MC and TWS trade information unsync after TWS disconnection

Questions about MultiCharts and user contributed studies.
raziel
Posts: 11
Joined: 18 Apr 2012
Has thanked: 3 times

MC and TWS trade information unsync after TWS disconnection

Postby raziel » 02 Sep 2014

Hi Support,

I used MultiCharts64 and connected to Interactive Broker to run my automated strategies ( 5 mins timeframe) for trading HK futures.

Yesterday morning (1-Sep-2014) my strategies has 4 “long” orders at 09:51 HK time (3 order of HSIU14, 1 order of MHIU14), and my strategies “close” all the open position at around 1015.

But It seems that TWS has disconnection problem at time 1015, so when MC reconnected to TWS and continue to process my strategies “close” position orders, MC and TWS information is not sync and make my net position as -1 of HSIU14. I needed to manual settle this -ve position manually ......

I suspect that order ID 23099 has problem. In MC log, I found that order ID 23099 is canceled, but in TWS trade window I see a executed trade with order ID as 23099.

I have TWS trade window screenshoot captured attached, the screenshoot contain trades information with order ID. And I also use MC sendlog feature to send the log at yesterday already,my MC user ID is 1918022182.

Please help to support my case, my TWS is build 944.3c Apr29,2014, MC is v8.5 release (build 6851),
Attachments
TWS trade window.zip
Zip contain screenshoot of TWS
(552.14 KiB) Downloaded 109 times

User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: MC and TWS trade information unsync after TWS disconnect

Postby Henry MultiСharts » 02 Sep 2014

Hello raziel,

IB support has studied the case and provided recommendations on improving MultiCharts to IB API connection that should resolve the issue.
As significant changes in the connection algorithms are required – these improvements have been targeted to the next major platform revision which is MultiCharts 9.1 Beta 1. There is no ETA for this version at the moment.

arjfca
Posts: 1292
Joined: 23 Nov 2010
Has thanked: 725 times
Been thanked: 223 times

Re: MC and TWS trade information unsync after TWS disconnect

Postby arjfca » 04 Sep 2014

Hi Support,

I used MultiCharts64 and connected to Interactive Broker to run my automated strategies ( 5 mins timeframe) for trading HK futures.

Yesterday morning (1-Sep-2014) my strategies has 4 “long” orders at 09:51 HK time (3 order of HSIU14, 1 order of MHIU14), and my strategies “close” all the open position at around 1015.

But It seems that TWS has disconnection problem at time 1015, so when MC reconnected to TWS and continue to process my strategies “close” position orders, MC and TWS information is not sync and make my net position as -1 of HSIU14. I needed to manual settle this -ve position manually ......

I suspect that order ID 23099 has problem. In MC log, I found that order ID 23099 is canceled, but in TWS trade window I see a executed trade with order ID as 23099.

I have TWS trade window screenshoot captured attached, the screenshoot contain trades information with order ID. And I also use MC sendlog feature to send the log at yesterday already,my MC user ID is 1918022182.

Please help to support my case, my TWS is build 944.3c Apr29,2014, MC is v8.5 release (build 6851),
If it could help...

To prevent the IB daily disconnection, you could use either
- IB Gateway. A IB connection without the TWS
- A third software call TWSStart (free)

There is other software than this one to keep alive the connection but never use them.
Look on this forum or on google for more info.

Good luck


Return to “MultiCharts”