Interactive Brokers TWS Bug Thread

Discussion in 'Trading Software' started by Kensho, Jun 23, 2011.

  1. Same problem for me. All my API trades showing up initally showing up as Not Acknowledged. After a few minutes some seemed to be acknowledged, but none of them filled. That's me done for the day.

    As I type, just got a bulletin that some clients cannot enter orders....oh well. An afternoon in the pub beckons.
     
    #121     Jul 26, 2012
  2. Had 75 orders held by IB for 7 minutes before being transmitted this morning. Extremely expensive.

    IB - will you be fulfilling compensation requests on this?
     
    #122     Jul 26, 2012
  3. Got another bulletin a few minutes ago saying the problem has been resolved (not that it makes any difference to me), maybe check your config Bob111?

    bs2167 - I simply cancelled all my unacknowledged orders, did you try that?
     
    #123     Jul 26, 2012
  4. No, since I had no idea how much longer the freeze would last, I wasn't going to try and cancel and resubmit that many orders.
     
    #124     Jul 26, 2012
  5. Daal

    Daal

    Sickening. I wanted to vomit all over my TWS this morning. Fucking brillant they have issues at the only time frame a broker is NEVER supposed to have problems, right after the open. How come this shit doesn't happen in the pre-market or mid day where nothing is happening
     
    #125     Jul 26, 2012
  6. I did that, and it worked. Sometimes, though, doing this also hangs (the order status turns to magenta), and you have to call IB to ask them to clear it.
     
    #126     Jul 27, 2012
  7. BallBag

    BallBag

    Yeah I know. But I wouldn't be sat with 75 open orders that I didn't really know the status of without at least giving it a try.

    There are some surprisingly emotional responses on this thread. If you're trading through the API you presumably have a decent level of sophistication, that should translate to how you deal with the inevitable ups and downs that trading will throw your way. I hope that doesn't sound too patronising.
     
    #127     Jul 27, 2012
  8. Ha, tough to address you seriously with that username but I'll try. Without knowing the nature of the models that submitted the orders, you don't have enough information to make that determination. As it turns out, for my trades, I guessed right by not reloading my API interface and just waiting. It was a judgment call and I got lucky, but the point is that despite handling it 'optimally', it still cost me ~$2600. Not the end of the world, but is it overly emotional to be unhappy about that? We're talking about the most basic functionality a broker offers - surely you think that should be reliable?
     
    #128     Aug 3, 2012
  9. Pete - IB

    Pete - IB Interactive Brokers

    Bob, I'm investigating this. In the meantime, can you please PM me or post a screenshot showing the missing market data if it happens again?

     
    #129     Aug 9, 2012
  10. IB -

    Two minor bugs related to the native intercommodity spreads:

    (1) The new RB.HO spread appears to have some sort of price rounding or decimal error when your back end is sending the orders to GLOBEX, for example the front month spread is currently quoted (approximately):

    -0.0450 x -0.0400

    If you place a limit bid at -0.0500, it is reflected correctly. If you place a limit bid at -0.0510, it's getting sent out at another price (I'm guessing -0.5100). Again, I'm referring to where the order actually winds up on GLOBEX, TWS will show the order at the "correct" limit out to 4 decimal places.

    In one case a few nights ago I placed a limit sell at +0.0010 and it showed up in the GLOBEX book at +0.0100 (I have depth of market through another data source).

    So basically, bids and offers at zero or even hundredths are getting sent to GLOBEX correctly - anything else seems to have a translation problem.

    (2) Any orders I have working on the energy spreads are purged during the midnight reset at ~12:20am eastern instead of working through the 5:15pm eastern session close.

    Thanks for any help, and I really appreciate the development on these spreads!
     
    #130     Aug 9, 2012