If i check "Use Native OCO Group" under "OCO Group" at Interactive Broker Properties both
the target limited oder and the stop market order are blue at the TWS (simulated),
if i uncheck "Use Native OCO Group" the target limited oder gets green, but the stop stays
blue.
Is there a way to get the stop order to the exchange as well instead simulating them?
DOM - IB - How to get stops not simulated
- Stan Bokov
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Re: DOM - IB - How to get stops not simulated
Your observations are correct. Interactive Brokers don't send stop orders to the exchange, they monitor them on their own end, and when the time comes they send them as something to the exchange. As far as we know, this is just how TWS works. Limit orders are sent to the exchange.If i check "Use Native OCO Group" under "OCO Group" at Interactive Broker Properties both
the target limited oder and the stop market order are blue at the TWS (simulated),
if i uncheck "Use Native OCO Group" the target limited oder gets green, but the stop stays
blue.
Is there a way to get the stop order to the exchange as well instead simulating them?
Re: DOM - IB - How to get stops not simulated
Thanks Stan,
i was only surprised that the fills are better and faster/less slippage if i use a zenfire chart with symbol mapping instead of the interactive chart. I thought that the simulation was done by the TWS itself and independent of the datafeed.
i was only surprised that the fills are better and faster/less slippage if i use a zenfire chart with symbol mapping instead of the interactive chart. I thought that the simulation was done by the TWS itself and independent of the datafeed.
Re: DOM - IB - How to get stops not simulated
DARK BLUE indicates that an order has been accepted by the system (simulated orders) or an exchange (native orders) and that this order has yet to be elected.
GREEN indicates that your order has been accepted and is working at the destination.
Isn't there a setting somewhere that says make both halves of an OCO live? I could have swore there used to be.
Blue is tricky as it can be the exchange for a natively supported order or IB for 'synthetic' orders (which obviously can not be executed directly). I think the IB log will tell you exactly where an order is held.
GREEN indicates that your order has been accepted and is working at the destination.
Isn't there a setting somewhere that says make both halves of an OCO live? I could have swore there used to be.
Blue is tricky as it can be the exchange for a natively supported order or IB for 'synthetic' orders (which obviously can not be executed directly). I think the IB log will tell you exactly where an order is held.
Re: DOM - IB - How to get stops not simulated
I dont know if MC changed something on the last versions, but if i uncheck "Use Native OCO Group"
and use the stops that are allowed by the exchange (Eurex - Market, Globex - Stoplimit):
- for Globex : Stop Loss As: -> Stop Limit,offset : 2-3
- for Eurex : Stop Loss As: -> Stop Market
now both target and stop orders are submitted to the exchange (with Green colors).
Is that new?
and use the stops that are allowed by the exchange (Eurex - Market, Globex - Stoplimit):
- for Globex : Stop Loss As: -> Stop Limit,offset : 2-3
- for Eurex : Stop Loss As: -> Stop Market
now both target and stop orders are submitted to the exchange (with Green colors).
Is that new?
- Henry MultiСharts
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Re: DOM - IB - How to get stops not simulated
In our environment the stops are Blue (on broker) disregard the "Use Native OCO Group" setting.I dont know if MC changed something on the last versions, but if i uncheck "Use Native OCO Group"
and use the stops that are allowed by the exchange (Eurex - Market, Globex - Stoplimit):
- for Globex : Stop Loss As: -> Stop Limit,offset : 2-3
- for Eurex : Stop Loss As: -> Stop Market
now both target and stop orders are submitted to the exchange (with Green colors).
Is that new?
We have tried to place it from MultiCharts and TWS directly.
Please let us know what version of TWS you are using and what are the exact steps to place an exit stop order directly to the exchange?
- Henry MultiСharts
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- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times
Re: DOM - IB - How to get stops not simulated
Native OCO enabled, Overfill protection enabled.
For orders sent in the OCO group:
All Limit orders (entry and exit) are blue (on broker).
All Stop orders (entry and exit) are blue (on broker).
Limit orders sent not in the OCO group:
All Limit orders (entry and exit) are green (on exchange).
Native OCO enabled, Overfill protection disabled.
Limit entry order-blue (on broker).
Limit exit order-green (on exchange).
All Stop orders (entry and exit) are blue (on broker).
Native OCO disabled.
All limits (entry and exit) are green (on exchange).
All Stops (entry and exit) are blue (on broker).
For orders sent in the OCO group:
All Limit orders (entry and exit) are blue (on broker).
All Stop orders (entry and exit) are blue (on broker).
Limit orders sent not in the OCO group:
All Limit orders (entry and exit) are green (on exchange).
Native OCO enabled, Overfill protection disabled.
Limit entry order-blue (on broker).
Limit exit order-green (on exchange).
All Stop orders (entry and exit) are blue (on broker).
Native OCO disabled.
All limits (entry and exit) are green (on exchange).
All Stops (entry and exit) are blue (on broker).
Note: On IB Live account you can send Stop orders directly to the exchange (green in TWS).
You need to enable "Use outside RTH tag" to do that.
In order to send multiple orders directly to the exchange "Use Native OCO Group" should also be disabled.