My VB6/Win98 2ed application auto trades US
equities with IB's ActiveX api. I observed that the position size in my system
was frequently double what was intended.
I traced?that bug in my application back to
it's source.
TWS_orderStatus frequently throws 2 replies to one
trade. Each has the same data for price and size. There have been no partial
fills.
I reported this to IB on 7/3.
I wrote a fix in which my interface to TWS api
keeps track of order sizes and their changes. It blocks reporting the second
twitch to the rest of my application.
Watch out for this bug. It will send your app into
a tizzy.
RCarey
