闯ü谤驳别苍,
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Thank you for your reply.
I am not sure how to answer your question about API level. I have API_Version=10.30.01 and a message 'serverVersion:177' pops up on the console when my (Python) client launches. TWS build 10.34.1c. Does this contain the answer? I should have probably mentioned this was happening in paper trading.
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I am going to take a very close look at my order parameters.
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But one thing that jumps out upon reading your post is that you do not appear to set ocaGroup, and it would further appear that the server does it. This stands in contrast to my approach of generating and setting ocaGroup explicitly.
I'm not sure whether this matters, but at this stage this is the only item that stands out for me, while everything else you describe sounds familiar and exactly as I think I am doing it myself.
To be honest I don't remember why I set ocaGroup. I wrote this execution engine some years ago, and it has served me well without any major overhaul, allowing me to focus on the analytics engine, which is the thing that decides what and when and sends it to EE. I expect I must have followed some example, possibly from IB online resources.
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It also appears as though you are leaving the original parentId=2 when you modify the profit taker. That is what I used to do, but I have come across something in one of the posts from a fellow named Raoul:
'In the old situation, I always updated an oca child order with the same parameters, including the parentId . That no longers works. And the error message is actually helpful ;-) Leave parentId out when updating a child oca order when the parent has already been triggered. Worked for me.'
I thus tried setting parentId=0, to no avail.
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I am going to do more digging now using the leads in your post and will update with any epiphanies that might reveal themselves.
