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One factor to consider is which trigger to use: Bid, Ask, or Last. That obviously plays a role, including vulnerability when bored institutional traders run the Stops.

That's a very interesting thought, because the exits were made in the second the us markets did open. Otherwise, i have made many other trades during the day where it worked (same instrument, exits on

Did you set the stop-loss orders to execute outside regular trading hours? It’s not enough just to set that for the parent order. Sent: 23 June 2022 20:16 To: [email protected] Subject: Re:

It's ES before the US open, during European markets.

Ok, pulled up a footprint of the situation, basically this should not be possible to happen.

How liquid are the contracts you're trading? Even if the stop gets triggered you still need some liquidity for the trade to execute

These aren't Stop Limits 'STP LMT', but Stop Orders 'STP', that should exit via a market order, when according to IB doc "the user-specified stop trigger price is attained or penetrated". This is

Apologies if I'm being slow, the image shows two ES brackets, both of which have triggered stops. Assuming your last column is the average fill they did get caught clearing above their trigger level -

Does this behavior occur in live trading, or just paper trading? Per IB own docs (and every other broker I've ever used) a stop-limit "is an instruction to buy or sell limit order when the stop

If you're using LIMIT stops, that's how they behave. If the market suddenly leaps over or below your stop, it's marooned. Try using a TRAIL and monitor it closely.

Just from yesterday and today.

Do you have an example? I've used IB for years and not seen the behaviour you describe ( though I've encountered plenty of other weirdnesses) Best wishes, M

Sad, but still true. I've seen this behaviour in paper trading, where you can actually specify the trigger method in TWS settings, and during live trading, where the stop order is getting handled by

LOL, now its working... how?

from ibapi.client import EClient from ibapi.wrapper import EWrapper, iswrapper from ibapi.contract import Contract from ibapi.order import Order import threading import time ... class

Take a look at my sample code in this thread - /g/twsapi/message/49108 to see how I have modeled the FlattenOrder to do what you are doing using the GAT order type.

Ok, I got it, Once again I am using a Delphi library that can be used in C++ Builder (no python,? C#,? Java or VC++) so it feels a little like being on a deserted island.? And I was busy in the

Hi Jürgen, thanks for your tips. Actually it sounds very obviously that a MOC order can not be part of OCA group if cancelling is not always possible. I wasn't aware about that. Now I will change

sorry my bad. i had initially tried for SPX then later was trying to see if SPY is working . hence when i pasted the code snippet it was SPY. But originally my intention was to get real time bars for

Hi, I use Python.. Here is what I am trying to do (I removed the imports and made the code simplified here, so that we can focus on the topic, rather than the full code) First I create