I trade futures through IB and am trying without success to use the basket order feature of TWS. I am having trouble with an attached AUTO STOP being executed before the parent order. I have tried just about everything to solve this problem. What is really frustrating is I have even tried creating the order in TWS, saving it as a basket, importing the basket back into TWS and executing. This way all the necessary fields (or at least I thought) would be included in the csv file. Even doing this, the AUTO STOP is executed before the parent order. Even more frustrating, when the exact same order used to create the basket order is executed directly from TWS (that is, not importing as basket order and then executing), the AUTO STOP works fine. Any insights on how to remedy this problem would be greatly appreciated.
There are some unresolved issues with the basket trader with certain order types. I'm having issues transmitting orders to the CSFB equity algos when they are loaded from a csv into the basket trader. Turns out that it is only one specific instruction that is creating problems (max % volume) - I have pointed out the bug to IB but don't know when it will be fixed. So know i trade them without that instruction. You might have success stripping away instructions of your order one by one and see if a specific one creates the issue, and then see if there is a workaround.