IB TWS Disconnects.

W

walterjennings

Hey. Iv recently been running into problems with TWS disconnecting from IB. I was wondering if there was a way to set it up so my limit orders are automatically cancelled if the connection between TWS and IB is lost. I run an automated system that modifies limit orders depending on market state, if I lose connection with IB the limit order has a chance of being hit during unwanted state.
 
You could submit them with a good until date (GTD) say 5 minutes in the future, then re-submit them every 5 minutes. Then if you lose connectivity they'll expire quickly. You could also use a smaller timeframe, say 2 minutes.
 
Quote from SideShowBob:

You could submit them with a good until date (GTD) say 5 minutes in the future, then re-submit them every 5 minutes. Then if you lose connectivity they'll expire quickly. You could also use a smaller timeframe, say 2 minutes.
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good idea. how do i set the GTD in TWS for futures? i cant seem to find it. its not in the time in force drop down.

i also ran into a strange problem where my system cancelled about 5 pending limit orders. all their flags turned pink and it just sat there. one of the orders ended up getting filled maybe 5 min after hitting cancel. i closed and reopened TWS and all the orders were sitting there as if i never hit cancel. anyone had this problem?
 
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