API orders getting cancelled

N

nijshar28

Hi everyone. I just noticed that some of my MOC orders (placed via API in paper trading mode) did not execute and got canceled. I dug through the logs and found messages of the following form for these orders:

[{'time': '2020-06-02T15:16:01.733084+00:00',
'status': 'PendingSubmit',
'message': ''},
{'time': '2020-06-02T15:16:04.024916+00:00',
'status': 'PreSubmitted',
'message': ''},
{'time': '2020-06-02T19:31:22.503361+00:00',
'status': 'PendingCancel',
'message': ''},
{'time': '2020-06-02T19:31:22.562397+00:00',
'status': 'Cancelled',
'message': ''}]

In contrast, this is a typical log for an order that got filled.

[{'time': '2020-06-02T15:15:22.300838+00:00',
'status': 'PendingSubmit',
'message': ''},
{'time': '2020-06-02T15:16:03.851715+00:00',
'status': 'PreSubmitted',
'message': ''},
{'time': '2020-06-02T19:59:30.099333+00:00',
'status': 'Submitted',
'message': ''},
{'time': '2020-06-02T19:59:30.146553+00:00',
'status': 'Submitted',
'message': 'Fill 132.0@15.39'},
{'time': '2020-06-02T19:59:30.146553+00:00',
'status': 'Filled',
'message': ''}]

I could not find any other info. Has anyone encountered this and knows what could be happening? I am kind of pushing it on my maintenance margin. However, I would expect there to be a warning somewhere in the logs about the margin being exceeded, and I can't seem to find any. Any thoughts? Thanks!
 
Last I remember auction orders are rejected for paper trading account as they cannot be simulated. You should have an errorhandler in place to check why it was rejected (error code + msg).
 
Open TWS and see whether you can find that order which got cancelled. Sometimes you can get additional information within TWS when hovering your mouse over it.
 
d08 said:
Last I remember auction orders are rejected for paper trading account as they cannot be simulated. You should have an errorhandler in place to check why it was rejected (error code + msg).
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Thank you. Are you using python / ib_insync by any chance?
 
HobbyTrading said:
Open TWS and see whether you can find that order which got cancelled. Sometimes you can get additional information within TWS when hovering your mouse over it.
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Great suggestion. Unfortunately, my TWS already restarted after last session, but now I will be on lookout for it.
 
I used IbPy until it was abandoned, syntax is practically identical with IbPythonic. Was the easiest transition at the time.
 
nijshar28 said:
Great suggestion. Unfortunately, my TWS already restarted after last session, but now I will be on lookout for it.
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Restarting TWS does not influence this. Usually you can see an overview of the order lines of the last x days. This overview persists, even if you close TWS and restart it.
Normally I use Gateway to run my automated trading system. On occasion an order gets rejected. In those cases, and after I notice tthat something went wrong, I stop Gateway, start TWS and take a look at that order line. So in my case was TWS not even running when that order line got rejected.
 
HobbyTrading said:
Restarting TWS does not influence this. Usually you can see an overview of the order lines of the last x days. This overview persists, even if you close TWS and restart it.
Normally I use Gateway to run my automated trading system. On occasion an order gets rejected. In those cases, and after I notice tthat something went wrong, I stop Gateway, start TWS and take a look at that order line. So in my case was TWS not even running when that order line got rejected.
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That's really cool. Can you please instruct me where to find it in TWS? I use mosaic mostly.

Also, how do you monitor real-time performance with Gateway? Or you don't?
 
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