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Direct MessagesDate/Time: Sun, 05 May 2024 05:59:53 +0000
Dax-position disappears after few seconds
View Count: 1047
| [2015-11-02 09:53:54] |
| User93422 - Posts: 4 |
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Hello, I am using new version of sierra chart 1316 and the 953.1 build of the TWS from interactive brokers. Since today morning as I send market order to buy, the position disappears from sierra chart shortly after it was filled. I can still see the position as open in the TWS, and can be closed there manually. Please see the screenshot of the trade activity log. I can see there "Synchronized Internal Position to current Service Position" exactly ten seconds after the position was open and that's the trigger to remove open position from sierra chart. I could also notice the difference in the symbol column - maybe that could be hint in the investigation. 3 minutes later position appeared back and after another 3 minutes again disappeared. Unfortunately during live trading this behavior is not acceptable as you can imagine. I am not 100% sure but this error could also relate to the one described here: Flatten in SC not totally working in IB/TWS I was looking for errors in communication on both sides but without success. Any help would be appreciated. Best Regards, Ivan |
 TAL-20151102-positions disapears.png / V - Attached On 2015-11-02 09:52:18 UTC - Size: 28.15 KB - 307 views |
| [2015-11-03 06:44:01] |
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You can see the Trade Position data that Interactive Brokers is sending to Sierra Chart from the TWS API through Trade >> Trade Orders and Positions >> Positions >> Trade Service Position Quantity. Monitor that and see if the correct Trade Position data is being received. The problem is clearly on the Interactive Brokers side. We have not changed anything which would cause this. The symbol difference you see in the log is not the reason for the problem. Sierra Chart has a method to handle that. We recommend logging into TWS using the username and password: edemo and demouser. Trade the same symbol and see if you notice the problem. Let us know what you find out. 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 For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-11-03 08:42:02] |
| User93422 - Posts: 4 |
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Ok, I will monitor service trade positions and let you know.
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| [2015-11-09 12:53:13] |
| User93422 - Posts: 4 |
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Hello, after some time (without problems) I could observe today again this behavior. This time I checked the communication logs on IB side and I could saw that they are reporting correct position size according to API: https://www.interactivebrokers.com/en/software/api/apiguide/c/updateportfolio.htm IB log: 13:26:11:901 -> 7-8-187713822-DAX-FUT-20151218-0-0-25-DTB-EUR-FDAX DEC 15-FDAX--1-10952.75--273818.75-273798.0--20.75-59.5-DU217235- ... 13:26:26:904 -> 7-8-210969790-DAX-FUT-20151218-0-0-5-DTB-EUR-FDXM DEC 15-FDXM-0-10953.0-0.0-0.0-0.0-13.4-DU217235- ... 13:29:27:017 -> 7-8-187713822-DAX-FUT-20151218-0-0-25-DTB-EUR-FDAX DEC 15-FDAX--1-10951.0--273775.0-273798.0-23.0-59.5-DU217235- 13:29:27:017 -> 8-1-13:29- 13:29:27:018 -> 7-8-210969790-DAX-FUT-20151218-0-0-5-DTB-EUR-FDXM DEC 15-FDXM-0-10952.5-0.0-0.0-0.0-13.4-DU217235- Could be that SC does not differentiate between FDAX and FDXM ?? In the attachment you can find the screenshot with sierra chart's positions tab and IB api log. |
position lost.png / V - Attached On 2015-11-09 12:45:35 UTC - Size: 229.81 KB - 298 views  api.9368395.Mon.log - Attached On 2015-11-09 12:45:48 UTC - Size: 56.28 KB - 293 views |
| [2015-11-09 18:34:53] |
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The problem is because the currency and the multiplier are not part of the Position symbol. So FDAX and FDXM are both affecting the position reporting for the same symbol. We are solving this now. 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 For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-11-10 08:29:07] |
| User93422 - Posts: 4 |
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Great, thanks for fast feedback.
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| [2015-11-10 17:34:06] |
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We are going to be releasing version 1324 today which solves this problem. We just need to do some additional testing. 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 For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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