No it was clearly a workstation/policy issue with IB. The nice thing is today I got a personal call from them (George in Montreal) and we figured it out and that was nice. Just wish I didn't have to learn these kinds of things at $200 a pop but what can you do, cost of high tech I guess.
Stop limit orders did not trigger for unknown reasons (see page 3): www.elitetrader.com/vb/showthread.php?threadid=53914
I think it is the same issue - the customer not knowing that by default the order does not trigger outside RTH. Am I missing something?
Samson, I have had the same problem - I was trading EUR (order was placed with Excel but I watched it activate in TWS). I had the stop in (not stop limit) and I watched in disbelief as the market ran past it. I had to manually close the order for a sizeable loss. I sent them an email explaining what happened, with the order id #, and this was my reply (after 7 days): "If such a problem occurs again please call the Trade Problems desk at 877 442 2757 option 2 at the phone menu. They have access to your account and can check any orders submitted to the system. -Ben IB TAC" This error, plus the frequent loss of feed, makes IB a horrible choice for API/ autotrading. I am currently looking at MB and TS accounts. I could not believe that TS has lower commisions on futures!!!
The stop limit order issues is that the order showed up in Audit Trail showed up in Pending Orders. Then disappeared unfilled. Orders were set to trigger outside RTH. Many of them have filled outside RTH