Interactive Brokers stop order not executed !

RedDuke · Nov 13, 2018

nooby_mcnoob said:
What software do you use to run your algos?

Code is written in c# and ported via NinjaTrader->IB Gateway or CQG.

ajacobson · Nov 13, 2018

What did they say was the problem? Depending on the marketplace they may owe you a fill(trade correction).

TommyR · Nov 14, 2018

Is it possible to make requests for data and receive responses to your web servers as if i am a webpage in the interest of reducing the throughput the api has to handle. Like a user could make a watchlist with a billion rows which dynamically update each second and so has an unfair advantage over the api user because of the limits. Then we could save the api for non-data related requests. Or is this not how it works?

TommyR · Nov 14, 2018

is there a web-based tws?

d08 · Nov 14, 2018

TommyR said:
Is it possible to make requests for data and receive responses to your web servers as if i am a webpage in the interest of reducing the throughput the api has to handle. Like a user could make a watchlist with a billion rows which dynamically update each second and so has an unfair advantage over the api user because of the limits. Then we could save the api for non-data related requests. Or is this not how it works?

Webtrader does not allow you to add a billion lines to your watchlist. It's also more delayed because it's a web interface. I'm not completely sure but most probably just like in TWS, your active data feed count is limited to the lines you are allowed to stream.

If you need 1 SEC interval data for all symbols then IB isn't what you want, you want a dedicated data service.

tommcginnis · Nov 14, 2018

https://groups.io/g/twsapi/message/41061
There seems to be an underlying TWS problem -- of a character/degree not seen before -- that is screwing with trade set-ups. Implications for API development are obvious: how can you develop a robust API when the signals and feedback from IB servers is now, itself, subject to corruption by the underlying system?!?

This is the worst I've seen.
IB needs to nail this down with a solution and widely publish the mea culpa so everyone knows that they're back in business.

d08 · Nov 14, 2018

tommcginnis said:
https://groups.io/g/twsapi/message/41061
There seems to be an underlying TWS problem -- of a character/degree not seen before -- that is screwing with trade set-ups. Implications for API development are obvious: how can you develop a robust API when the signals and feedback from IB servers is now, itself, subject to corruption by the underlying system?!?

This is the worst I've seen.
IB needs to nail this down with a solution and widely publish the mea culpa so everyone knows that they're back in business.

reqPositions is different from an order resting on IB servers not being executed. Also, API calls have nothing to do with the TWS, you don't even need TWS installed for the API to function.

That said, I've had issues with orderStatus and openOrder messages going missing in the past few days. As I was working on the code, I have been thinking it's my own issue but reading this, it might very well be IB not sending the expected replies.

tommcginnis · Nov 14, 2018

d08 said:
reqPositions is different from an order resting on IB servers not being executed. Also, API calls have nothing to do with the TWS, you don't even need TWS installed for the API to function.

That said, I've had issues with orderStatus and openOrder messages going missing in the past few days. As I was working on the code, I have been thinking it's my own issue but reading this, it might very well be IB not sending the expected replies.

This would not be the first time you have not comprehended that a deep IB problem can/will manifest in different ways, as threads from the same web branch outward. You have good things to say, generally, d08 -- but following systems is not one of them.

d08 · Nov 14, 2018

tommcginnis said:
This would not be the first time you have not comprehended that a deep IB problem can/will manifest in different ways, as threads from the same web branch outward. You have good things to say, generally, d08 -- but following systems is not one of them.

Nice ad hominem you got there. Didn't you say you traded through Excel? Yet you speak of robustness...

You can't just lump all recent IB issues together and claim they stem from the same original problem, not without any proof anyway.
IB has many outages and issues going on at once, most of them never make it to ET.

d08 · Nov 14, 2018

remoteControl said:
Totally agree. There is one guy on the trading desk who is pretty good and one guy in the API group I can usually count on. Besides that....ghost town

I just had the unfortunate experience to encounter Angel P from the Technical Assistance team. Horrible.