Guys, I use IB Gateway and API. I have been running my algo for the past month overnight without issues. But last night my stop loss bracket did not fill and i woke up deep in the red. Anyone had this issue before and is it something do with their server reset time @ 23:45 - 00:45 ET ?
Bracket Orders not filling
- Thread starter jennywestwong
- Start date
There can be many reasons why an order does not fill whereas you expected it to be filled. Your message gives insufficient information and details to further analyze.
For example: you have not indicated whether the order was active on the exchange or in your software, waiting to be submitted to IB. You have not provided details about the order. You have not provided details about the price action of the financial instrument relative to your order parameters. And so on.
For example: you have not indicated whether the order was active on the exchange or in your software, waiting to be submitted to IB. You have not provided details about the order. You have not provided details about the price action of the financial instrument relative to your order parameters. And so on.
Yep, Look at the equivalent of the order ticket. My PAPER ES Stops (Adjustable Trail) in a bracket NEVER fill AH. I think it is the difference of the routing AH, simulated versus on exchange. Could be the paper versus live but I doubt it.
@Bad_Badness have you chatted with API support? Also were you ever compensated for this?
HI JWW, Sorry I was not clear. This was paper and not the API. I just assumed the behavior might help you debug the system. Also I would not look for compensation from IB because there are so many disclaimers, it would be an uphill battle. Instead, I would debug, test in paper and make the money back in Live. If you are using the API, I assume you have a good system and confident it works under a lot of conditions, but then again, I don't know what the system does etc.
I do know some orders are held at the exchange, and some at the IB server. You can see the list at IB for each order type. I played around with different types of orders trying to get them to all be native on the exchange (i.e. no simulated), but came up inconclusive and moved on to more important issue. I will probably revisit sometime when it becomes important. Best of luck
I do know some orders are held at the exchange, and some at the IB server. You can see the list at IB for each order type. I played around with different types of orders trying to get them to all be native on the exchange (i.e. no simulated), but came up inconclusive and moved on to more important issue. I will probably revisit sometime when it becomes important. Best of luck