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Date/Time: Wed, 21 Oct 2020 05:04:58 +0000



Orders getting cancelled and new ones open at login

[2020-09-24 12:50:04]
TeeJay - Posts: 119 | Ending Date: 2021-08-03
Hello,

is this normal that orders are getting cancelled like in the screenshot when logging in and new ones opened with a negative Service Order Id? I cannot recall this behavior but maybe I lost it.
Because this takes the TextTag of my orders away and so my possibility to identify them
image2020-09-24_SierraChart_64-109.jpg / V - Attached On 2020-09-24 12:49:57 UTC - Size: 31.65 KB - 20 views
[2020-09-25 02:12:04]
Sierra Chart Engineering - Posts: 90556 | Ending Date: 2021-04-05
There can be various odd issues with orders with Interactive Brokers. This is well known.
Sierra Chart Support - Engineering Level

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[2020-09-25 07:00:33]
TeeJay - Posts: 119 | Ending Date: 2021-08-03
What makes me trouble is that this is new. I checked all my testing logs and this was working as expected just some versions ago. This is nothing I can fix through any ACSIL fixes/patches as it is a system issue. But it takes away the possibility to handle my orders correctly through ACSIL
[2020-09-25 07:58:42]
Sierra Chart Engineering - Posts: 90556 | Ending Date: 2021-04-05
Nothing has changed on the Sierra Chart side in regards to this especially because of this:
with a negative Service Order Id?
Why is TWS changing the order ID?
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2020-09-25 07:58:51
[2020-09-25 09:30:59]
TeeJay - Posts: 119 | Ending Date: 2021-08-03
The exact behavior is that when logging in the open order gets cancelled with the message in the screenshot. Then a new order is created in SC (with the message below in the screenshot) with the same order details but with a negative Server Order Id and a new Internal Order Id.
Without anything doing on my side, just logging in.
There seems to be changes have been made to API behavior shortly, as this
https://www.sierrachart.com/SupportBoard.php?ThreadID=56589#post_last I realized around the same time.
There was an update to TWS shortly it seems.

1. My code has not changed.
2. The behavior described is also the same without any code applied. This is nothing where code from me is involved. I don't modify any orders without doing anything. Added that this is a server message.
Date Time Of Last Edit: 2020-09-25 09:34:02
[2020-09-25 10:07:34]
Sierra Chart Engineering - Posts: 90556 | Ending Date: 2021-04-05
We have terminated support for Interactive Brokers for good reason. We are not willing to keep this business at all. Make a decision whether you want to continue with Sierra Chart or not.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2020-09-25 10:13:36]
TeeJay - Posts: 119 | Ending Date: 2021-08-03
Yes I want to continue with Sierra because it is the only system I can customize to my needs. But I am a stock trader. So I have no real choice on the broker service.


Thanks anyways, the other issue I mentioned I think I get fixed through ACSIL but this one is out of my control
Even if I save the internal order Ids in storage block it does not help me when they are gone the next morning. But I understand this is how it is now

Thanks
[2020-09-26 05:11:03]
Sierra Chart Engineering - Posts: 90556 | Ending Date: 2021-04-05
We looked into this, and we cannot reproduce it.

We entered these three orders at this time on the TWS demo system:

Entry Time  Last Activity Time  Symbol  Status  Internal Order ID  Order Type  Buy/Sell  Service Order ID  Open/Close  Order Quantity  Price  Price 2  Filled Quantity  Average Fill Price  Parent Internal Order ID  Time in Force  Good Till DateTime  Trade Account  Link ID  OCO ID  LastOrderActionSource  Client Order ID  Exchange Order ID  Text Tag  TrailOrderOffset  TrailOrderStepAmount
2020-09-25 15:59:59.857  2020-09-25 15:59:59.857  AAPL  Open  12154  Limit  Buy  76  Open  400  112.23  0.00  0  0.00  0  Day    DU230106  0  0  IB order status update        0.00  0.00
2020-09-26 01:03:34.795  2020-09-26 01:05:10.618  ES-202012-GLOBEX  Pending Open  12153  Limit  Buy  75  Open  1  3228.75  0.00  0  0.00  0  Day    DU230106  0  0  IB order status update        0.00  0.00
2020-09-26 01:03:23.052  2020-09-26 01:05:10.618  ES-202012-GLOBEX  Pending Open  12152  Limit  Buy  74  Open  1  2993.75  0.00  0  0.00  0  Day    DU230106  0  0  IB order status update        0.00  0.00

We repeatedly reconnected to TWS, and both the Internal Order ID and Service Order ID remain completely stable.

In the TWS API settings there is the setting "Use negative numbers to bind automatic orders".

Try disabling that but we think that only applies to orders entered outside of Sierra Chart. Sierra Chart does use the function reqAutoOpenOrders when the TWS Client identifier is set to 0.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2020-09-26 05:17:05]
TeeJay - Posts: 119 | Ending Date: 2021-08-03
Thanks for the feedback.
I yesterday realized that throughout the day, where I normally do not login/logout, it is working like expected. Even if I do so multiple times. This thing occurs only with open orders which are lying on IB server (and were entered in SC) when logging in on the next day.
The orders were not entered through external but entered in SC.
I can also make a video of the screen next time I do login with an open order the next day if you like me to.
Yes I will also try the settings out.

Thanks
Date Time Of Last Edit: 2020-09-26 05:18:07
[2020-09-26 05:34:16]
TeeJay - Posts: 119 | Ending Date: 2021-08-03
Just an idea : Maybe something needs to long to bring that into a timeout when starting on a new day, where all the historical downloads have to be done for a lot of charts? That is just an idea I had regarding my last post. Anyways I will try out what I can to nail it down and also have a more detailed look on the message log next time. Will also save the whole order log for the order instead of just screenshotting the message.
Date Time Of Last Edit: 2020-09-26 05:34:46

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