      Sim1  Open      
Order  2015-09-10 05:30:10.000  [Sim]CAD-201509-GLOBEX  Trade simulation fill. Bid: 0.7573 Ask: 0.7573 Last: 0.7573  9264  9264  Limit  1  Sell  0.7573    Filled  0.7573  1  Sim1  Open      
Fill  2015-09-10 05:30:10.001  [Sim]CAD-201509-GLOBEX  Trade simulation fill. Bid: 0.7573 Ask: 0.7573 Last: 0.7573  9264  9264  Limit  1  Sell  0.7573    Filled  0.7573  1  Sim1  Open    -1  9264.3
Order  2015-09-10 05:39:48.000  [Sim]CAD-201509-GLOBEX  CAD-201509-GLOBEX 15 Min #1 | User order entry | Last: 0.75699997  9265    Limit  1  Buy  0.7534    Order Sent      Sim1  Close    -1  
Order  2015-09-10 05:39:48.001  [Sim]CAD-201509-GLOBEX  Simulated order accepted  9265  9265  Limit  1  Buy  0.7534    Open      Sim1  Close    -1  
Order  2015-09-10 05:41:13.000  [Sim]NG-201510-NYMEX  NG-201510-NYMEX 15 Min #1 | User order modification. Requested Price: 2.7050001. Requested Quantity: 1  9260  9260  Limit  1  Sell  2.710    Pending Modify      Sim1  Open      
Order  2015-09-10 05:41:13.001  [Sim]NG-201510-NYMEX  Simulated order modify complete  9260  9260  Limit  1  Sell  2.705    Open      Sim1  Open      
Order  2015-09-10 05:41:20.000  [Sim]NG-201510-NYMEX  NG-201510-NYMEX 15 Min #1 | User order modification. Requested Price: 2.7010001. Requested Quantity: 1  9260  9260  Limit  1  Sell  2.705    Pending Modify      Sim1  Open      
Order  2015-09-10 05:41:20.001  [Sim]NG-201510-NYMEX  Simulated order modify complete  9260  9260  Limit  1  Sell  2.701    Open      Sim1  Open      
Order  2015-09-10 06:08:27.000  [Sim]NG-201510-NYMEX  NG-201510-NYMEX 15 Min #1 | User order modification. Requested Price: 2.6910001. Requested Quantity: 1  9260  9260  Limit  1  Sell  2.701    Pending Modify      Sim1  Open      
Order  2015-09-10 06:08:27.001  [Sim]NG-201510-NYMEX  Simulated order modify complete  9260  9260  Limit  1  Sell  2.691    Open      Sim1  Open      
Order  2015-09-10 07:44:27.000  [Sim]CAD-201509-GLOBEX  CAD-201509-GLOBEX 15 Min #1 | User order cancel  9259  9259  Limit  1  Sell  0.7586    Pending Cancel      Sim1  Open      
Order  2015-09-10 07:44:27.001  [Sim]CAD-201509-GLOBEX  Simulated order canceled  9259  9259  Limit  1  Sell  0.7586    Canceled      Sim1  Open      
Order  2015-09-10 07:44:43.000  [Sim]ZM-201512-ECBOT  ZM-201512-ECBOT 15 Min #1 | User order cancel  9261  9261  Limit  1  Sell  310.5    Pending Cancel      Sim1  Open      
Order  2015-09-10 07:44:43.001  [Sim]ZM-201512-ECBOT  Simulated order canceled  9261  9261  Limit  1  Sell  310.5    Canceled      Sim1  Open      
Order  2015-09-10 07:45:32.000  [Sim]CAD-201509-GLOBEX  CAD-201509-GLOBEX 15 Min #1 | User order modification. Requested Price: 0.75459998. Requested Quantity: 1  9265  9265  Limit  1  Buy  0.7534    Pending Modify      Sim1  Close    -1  
Order  2015-09-10 07:45:32.001  [Sim]CAD-201509-GLOBEX  Simulated order modify complete  9265  9265  Limit  1  Buy  0.7546    Open      Sim1  Close    -1  
Order  2015-09-10 07:45:34.000  [Sim]CAD-201509-GLOBEX  Trade simulation fill. Bid: 0.7545 Ask: 0.7546 Last: 0.7546  9265  9265  Limit  1  Buy  0.7546    Filled  0.7546  1  Sim1  Close    -1  
Fill  2015-09-10 07:45:34.001  [Sim]CAD-201509-GLOBEX  Trade simulation fill. Bid: 0.7545 Ask: 0.7546 Last: 0.7546  9265  9265  Limit  1  Buy  0.7546    Filled  0.7546  1  Sim1  Close      9265.4
Order  2015-09-10 08:03:43.000  [Sim]NG-201510-NYMEX  NG-201510-NYMEX 15 Min #1 | User order modification. Requested Price: 2.6900001. Requested Quantity: 1  9260  9260  Limit  1  Sell  2.691    Pending Modify      Sim1  Open      
Order  2015-09-10 08:03:43.001  [Sim]NG-201510-NYMEX  Simulated order modify complete  9260  9260  Limit  1  Sell  2.690    Open      Sim1  Open      
Order  2015-09-10 08:04:12.000  [Sim]NG-201510-NYMEX  NG-201510-NYMEX 15 Min #1 | User order cancel  9260  9260  Limit  1  Sell  2.690    Pending Cancel      Sim1  Open      
Order  2015-09-10 08:04:12.001  [Sim]NG-201510-NYMEX  Simulated order canceled  9260  9260  Limit  1  Sell  2.690    Canceled      Sim1  Open      
Order  2015-09-10 08:04:17.000  [Sim]NG-201510-NYMEX  NG-201510-NYMEX 15 Min #1 | User order entry | Last: 2.6910002  9268    Limit  1  Sell  2.692    Order Sent      Sim1  Open      
Order  2015-09-10 08:04:17.001  [Sim]NG-201510-NYMEX  Simulated order accepted  9268  9268  Limit  1  Sell  2.692    Open      Sim1  Open      
Order  2015-09-10 08:05:17.000  [Sim]NG-201510-NYMEX  Trade simulation fill. Bid: 2.692 Ask: 2.692 Last: 2.692  9268  9268  Limit  1  Sell  2.692    Filled  2.692  1  Sim1  Open      
Fill  2015-09-10 08:05:17.001  [Sim]NG-201510-NYMEX  Trade simulation fill. Bid: 2.692 Ask: 2.692 Last: 2.692  9268  9268  Limit  1  Sell  2.692    Filled  2.692  1  Sim1  Open    -1  9268.5
Order  2015-09-10 08:05:34.000  [Sim]NG-201510-NYMEX  NG-201510-NYMEX 15 Min #1 | User order entry | Last: 2.6930001  9269    Limit  1  Buy  2.667    Order Sent      Sim1  Close    -1  
Order  2015-09-10 08:05:34.001  [Sim]NG-201510-NYMEX  Simulated order accepted  9269  9269  Limit  1  Buy  2.667    Open      Sim1  Close    -1  
Order  2015-09-10 08:05:37.000  [Sim]NG-201510-NYMEX  NG-201510-NYMEX 15 Min #1 | User order modification. Requested Price: 2.6550001. Requested Quantity: 1  9269  9269  Limit  1  Buy  2.667    Pending Modify      Sim1  Close    -1  
Order  2015-09-10 08:05:37.001  [Sim]NG-201510-NYMEX  Simulated order modify complete  9269  9269  Limit  1  Buy  2.655    Open      Sim1  Close    -1  
Order  2015-09-10 08:08:18.000  [Sim]CL-201510-NYMEX  CL-201510-NYMEX 15 Min #1 | User order entry | Last: 44.200001  9270    Limit  1  Buy  43.55    Order Sent      Sim1  Close    -1  
Order  2015-09-10 08:08:18.001  [Sim]CL-201510-NYMEX  Simulated order accepted  9270  9270  Limit  1  Buy  43.55    Open      Sim1  Close    -1  
Order  2015-09-10 08:45:05.000  [Sim]ZS-201511-ECBOT  Trade simulation fill. Bid: -100.00 Ask: -100.00 Last: 868.50  9262  9262  Limit  1  Buy  867.50    Filled  -100.00  1  Sim1  Close    -1  
Fill  2015-09-10 08:45:05.001  [Sim]ZS-201511-ECBOT  Trade simulation fill. Bid: -100.00 Ask: -100.00 Last: 868.50  9262  9262  Limit  1  Buy  867.50    Filled  -100.00  1  Sim1  Close      9262.6
[2015-09-10 18:34:44]
[Go To First Post]
Sierra Chart Engineering - Posts: 104368
This is due to incorrect Bid and Ask data from Interactive Brokers as this line indicates:

Fill 2015-09-10 08:45:05.001 [Sim]ZS-201511-ECBOT Trade simulation fill. Bid: -100.00 Ask: -100.00 Last: 868.50 9262 9262 Limit 1 Buy 867.50 Filled -100.00 1 Sim1 Close 9262.6

You can contact Interactive Brokers about this. We cannot help with it other than to recommend you do not use their data feed and use the Sierra Chart Exchange Data Feed instead:
Sierra Chart Exchange Data Feed
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

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Date Time Of Last Edit: 2015-09-10 18:35:08

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