IB Fill Report

N

nodelta

Shorted some YM Futures this afternoon.

One was executed as a limit order of 10003, but IB (TWS Trades Screen) shows my execution price at 9991.

Any ideas on how to resolve this?

Does IB track the type of trade (i.e. limit) as well as the limit price when submitted?

Where can I get Time and Sales for YM?

I already made the mistake of putting in a ecbot mkt. order, fogetting that IB's quotes are delayed, for a crappy fill.

Thanks,

nd
 
Quote from nodelta:

Shorted some YM Futures this afternoon.

One was executed as a limit order of 10003, but IB (TWS Trades Screen) shows my execution price at 9991.

Any ideas on how to resolve this?

Does IB track the type of trade (i.e. limit) as well as the limit price when submitted?

Where can I get Time and Sales for YM?

I already made the mistake of putting in a ecbot mkt. order, fogetting that IB's quotes are delayed, for a crappy fill.

Thanks,

nd
More...


I found the time and sales on the cbot web site.

I'm still curious if IB tracks Limit Order information.

-nd
 
Quote from FX-Trader:

Yes, they have a full audit trail. And you can have your own audit trail if you turn it on before trading. See TWS user guide.
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Thanks.

I knew I should have read that document.

nd
 
Quote from nodelta:

Shorted some YM Futures this afternoon.

One was executed as a limit order of 10003, but IB (TWS Trades Screen) shows my execution price at 9991.

Any ideas on how to resolve this?

Does IB track the type of trade (i.e. limit) as well as the limit price when submitted?

Where can I get Time and Sales for YM?

I already made the mistake of putting in a ecbot mkt. order, fogetting that IB's quotes are delayed, for a crappy fill.

Thanks,

nd
More...

IB's quotes are not delayed and are real time I do not know where you get your information.

As mentioned, you can check off the audit trail box on the TWS to see your audit trail or you can contact the help desk who can look at the internal audit trails for full details of your submission. If you sent a limit order, you should not get filled at a worse price. My guess is that you clicked the bid instead of the offer and sent in a lower price.
 
Quote from def:

IB's quotes are not delayed and are real time I do not know where you get your information.

As mentioned, you can check off the audit trail box on the TWS to see your audit trail or you can contact the help desk who can look at the internal audit trails for full details of your submission. If you sent a limit order, you should not get filled at a worse price. My guess is that you clicked the bid instead of the offer and sent in a lower price.
More...


Well, I know I entered a limit order for 10003 and it got executed at 9991.

The bid wasn't even close to that at the time.

There's no way I would have entered an order at that price, as I typed the limit price in myself (didn't click the bid).

Either I totally brain farted, or something got screwed up with the execution.

I'm willing to accept blame for this one and chalk it up to a learning experience.

However, the TWS system has had nothing but problems over the last few releases, so there is cause for concern.

nd
 
This is a simple matter. We have audit-trails. If you have not done so yet, please contact the customer help desk and they will check it for you.

As to the IB market data being delayed, please suggest to your sources to get their facts straight.


Quote from nodelta:

Well, I know I entered a limit order for 10003 and it got executed at 9991.

The bid wasn't even close to that at the time.

There's no way I would have entered an order at that price, as I typed the limit price in myself (didn't click the bid).

Either I totally brain farted, or something got screwed up with the execution.

I'm willing to accept blame for this one and chalk it up to a learning experience.

However, the TWS system has had nothing but problems over the last few releases, so there is cause for concern.

nd
More...
 
Quote from IBsoft:

This is a simple matter. We have audit-trails. If you have not done so yet, please contact the customer help desk and they will check it for you.

As to the IB market data being delayed, please suggest to your sources to get their facts straight.
More...


I contacted the help desk today.

It's a non-issue at this point.



 
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