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Re: IB Routinely Misses Stops and Hidden LMTs

 

I'm still waiting for you to answer to Ed's question "What CPP code are you referring to?"?

You said you saw this behavior in the IB code: "I went thru every line of the CPP API I found the culprit."

Please produce the code, or revise your statement.

?
--
Stergios Marinopoulos


From: "fantasyfootball672@... [TWSAPI]"
To: TWSAPI@...
Sent: Sunday, September 21, 2014 8:12 AM
Subject: Re: [TWS API] IB Routinely Misses Stops and Hidden LMTs

?
I don't write very well- please accept my apology for this.

Here is an example:

Suppose the current bid for CME Crude Oil is $94.00. Suppose you are long One contract, entered as a LMT-STP order, (say purchased at $94.05) with a Stop-Loss of $93.95, entered as a STP (to be executed as a MKT order by the system).

Suppose the price of Crude Oil "air gaps" to $93.90.

Your stop will never execute. It didn't execute thru the gap (which is understandable), but it won't execute now, even though the market price is 5 cents below your stop-loss. On TWS, you still see your order's stop-loss at $93.95, still "ready" to execute.


IB admits this flaw, and now disclaims liability over this. It's absurd.
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