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Missing and incorrect orders from IB

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[2013-04-25 17:35:37] #1 [Go To First Post]
User76625 - Posts: 49
I noticed today that I had an entry order that filled fine, but then my attached stop was for 1200 shares instead of the 1643 that I was filled on. The log also showed 1643 filled, then showed a stop order for 1200 shares. I'm using a hard coded attached stop order in my code. I also had a problem minutes later, on the same symbol, where my entry order was sent to IB, but my stop never was. Eventually my stop was hit, but the trade remains open on IB. Here's the lines from the trade log: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity AccountInfo OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2013-04-25 11:22:06.000 CF Synchronized Internal Position to current Service Position. Current Position quantity: -940 Unspecified Order 2013-04-25 11:24:27.000 CF Canceling due to no order update 562371 1 Market 940 Sell Pending Cancel DU157477 Open -940 Order 2013-04-25 11:24:27.001 CF Canceling due to no order update 562371 1 Market 940 Sell Canceled DU157477 Open -940 Order 2013-04-25 11:24:27.002 CF Canceling child orders of internal order ID 562371 562372 Trailing Stop Buy 193.50 Pending Cancel DU157477 Close 562371 -940 Order 2013-04-25 11:24:27.003 CF Canceling child orders of internal order ID 562371 562372 Trailing Stop Buy 193.50 Canceled DU157477 Close 562371 -940

[2013-04-25 17:39:24] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This is not a complete Trade Activity log for those orders. It does not indicate the issue. 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

[2013-04-25 18:48:32] #3 [Go To First Post]
User76625 - Posts: 49
On the first one, I eventually corrected the quantity myself through IB. Log for the first issue: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity AccountInfo OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2013-04-25 10:59:58.000 WYNN Auto-trade: WYNN 2 min #5\|ATR Stop\|SellEntry 562370 Trailing Stop Buy 134.44 Pending Child DU157477 Close 562369 Order 2013-04-25 10:59:58.001 WYNN Auto-trade: WYNN 2 min #5\|ATR Stop\|SellEntry 562369 Market 1643 Sell Order Sent DU157477 Open Fill 2013-04-25 10:59:58.002 WYNN IB order fill (execution) 562369 5 Market 100 Sell Order Sent 134.14 100 DU157477 Open -100 00018037.51c4e6e1.01.01 Order 2013-04-25 10:59:58.003 WYNN Auto-sent child from parent fill 562370 Trailing Stop 100 Buy 134.44 Order Sent DU157477 Close 562369 -100 Order 2013-04-25 10:59:58.004 WYNN IB order status update 562369 5 Market 1643 Sell Pending Open 134.14 100 DU157477 Open -100 Fill 2013-04-25 10:59:58.005 WYNN IB order fill (execution) 562369 5 Market 300 Sell Pending Open 134.14 400 DU157477 Open -400 00018037.51c4e6e2.01.01 Order 2013-04-25 10:59:58.006 WYNN Modifying of order is being delayed. 562370 Unspecified Fill 2013-04-25 10:59:58.007 WYNN IB order fill (execution) 562369 5 Market 200 Sell Pending Open 134.14 600 DU157477 Open -600 00018037.51c4e6e3.01.01 Order 2013-04-25 10:59:58.008 WYNN Removed 1 prior delayed modifications due to later modification. Modifying of order is being delayed. 562370 Unspecified Fill 2013-04-25 10:59:58.009 WYNN IB order fill (execution) 562369 5 Market 100 Sell Pending Open 134.14 700 DU157477 Open -700 00018037.51c4e6e4.01.01 Order 2013-04-25 10:59:58.010 WYNN Removed 1 prior delayed modifications due to later modification. Modifying of order is being delayed. 562370 Unspecified Order 2013-04-25 10:59:58.011 WYNN IB order status update 562369 5 Market 1643 Sell Open 134.14 700 DU157477 Open -700 Order 2013-04-25 10:59:58.012 WYNN IB order status update 562370 6 Trailing Stop 100 Buy 134.44 Open DU157477 Close 562369 -700 Order 2013-04-25 10:59:59.000 WYNN Delayed modification of order is being processed now. 562370 Unspecified Order 2013-04-25 10:59:59.001 WYNN Increasing child order quantity to 700 from parent fill 562370 6 Trailing Stop 100 Buy 134.44 Pending Modify DU157477 Close 562369 -700 Order 2013-04-25 10:59:59.002 WYNN IB open order update 562370 6 Trailing Stop 700 Buy 134.44 Pending Modify DU157477 Close 562369 -700 Order 2013-04-25 10:59:59.003 WYNN IB order status update 562370 6 Trailing Stop 700 Buy 134.44 Open DU157477 Close 562369 -700 Fill 2013-04-25 11:00:00.000 WYNN IB order fill (execution) 562369 5 Market 200 Sell Open 134.15 900 DU157477 Open -900 00018037.51c4e6ed.01.01 Order 2013-04-25 11:00:00.001 WYNN Increasing child order quantity to 900 from parent fill 562370 6 Trailing Stop 700 Buy 134.44 Pending Modify DU157477 Close 562369 -900 Order 2013-04-25 11:00:00.002 WYNN IB open order update 562370 6 Trailing Stop 900 Buy 134.44 Pending Modify DU157477 Close 562369 -900 Order 2013-04-25 11:00:00.003 WYNN IB order status update 562370 6 Trailing Stop 900 Buy 134.44 Open DU157477 Close 562369 -900 Fill 2013-04-25 11:00:00.004 WYNN IB order fill (execution) 562369 5 Market 100 Sell Open 134.10 1000 DU157477 Open -1000 00018037.51c4e6f8.01.01 Order 2013-04-25 11:00:00.005 WYNN Increasing child order quantity to 1000 from parent fill 562370 6 Trailing Stop 900 Buy 134.44 Pending Modify DU157477 Close 562369 -1000 Fill 2013-04-25 11:00:00.006 WYNN IB order fill (execution) 562369 5 Market 100 Sell Open 134.10 1100 DU157477 Open -1100 00018037.51c4e6f9.01.01 Order 2013-04-25 11:00:00.007 WYNN Modifying of order is being delayed. 562370 Unspecified Fill 2013-04-25 11:00:01.000 WYNN IB order fill (execution) 562369 5 Market 100 Sell Open 134.10 1200 DU157477 Open -1200 00018037.51c4e6fa.01.01 Order 2013-04-25 11:00:01.001 WYNN Removed 1 prior delayed modifications due to later modification. Modifying of order is being delayed. 562370 Unspecified Order 2013-04-25 11:00:01.002 WYNN IB open order update 562370 6 Trailing Stop 1000 Buy 134.44 Pending Modify DU157477 Close 562369 -1200 Order 2013-04-25 11:00:01.003 WYNN IB order status update 562370 6 Trailing Stop 1000 Buy 134.44 Open DU157477 Close 562369 -1200 Order 2013-04-25 11:00:01.004 WYNN Delayed modification of order is being processed now. 562370 Unspecified Order 2013-04-25 11:00:01.005 WYNN Increasing child order quantity to 1200 from parent fill 562370 6 Trailing Stop 1000 Buy 134.44 Pending Modify DU157477 Close 562369 -1200 Fill 2013-04-25 11:00:01.006 WYNN IB order fill (execution) 562369 5 Market 100 Sell Open 134.10 1300 DU157477 Open -1300 00018037.51c4e6fc.01.01 Order 2013-04-25 11:00:01.007 WYNN Modifying of order is being delayed. 562370 Unspecified Fill 2013-04-25 11:00:01.008 WYNN IB order fill (execution) 562369 5 Market 200 Sell Open 134.10 1500 DU157477 Open -1500 00018037.51c4e6ff.01.01 Order 2013-04-25 11:00:01.009 WYNN Removed 1 prior delayed modifications due to later modification. Modifying of order is being delayed. 562370 Unspecified Order 2013-04-25 11:00:01.010 WYNN IB open order update 562370 6 Trailing Stop 1200 Buy 134.44 Pending Modify DU157477 Close 562369 -1500 Order 2013-04-25 11:00:01.011 WYNN IB order status update 562370 6 Trailing Stop 1200 Buy 134.44 Open DU157477 Close 562369 -1500 Fill 2013-04-25 11:00:01.012 WYNN IB order fill (execution) 562369 5 Market 43 Sell Open 134.10 1543 DU157477 Open -1543 00018037.51c4e701.01.01 Order 2013-04-25 11:00:01.013 WYNN Removed 1 prior delayed modifications due to later modification. Modifying of order is being delayed. 562370 Unspecified Fill 2013-04-25 11:00:01.014 WYNN IB order fill (execution) 562369 5 Market 100 Sell Open 134.10 1643 DU157477 Open -1643 00018037.51c4e702.01.01 Order 2013-04-25 11:00:01.015 WYNN Removed 1 prior delayed modifications due to later modification. Modifying of order is being delayed. 562370 Unspecified Order 2013-04-25 11:00:01.016 WYNN IB order status update 562369 5 Market 1643 Sell Filled 134.12 1643 DU157477 Open -1643 Order 2013-04-25 11:00:01.017 WYNN Removed 1 prior delayed modifications due to later modification. Modifying of order is being delayed. 562370 Unspecified Order 2013-04-25 11:00:02.000 WYNN Delayed modification of order is being processed now. 562370 Unspecified Order 2013-04-25 11:00:02.001 WYNN Auto trail order modification. Trigger price: 134.109997 562370 6 Trailing Stop 1200 Buy 134.44 Pending Modify DU157477 Close 562369 -1643 Order 2013-04-25 11:00:02.004 WYNN IB order status update 562370 6 Trailing Stop 1200 Buy 134.41 Open DU157477 Close 562369 -1643 Order 2013-04-25 11:06:25.000 WYNN WYNN 2 min #5 \| User order modification 562370 6 Trailing Stop 1200 Buy 134.41 Pending Modify DU157477 Close 562369 -1643 Order 2013-04-25 11:06:25.001 WYNN IB open order update 562370 6 Trailing Stop 1643 Buy 134.41 Pending Modify DU157477 Close 562369 -1643 Order 2013-04-25 11:06:25.002 WYNN IB order status update 562370 6 Trailing Stop 1643 Buy 134.41 Open DU157477 Close 562369 -1643 The 2nd issue with the missing stop: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity AccountInfo OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Fill 2013-04-25 12:03:50.002 CF IB order fill (execution) 562367 3 Market 1493 Sell Filled 159.19 2445 DU157477 Open -1493 00018037.51c51326.01.01 Order 2013-04-25 12:03:50.003 CF Order reactivated. Prior Internal Order ID: 562375 562375 4 Trailing Stop 1493 Buy 192.52 Order Sent DU157477 Close 562367 -1493 Order 2013-04-25 12:03:50.004 CF IB open order update 562367 3 Market 2445 Sell Filled 159.19 2445 DU157477 Open -1493 Order 2013-04-25 12:03:50.005 CF IB order status update 562375 4 Trailing Stop 1493 Buy 192.52 Open DU157477 Close 562367 -1493 Fill 2013-04-25 12:03:51.000 CF IB order fill (execution) 562375 4 Trailing Stop 100 Buy 192.52 Open 193.63 100 DU157477 Close -1393 00018037.51c51327.01.01 Fill 2013-04-25 12:03:53.000 CF IB order fill (execution) 562375 4 Trailing Stop 100 Buy 192.52 Open 193.65 200 DU157477 Close -1293 00018037.51c51329.01.01 Fill 2013-04-25 12:03:53.001 CF IB order fill (execution) 562375 4 Trailing Stop 100 Buy 192.52 Open 193.65 300 DU157477 Close -1193 00018037.51c5132c.01.01 Fill 2013-04-25 12:03:53.002 CF IB order fill (execution) 562375 4 Trailing Stop 100 Buy 192.52 Open 193.63 400 DU157477 Close -1093 00018037.51c5132f.01.01 Fill 2013-04-25 12:03:55.000 CF IB order fill (execution) 562375 4 Trailing Stop 100 Buy 192.52 Open 193.64 500 DU157477 Close -993 00018037.51c51332.01.01 Fill 2013-04-25 12:03:59.000 CF IB order fill (execution) 562375 4 Trailing Stop 100 Buy 192.52 Open 193.68 600 DU157477 Close -893 00018037.51c5133b.01.01 Fill 2013-04-25 12:03:59.001 CF IB order fill (execution) 562375 4 Trailing Stop 100 Buy 192.52 Open 193.68 700 DU157477 Close -793 00018037.51c5133c.01.01 Fill 2013-04-25 12:04:01.000 CF IB order fill (execution) 562375 4 Trailing Stop 100 Buy 192.52 Open 193.79 800 DU157477 Close -693 00018037.51c5133e.01.01 Fill 2013-04-25 12:04:01.001 CF IB order fill (execution) 562375 4 Trailing Stop 100 Buy 192.52 Open 193.64 900 DU157477 Close -593 00018037.51c5133f.01.01 Fill 2013-04-25 12:04:01.002 CF IB order fill (execution) 562375 4 Trailing Stop 100 Buy 192.52 Open 193.68 1000 DU157477 Close -493 00018037.51c51340.01.01 Fill 2013-04-25 12:04:03.000 CF IB order fill (execution) 562375 4 Trailing Stop 100 Buy 192.52 Open 193.63 1100 DU157477 Close -393 00018037.51c51341.01.01 Fill 2013-04-25 12:04:03.001 CF IB order fill (execution) 562375 4 Trailing Stop 100 Buy 192.52 Open 193.63 1200 DU157477 Close -293 00018037.51c51342.01.01 Fill 2013-04-25 12:04:03.002 CF IB order fill (execution) 562375 4 Trailing Stop 100 Buy 192.52 Open 193.62 1300 DU157477 Close -193 00018037.51c51343.01.01 Fill 2013-04-25 12:04:05.000 CF IB order fill (execution) 562375 4 Trailing Stop 100 Buy 192.52 Open 193.78 1400 DU157477 Close -93 00018037.51c51349.01.01 Fill 2013-04-25 12:04:06.000 CF IB order fill (execution) 562375 4 Trailing Stop 93 Buy 192.52 Open 193.84 1493 DU157477 Close 00018037.51c5134e.01.01 Order 2013-04-25 12:04:06.001 CF IB order status update 562375 4 Trailing Stop 1493 Buy 192.52 Filled 193.68 1493 DU157477 Close 562367 A 3rd thing I found wrong is the fill price for the above order for CF - it shows it at 159.19, which is almost 20% away from what it was trading at, and a fill qty of 2445, which doesn't match the attached stop order. It looks like it's actually showing the fill price and qty I got at the same time for SPY. Here's the log for SPY from the same time - this one also had no stop order sent, like the first example above. ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity AccountInfo OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2013-04-25 12:03:50.000 SPY Auto-trade: SPY 2 min #10\|ATR Stop\|SellEntry 562374 Trailing Stop Buy 159.39 Pending Child DU157477 Close 562373 Order 2013-04-25 12:03:50.001 SPY Auto-trade: SPY 2 min #10\|ATR Stop\|SellEntry 562373 Market 2445 Sell Order Sent DU157477 Open Order 2013-04-25 12:04:15.001 SPY Synchronized Internal Position to current Service Position. Current Position quantity: -2445 Unspecified Order 2013-04-25 12:06:29.000 SPY Canceling due to no order update 562373 3 Market 2445 Sell Pending Cancel DU157477 Open -2445 Order 2013-04-25 12:06:29.001 SPY Canceling due to no order update 562373 3 Market 2445 Sell Canceled DU157477 Open -2445 Order 2013-04-25 12:06:29.002 SPY Canceling child orders of internal order ID 562373 562374 Trailing Stop Buy 159.39 Pending Cancel DU157477 Close 562373 -2445 Order 2013-04-25 12:06:29.003 SPY Canceling child orders of internal order ID 562373 562374 Trailing Stop Buy 159.39 Canceled DU157477 Close 562373 -2445 Order 2013-04-25 12:24:49.000 SPY SPY 2 min #10 \| User order entry 562379 Stop 2445 Buy 159.34 Order Sent DU157477 Close -2445 Order 2013-04-25 12:24:49.001 SPY IB order status update 562379 9 Stop 2445 Buy 159.34 Open DU157477 Close -2445 Order 2013-04-25 12:30:39.000 SPY SPY 2 min #10 \| User order modification 562379 9 Stop 2445 Buy 159.34 Pending Modify DU157477 Close -2445 Order 2013-04-25 12:30:39.001 SPY IB order status update 562379 9 Stop 2445 Buy 159.21 Open DU157477 Close -2445

[2013-04-25 19:37:58] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We see why this happened: I noticed today that I had an entry order that filled fine, but then my attached stop was for 1200 shares instead of the 1643 that I was filled on This is being resolved now. It will be resolved in version 968. It occurred because there was a trail order modification occurring on the order at the same time the child order quantity was being increased and we did not consider that kind of scenario. Still looking into the other issues. 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: 2013-04-25 19:38:53

[2013-04-25 20:05:54] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The 2nd issue with the missing stop: For the Trade Activity Log you provided for this issue, everything looks good. The stop order was sent and it got filled. We do not see an issue. A 3rd thing I found wrong is the fill price for the above order for CF - it shows it at 159.19, Where in the Trade Activity Log do you see this? The log does not show this as a fill price for the CF. That is quite clear. Please check again and you will see everything is OK. 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

[2013-04-25 20:46:47] #6 [Go To First Post]
User76625 - Posts: 49
"Where in the Trade Activity Log do you see this? The log does not show this as a fill price for the CF. That is quite clear. Please check again and you will see everything is OK." I'm looking at the 1st line of info (after the headers) in the 2nd block in my post above: Fill 2013-04-25 12:03:50.002 CF IB order fill (execution) 562367 3 Market 1493 Sell Filled 159.19 2445 DU157477 Open -1493 00018037.51c51326.01.01 That says CF filled at 159.19 when it was actually trading at 193 and change. What I think happened is it showed the fill price of CF at 159.19 (which is actually the SPY fill price that went through at the same time - see my 2nd post above for the SPY log), so my trailing stop on CF got filled immediately since it was set to 192.52. So I thought there wasn't a stop sent on this - but it likely was just filled immediately because the entry price is wrong. Also note line 3 from the 2nd block above: Order 2013-04-25 12:03:50.004 CF IB open order update 562367 3 Market 2445 Sell Filled 159.19 2445 DU157477 Open -1493 This shows CF as the symbol, but the fill price and the quantity are from the SPY order. Again, see the 3rd group of copied info above for the SPY order for comparison. Date Time Of Last Edit: 2013-04-25 20:48:19

[2013-04-25 21:31:54] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We see the source of the problem. The Service Order ID of 3 is being used for 2 different orders for different symbols. When connecting to Trader Workstation they give us a order ID to start with and we increment it for every new order. So we see this as an issue on their side. They should not be giving us an order ID that is already in use. 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: 2013-04-25 21:33:54

[2013-04-25 21:43:05] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Due to a similar problem like this in the past, we had applied a patch relating to service order IDs with Interactive Brokers. Possibly this patch might be causing some unexpected problem. We are going to more reliably solve this to ensure a service order ID is not used twice. Really the way that Interactive Brokers handles Order IDs is very disorganized. And additionally, we have seen a problem with this in the past and that was the reason why we did apply a previous patch. 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: 2013-04-25 21:48:18

[2013-04-25 21:47:44] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We have now implemented a secure solution for order ID conflicts when using 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

[2013-04-26 23:28:23] #10 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
All issues now resolved in 968. 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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