Problem in automated trading: doesn't change the old orders

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ilt000
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Problem in automated trading: doesn't change the old orders

Postby ilt000 » 22 Jun 2011

Hello,

It's the second time that it happens on the IB TWS (918.6): at the change of the bar MC (version7 beta4) put the new orders but doesn't cancel the previous ones...

From the Log of the trackin position I saw that I had a disconnection between MC and IB of 2 minutes, it can be this the reason?

Thank You

ilt000
Posts: 52
Joined: 06 Apr 2010
Location: Italy
Has thanked: 6 times
Been thanked: 2 times

Re: Problem in automated trading: doesn't change the old ord

Postby ilt000 » 24 Jun 2011

I confirm that there are problems between TWS 918 version and MC.

Some orders aren't sent: from the log there are many kind of errors like:

- "Order being modified does not match original order"
- "Can't modify a filled order"
- "Duplicate order ID"

So, I tried to downgrade the TWS to the 917 version and the same strategies that gave me the above errors on the 918 now works properly from two days.


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