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Direct MessagesDate/Time: Sat, 18 May 2024 09:27:34 +0000
Interactive Brokers - bracket orders cancelled subsequently
View Count: 689
| [2021-03-30 18:28:51] |
| tomas262 - Posts: 135 |
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Hello, seems IB cancels my bracket order for a short position opened by my ACSIL code for some 'unknown' reason. Can it be decoded somehow from the log? With AMP all worked perfect but now with IB the same system have the brackets cancelled now 2 days in a row. Brackets are set to be GTC :-/ Seems it has been cancelled at 2021-03-30 00:00 for the short opened at 2021-03-29 14:33 TradeActivityLog.txt attached TradeServiceLog: Interactive Brokers | Requesting Open orders. | 2021-03-29 14:54:58.816 Interactive Brokers | Received Open orders end message. | 2021-03-29 14:54:58.830 Interactive Brokers | Received Open orders end message. | 2021-03-29 16:46:11.074 Interactive Brokers | Requesting Open orders. | 2021-03-29 16:46:16.077 TradeActivity files query time: 0.040596 seconds. Entries: 0. Current queries: 1 | 2021-03-29 16:46:16.119 Interactive Brokers | Requesting historical order fills for account U732*. Starting date: 20210328-00:00:00 | 2021-03-29 16:46:16.119 Interactive Brokers | Received Open orders end message. | 2021-03-29 16:46:16.199 Interactive Brokers | Received 8 historical order fills from TWS. | 2021-03-29 16:46:16.280 RemoveDuplicateFills | TradeAccount: . DatesOfRecordsToInsert: 2021-03-29, . MostRecentFileNameSearched: TradeActivityLog_2021-03-29_UTC.U7325213.data. RecordsRemovedCount: 8. OriginalRecordsToInsertCount: 8. RecordsToInsertCount: 0 | 2021-03-29 16:46:16.342 TradeActivity files query time: 0.036481 seconds. Entries: 0. Current queries: 1 | 2021-03-29 16:46:16.343 Interactive Brokers | Requesting Open orders. | 2021-03-29 16:46:27.039 Interactive Brokers | Received Open orders end message. | 2021-03-29 16:46:27.049 Trading message from IB: Order Canceled - reason:. Error Code: 202. ServiceOrderID: 63. InternalOrderID: 17993. | 2021-03-30 00:00:01.693 Trading message from IB: Order Canceled - reason:. Error Code: 202. ServiceOrderID: 62. InternalOrderID: 17992. | 2021-03-30 00:00:01.693 Trading message from IB: Order rejected - reason:No such order: order done. Error Code: 201. ServiceOrderID: 63. InternalOrderID: 17993. | 2021-03-30 00:00:01.717 * Interactive Brokers | Requesting Open orders. | 2021-03-30 00:00:15.994 Interactive Brokers | Received Open orders end message. | 2021-03-30 00:00:15.997 Trading message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 65. InternalOrderID: 17994. | 2021-03-30 02:32:17.433 Interactive Brokers | Requesting Open orders. | 2021-03-30 02:32:31.638 Interactive Brokers | Received Open orders end message. | 2021-03-30 02:32:31.641 Interactive Brokers | Requesting Open orders. | 2021-03-30 03:19:01.040 TradeActivity files query time: 0.012252 seconds. Entries: 0. Current queries: 1 | 2021-03-30 03:19:01.098 Interactive Brokers | Requesting historical order fills for account U732*. Starting date: 20210329-00:00:00 | 2021-03-30 03:19:01.098 Interactive Brokers | Received Open orders end message. | 2021-03-30 03:19:01.329 Interactive Brokers | Received 1 historical order fills from TWS. | 2021-03-30 03:19:01.346 RemoveDuplicateFills | TradeAccount: . DatesOfRecordsToInsert: 2021-03-30, . MostRecentFileNameSearched: TradeActivityLog_2021-03-30_UTC.U7325213.data. RecordsRemovedCount: 1. OriginalRecordsToInsertCount: 1. RecordsToInsertCount: 0 | 2021-03-30 03:19:01.396 TradeActivity files query time: 0.027951 seconds. Entries: 0. Current queries: 1 | 2021-03-30 03:19:01.396 Interactive Brokers | Requesting Open orders. | 2021-03-30 03:19:15.260 Interactive Brokers | Received Open orders end message. | 2021-03-30 03:19:15.323 Trading message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 68. InternalOrderID: 17996. | 2021-03-30 03:25:18.624 Trading message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 67. InternalOrderID: 17995. | 2021-03-30 03:25:18.643 Interactive Brokers | Requesting Open orders. | 2021-03-30 03:25:32.939 |
 TradeActivityLog.txt - Attached On 2021-03-30 18:25:47 UTC - Size: 70.76 KB - 172 views |
| [2021-03-30 19:25:03] |
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Make sure you use a Time in Force of Good till Canceled for those Attached Orders: Attached Orders: Time In Force Update: Actually we see that you have said this is already the case. So we do not know the reason. You need to ask Interactive Brokers. 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 Date Time Of Last Edit: 2021-03-30 19:26:02
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| [2021-03-30 20:48:13] |
| tomas262 - Posts: 135 |
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IB said: "It shows the order was canceled by you the user of the acct on 03/30 at 01:00:01.217" which is very strange since I was sleeping at that time :) Will keep my eye on the currently open position whether the issue happens again so I can get some new data |
| [2021-03-31 07:19:55] |
| tomas262 - Posts: 135 |
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hm it happened again today, 3 times in 3 days Trading message from IB: Order Canceled - reason:. Error Code: 202. ServiceOrderID: 78. InternalOrderID: 18006. | 2021-03-31 00:00:01.295
Trading message from IB: Order rejected - reason:No such order: order done. Error Code: 201. ServiceOrderID: 78. InternalOrderID: 18006. | 2021-03-31 00:00:01.296 * Trading message from IB: Order Canceled - reason:. Error Code: 202. ServiceOrderID: 77. InternalOrderID: 18005. | 2021-03-31 00:00:01.607 attaching some more data into next post .... |
 SC-IB-setting.png / V - Attached On 2021-03-31 07:18:45 UTC - Size: 129.49 KB - 170 views TWS 2021-03-30 16_15.png / V - Attached On 2021-03-31 07:18:55 UTC - Size: 139.57 KB - 156 views TradeActivityLog.txt - Attached On 2021-03-31 07:19:10 UTC - Size: 8.9 KB - 195 views |
| [2021-03-31 07:20:57] |
| tomas262 - Posts: 135 |
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IB chat snapshot + Audit Trail from TWS
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Private File IB-chat.txt - Attached On 2021-03-31 07:20:36 UTC - Size: 1.64 KB - 183 views |
| [2021-03-31 13:39:40] |
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This is the reason for the canceled orders: Orders 2021-03-31 00:00:00.665 M2K-202106-GLOBEX-USD M2K-202106-GLOBEX-USD [C] 60 Min #1 | Cancel Orders at set time for Symbol and Account 18006 78 Stop 1 Sell 2184.4 Pending Cancel ** Close 18004 1 0.00 So you have enabled that functionality on the Trade Window:Orders 2021-03-31 00:00:01.295 M2K-202106-GLOBEX-USD IB order status update 18006 78 Stop 1 Sell 2184.4 Canceled ** Close 18004 1 0.00 Basic Trading and the Trade Window: A >> Flatten And Cancel at Set Time 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 Date Time Of Last Edit: 2021-03-31 13:40:02
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