There have been several reports here of broken features in the
TWS 10 series. Seemingly unrelated errors are happening and it
feels like TWS has gotten away from them in the 10 series.
Hanging on to the 9 series as long as possible seems like the
best option for now.
On 3/25/2022 6:43 PM, mark collins
wrote:
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Just
to update in case anyone else has whack executions with 10.14.
I moved to 9.83i (which is apparently still supported) and the
strange statuses, the loss of bracket components and similar
garbage stopped occurring. Over the last two days that whole
experience? cost several thousand dollars through unbalanced
trades and execution failures on requested bracket exits. Be
careful, folks, IB can certainly bring fresh surprises when
moving between versions.
Best
wishes,
M
On Thu, 24 Mar 2022 at 17:49,
mark collins via <mark.collins=
[email protected]>
wrote:
Hello,
I'm
trying to investigate why some of my accounts are
executing differently on 10.12 versus 10.14.1e. The
symptom is that the first in a sequence of bracket orders
is executed on both (parent order fills and sets the
bracket), but on 10.14 all subsequent orders just sit
awaiting execution. On 10.12 they are executed in as
expected. I've used the same bracket order execution code
for about 4 years, since 9.72, perhaps the spec has
changed in some way? It's the standard bracket
construction as defined in the TWS guide - layer the
trades under the parent id with transmit = false and then
the last order with transmit set to true. I've got live
accounts on TWS 10.14 so if it's broken I need to move
back (there was a reason why I stuck with 9.72 for so long
- it was at least old enough to be tested thoroughly!).
I don't know if this is related but on paper accounts I'm
also now seeing order statuses of "Transmitted not yet
acknowledged" which is blocking orders until they expire
(which does eventually clear them a long time after they
are set to expire on the GTD). You can't cancel them, the
trade time in force is unmodifiable (marked as "INVALID")
and because they are potentially pending they screw with
the order tracking. These are both new experiences with
TWS.
All
suggestions welcome,
M
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+44 (0) 7528 551604?
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Gulfstream Software - Winner Risk Management Awards 2010
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