Hello guys,
I'm new here and I'm looking forward that someone might be possible to help me. I'm using Excel for my trading and I'm struggling with the error: Duplicate order id.
1. In my algorithm i place a order to get all the margin information.
2. First i make a request to get the next valid order id
3. I'm waiting 1 sec for the answer and place then an order with this order id
At normal (99%) there is no problem with this but sometimes i get the failure Duplicate order id.
Since yesterday i can't mange this anymore and i was looking in the TWS-logfile and found this:
My request to get the Order id:
2022-07-28 07:00:02.971 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:INFO] Handling incoming ReqNextValidId(8) message.
2022-07-28 07:00:02.971 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] Started reading message:
2022-07-28 07:00:02.971 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] Finished reading message:
2022-07-28 07:00:02.971 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] ReqNextValidId(8)::[version=1,numIds=1]
2022-07-28 07:00:02.971 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] Start validating message:
2022-07-28 07:00:02.971 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] Finished validating message:
2022-07-28 07:00:02.971 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] Started processing message:
Get the next valid order id 11535:
2022-07-28 07:00:02.971 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:9:1:INFO] Sending next valid order id.
2022-07-28 07:00:02.971 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:9:1:DET] [9;1;11535]
2022-07-28 07:00:02.971 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] Finished processing message:
2022-07-28 07:00:05.895 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:INFO] Handling incoming PlaceOrder(3) message.
2022-07-28 07:00:05.895 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] Started reading message:
2022-07-28 07:00:05.895 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] Finished reading message:
Place an order with id 11536 (plus 1 increment: I did this only by hoping that it could help to add one more increment...its not necessary and bullshit i know):
2022-07-28 07:00:05.895 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] PlaceOrder(3)::[version=151,ID=11536,reqDesc=Symbol=DAX? Type=FUT? Expiry=202209? Strike=0.0? Put/Call=?? Exchange=EUREX? CompExch=null? Currency=EUR? Multiplier=5? IbLocalSymbol=null? IbTradingClass=null? SecIdType=NULL? SecId=null? includeExpired=false? needLeadFutureMonth=false? needContinuousLeadFutureOnly=false? newsSource=null? Legs=null? Special Info=null,transmit=true,parent=0,combo=null]
2022-07-28 07:00:05.895 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] [151;11536;0;DAX;FUT;202209;0;2;5;EUREX;null;EUR;null;null;NULL;null;1;1;STP;Default;1.7976931348623157E308;Value;1.0;1.7976931348623157E308;1.0;0;U7646634.;true;0;null;ExpireDateTime [null];Reduce on Fill without Block;null;true;null;null;None;1.7976931348623157E308;1.7976931348623157E308;Infinity;DarkPoolOnly=false;AllOrNone=false;Volatility=1.7976931348623157E308;SoftDollars=;NbboPriceCap=1.7976931348623157E308;OptionAcctAttrib=c;StockRefPrice=1.7976931348623157E308;VolatilityType=None;ETradeOnly=false;AdjustableTrailingUnit=amt;MinimumQuantity=2147483647;DeltaNeutralOrderType=None;DeltaNeutralAuxPrice=1.7976931348623157E308;Clearing=/IB;SweepToFill=false;OutsideRth=false;ContinuousUpdate=false;StockRangeUpper=1.7976931348623157E308;OpenCloseAttrib=O;TriggerMethod=Default;OptOutSmartRouting=false;NotHeld=false;Hidden=false;StockRangeLower=1.7976931348623157E308;StartingPrice=1.7976931348623157E308;DisplaySize=2147483647;RelativeDiscretionary=false;PercentOffset=1.7976931348623157E308;FirmQuoteOnly=false;Delta=1.7976931348623157E308;BlockOrder=false;ReferencePriceType=None;{}]
2022-07-28 07:00:05.895 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] Start validating message:
2022-07-28 07:00:05.896 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] Finished validating message:
2022-07-28 07:00:05.896 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] Started processing message:
2022-07-28 07:00:05.896 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] Continue processing message
2022-07-28 07:00:05.896 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:INFO] Placing orderId - 11536
2022-07-28 07:00:05.896 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:INFO] Processing of order {11536} completed.
2022-07-28 07:00:05.896 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] Finished processing message:
From here on i do not understand what's going on and why it try's to place a second order. I definitely do no request from excel again. I do the request only one time after i get the valid order id. Then i wait for the answer but the log show me that he place this order again:
2022-07-28 07:00:06.017 [KK] INFO? [JTS-CCPDispatcherS2-35] - Calling doAsSoonAsPossible for preset request
2022-07-28 07:00:06.017 [KK] INFO? [JTS-CCPDispatcherS2-35] - Got Synced preset response
2022-07-28 07:00:06.018 [KK] INFO? [JTS-CCPDispatcherS2-35] - Checking with faConfig for synced presets
2022-07-28 07:00:06.018 [KK] INFO? [JTS-CCPDispatcherS2-35] - Apply clearing defaults to order. Order account: U7646634.. Rule group: []
2022-07-28 07:00:06.020 [KK] INFO? [JTS-CCPDispatcherS2-35] - ENCODING STOP PRICE 1.0
2022-07-28 07:00:06.187 [KK] INFO? [JTS-CCPDispatcherS2-35] - what-if? id=650257091? mod=0? liq=false? initMargin=1.7976931348623157E308? maintMargin=1.7976931348623157E308? equityWithLoan=1.7976931348623157E308 commission=1.7976931348623157E308 min_comm=1.7976931348623157E308 max_comm=1.7976931348623157E308 currentPrice=1.7976931348623157E308 childCurrentPrice=1.7976931348623157E308
2022-07-28 07:00:06.965 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:INFO] Handling incoming PlaceOrder(3) message.
2022-07-28 07:00:06.965 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] Started reading message:
2022-07-28 07:00:06.965 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] Finished reading message:
2022-07-28 07:00:06.965 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] PlaceOrder(3)::[version=151,ID=11536,reqDesc=Symbol=DAX? Type=FUT? Expiry=202209? Strike=0.0? Put/Call=?? Exchange=EUREX? CompExch=null? Currency=EUR? Multiplier=5? IbLocalSymbol=null? IbTradingClass=null? SecIdType=NULL? SecId=null? includeExpired=false? needLeadFutureMonth=false? needContinuousLeadFutureOnly=false? newsSource=null? Legs=null? Special Info=null,transmit=true,parent=0,combo=null]
2022-07-28 07:00:06.965 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] [151;11536;0;DAX;FUT;202209;0;2;5;EUREX;null;EUR;null;null;NULL;null;1;1;STP;Default;1.7976931348623157E308;Value;1.0;1.7976931348623157E308;1.0;0;U7646634.;true;0;null;ExpireDateTime [null];Reduce on Fill without Block;null;true;null;null;None;1.7976931348623157E308;1.7976931348623157E308;Infinity;DarkPoolOnly=false;AllOrNone=false;Volatility=1.7976931348623157E308;SoftDollars=;NbboPriceCap=1.7976931348623157E308;OptionAcctAttrib=c;StockRefPrice=1.7976931348623157E308;VolatilityType=None;ETradeOnly=false;AdjustableTrailingUnit=amt;MinimumQuantity=2147483647;DeltaNeutralOrderType=None;DeltaNeutralAuxPrice=1.7976931348623157E308;Clearing=/IB;SweepToFill=false;OutsideRth=false;ContinuousUpdate=false;StockRangeUpper=1.7976931348623157E308;OpenCloseAttrib=O;TriggerMethod=Default;OptOutSmartRouting=false;NotHeld=false;Hidden=false;StockRangeLower=1.7976931348623157E308;StartingPrice=1.7976931348623157E308;DisplaySize=2147483647;RelativeDiscretionary=false;PercentOffset=1.7976931348623157E308;FirmQuoteOnly=false;Delta=1.7976931348623157E308;BlockOrder=false;ReferencePriceType=None;{}]
2022-07-28 07:00:06.965 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] Start validating message:
2022-07-28 07:00:06.965 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] Finished validating message:
2022-07-28 07:00:06.965 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] Started processing message:
Of course the answer is the duplicate order id:
2022-07-28 07:00:06.965 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:ERR]? OrderId {11536} is < 11537
2022-07-28 07:00:06.966 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:4:2:DET] Sending error.
2022-07-28 07:00:06.966 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:4:2:DET] [4;2;11536;103;Duplicate order id]
2022-07-28 07:00:06.966 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:4:2:DET] Error sent.
2022-07-28 07:00:06.966 [KK] INFO? [JTS-EServerSocket-159] - [1:151:151:1:0:0:0:DET] Finished processing message:
This is the logfile from the API aand this time stamp: It shows two requests too:
07:00:05:223 <- 3-11536-0-DAX-FUT-202209-0--5-EUREX--EUR-----BUY-1-STP--1-DAY---O-0--1-0-0-0-0-0-0-0--0--------0---1-0---0---0-0--0------0-----0-----------0---0-0---1--0-0-0-0--1.79769313486232E+308-1.79769313486232E+308-1.79769313486232E+308-1.79769313486232E+308-1.79769313486232E+308-0---------0-0-0--
07:00:06:293 <- 3-11536-0-DAX-FUT-202209-0--5-EUREX--EUR-----BUY-1-STP--1-DAY---O-0--1-0-0-0-0-0-0-0--0--------0---1-0---0---0-0--0------0-----0-----------0---0-0---1--0-0-0-0--1.79769313486232E+308-1.79769313486232E+308-1.79769313486232E+308-1.79769313486232E+308-1.79769313486232E+308-0---------0-0-0--
07:00:06:294 -> ---!4-2-11536-103-Duplicate order id-
07:00:07:418 <- 8-1-1-
07:00:07:418 -> ---
Could someone understand this log or has the same issue and might be possible to help me. I could also publish my VBA-code here with the order id- and the place order- request.
Best wishes and thx for help
Robert
