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Date/Time: Wed, 24 Jul 2024 00:41:12 +0000



[Locked] - Notice: Recent Interactive Brokers TWS API Integration Issues

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[2023-01-21 04:20:37]
Sierra_Chart Engineering - Posts: 15556
About two weeks ago we began to see reports of market data failures related to MIN_SERVER_VER_FRACTIONAL_SIZE_SUPPORT (this is a TWS API constant).

From memory it affected one symbol or a very limited number of symbols. Gradually, up until the current moment, we have had more reports of issues and more symbols affected. So it only begins to become more apparent over time that there is a significant issue that we need to resolve.

When we are presented with these types of problems from TWS, resolving them is not easy. It requires that the Sierra Chart integration to TWS is updated to the latest protocol version.



Sierra Chart does not simply use a downloadable component from Interactive Brokers to interface with the TWS API. Sierra chart uses a direct socket connection to the TWS API based upon the source code of the Interactive Brokers API DLL component.

Whenever there are compatibility issues like this , it requires that we go through the current source code for the TWS API component and go through each and every message and make sure all the messages are implemented and all the fields are supported and all of the various version numbers used when receiving and sending messages and logging on, all match to the TWS API source code, in the Sierra Chart interface to the TWS API.

This is not an easy process.

So when we begin to see a very limited issue in the beginning it is not an effort we are going to undertake immediately. As we begin to see more and more of a problem we then begin to realize that we need to prioritize this review and code update , as we would call it.

A few years ago the TWS API was significantly improved to put the size of a message at the beginning of the message.

This may actually make the process of updating Sierra Chart to the newest TWS API protocol easier.

What we have done in version 2474 is just update the client version that Sierra Chart sends to TWS. This may solve the problem. There could be other lurking issues that we do not know about.

However, those are very involved to go through. However if TWS is properly designed and engineered we do not think there would be any lurking issues. With the improvements they made a few years ago, we think the change that has been made now involving the client version is probably sufficient.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2023-01-21 04:21:40
[2023-02-06 13:41:32]
Sierra_Chart Engineering - Posts: 15556
We expect to have a new release properly working with TWS, by the end of the day today.

The work is more involved that expected.

We were getting very discouraged, over the weekend with the problems we were seeing, but gradually we are figuring them out one by one.

For example one thing is that they took out the version field on the place order message which caused misalignment of all of the subsequent fields. We did not catch on to that at first. So every time we submitted an order a disconnection occurred.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2023-02-06 20:42:42
[2023-02-07 04:14:14]
Sierra_Chart Engineering - Posts: 15556
Version 2480 has now been released and this resolves the messaging issues between Sierra Chart and TWS after the most recent protocol update.

This release is both the main release and prerelease.

To update follow these instructions:
Software Download: Fast Update
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-02-07 13:25:05]
Sierra_Chart Engineering - Posts: 15556
Some more details regarding the changes in version 2480 and higher:

This Sierra Chart version requires TWS Server version 176, TWS version 10.20.1i Jan 18 2023 or higher.

-True real-time data support has been removed. We do not want to provide the technical support for this and it is more to maintain and adds to confusion with the implementation.

-Support for downloading historical order fills has been removed. We do not want to maintain this or support the issues associated with this.

-Support for delayed data has been removed. We do not want to maintain this, or support the technical confusion/complications related to this. Only standard market data requests are made.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-02-07 13:38:33]
Sierra_Chart Engineering - Posts: 15556
For Interactive Brokers users we have now locked out versions 2474 through 2479 due to the problems encountered with these versions when connected to TWS.

You will automatically be updated to 2480.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2023-02-07 13:48:29
[2023-02-07 15:30:13]
Sierra_Chart Engineering - Posts: 15556
Another thing we are likely to remove is position data support for multiple trading accounts. We will only be supporting the first trading account. Not multiple accounts.

The implementation, of support for multiple accounts is too complicated due to limitations on the TWS side. We are aware that Interactive Brokers did release some new message, to provide continuous updates for positions for multiple accounts, but there was some issue that related to using it when this was looked at years ago.

And once again is a very good example of all kinds of special confusing programming that would have to be done to use it properly. Which we want to eliminate with the interface to TWS!

You can always use the order fill position functionality for reporting positions.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2023-04-03 09:27:39
[2023-02-07 21:02:25]
Sierra_Chart Engineering - Posts: 15556
Regarding post #6, although we are going to remove support for position updates for multiple accounts, we will add the capability to specify the account you want position updates for. You can then run multiple instances of Sierra Chart connected to TWS, one for each account.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-04-11 09:04:22]
Sierra_Chart Engineering - Posts: 15556
And just to be clear, with the changes we have made with Interactive Brokers like removing support for the position average price which does not exist as a single value from the Interactive Brokers API and did not ever consistently work reliably and required filtering, which had other complications, there is an alternative to this by using the Sierra Chart calculated average price:
Trading Information Windows: How Average Price for Positions Is Calculated and Used
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2023-04-11 09:45:09
[2023-04-12 05:30:44]
Sierra_Chart Engineering - Posts: 15556
More Interactive Brokers problems:

https://www.sierrachart.com/SupportBoard.php?ThreadID=83018&Page=Last#P344138

These are Interactive Brokers issues, and that is with absolute 1000% certainty. This is the consequence of what you get when using Interactive Brokers. And we know in this particular case it looks like stocks are being traded and there is no other alternative for stock trading in Sierra Chart.

Anyway, the user can find a solution by contacting Interactive Brokers assuming they will help them.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2023-04-12 05:30:50

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