I've been having this issue all month. I use bracket order to trade futures on NYMEX. And for some reason whenever I get filled on my opening order, my profit target limit order does not work. I see the order status as light blue and sometimes pale purple in TWS. Stop orders seem to work fine. Has anyone had this problem? I contacted IB two weeks ago and sent them the screenshots and I still haven't heard back from them. I keep seeing light blue and pale purple order status colors. According to IB......."LIGHT BLUE indicates that you have transmitted your order, but have not yet received confirmation that it has been accepted by the order destination. PALE PURPLE indicates that an order has been accepted by the system (simulated orders) or an exchange (native orders) but that currently the order is not working, due to system, exchange or other issues. When the order becomes active, the order status color will change appropriately."
Since you seem to be the only person to have this problem, I would guess your problem is with your computer not with the system. Make sure you are using the last version of Java and if you can, delete all previous versions and try again.
I am using the latest version of java. Its not my computer. I have the same problem on my new computer at home with windows 7 and my older computer at my office with XP.
The YM and the ES both trade on the Globex. I can place a stop-limit order on the YM with the limit either side of the stop. When I place the same order on the ES I can only place the limit at or beyond the stop or IB won't place the order..
I entered a buy of ES, attached a pair-trade of sell 2 Feb 1100 call and modified limit price to 24 as the default limit price didnot seem valid. After I came back from work, found it executed at 22.50.