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| Subject: | Rejected order |
| Posted by: | Randy May |
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| When: | 3/10/06 (11:14) | |
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| | I don't know if this is a TB issue or a C2 issue, but I had an order rejected by TB this morning for the Black Dog system. TB says:
"Order being modified does not match original order (105) (OrderRejected)."
The original BTO order was placed via C2/TB and shows up correctly in the TB Execution window, and in my IB account. But this partial STC order (for 1/3 of the position) was rejected. Any idea what could cause this one? |
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| | In response to post by Randy May of 3/10/06 (11:14) I don't know if this is a TB issue or a C2 issue, but I had an order rejected by TB this morning for the Black Dog system. TB says:
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No I don't: that rejection from IB should only be triggered on invalid order change, not on original order submission.
I suggest uninstalling TWS, completely remove the c:/jts folder and reinstall TWS.
Do you happen to have the IB API installed?
Francis |
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| Subject: | Rejected order |
| Posted by: | Randy May |
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| When: | 3/10/06 (11:41) | |
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| | In response to post by TradeBullet Support of 3/10/06 (11:34) No I don't: that rejection from IB should only be triggered on invalid order change, not on original order submission.
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Francis,
Thanks. I don't have the IB API installed (that I know of anyway ... I just installed TWS 855.5 some time ago and things have been working OK). Before I do this, can you tell me the latest build numbers for TB and TWS that work together so I don't end up with a mismatch there and lose connectivity altogether?
Randy
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| | In response to post by Randy May of 3/10/06 (11:41) Francis,
Thanks. I don't have the IB API installed (that I know of anyway ... I just installed TWS 855.5 some time ago and things have been working OK). Before I do this, can you tell me the latest build numbers for TB and TWS that work together so I don't end up with a mismatch there and lose connectivity altogether?
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Randy,
Get them both from the TB web site and you'll always be matched.
TWS 856.5 and TB 202.
Francis |
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| Subject: | Rejected order |
| Posted by: | Randy May |
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| When: | 3/15/06 (11:50) | |
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| | In response to post by TradeBullet Support of 3/10/06 (13:27) Randy,
Get them both from the TB web site and you'll always be matched.
TWS 856.5 and TB 202.
Francis
Francis ... I completed this process (new TB and TWS builds, wiped out C:jts completely, etc.) and had the same problem happen again today. Here is a section of my log file (I'm posting this here since I have no way to know if it is a C2 problem or a TB problem, or neither and it's an IB/TWS bug):
2006-03-15 07:05:31:326 (2006-03-15 15:05 UTC) Processing new C2 order: TB Order TB818949 U250606 PLACE SELL 2 ES 06-06 GLOBEX MARKET DAY, TradeBulletId: 19036406, System: The Black Dog Trading System , Signal: 19036406
2006-03-15 07:05:31:513 (2006-03-15 15:05 UTC) TradeBulletID#19036406 Initialized
2006-03-15 07:05:31:545 (2006-03-15 15:05 UTC) Sending TB Order 19036406 U250606 PLACE SELL 2 ES 06-06 GLOBEX MARKET DAY, TradeBulletId: 19036406, System: The Black Dog Trading System , Signal: 19036406 , Source: Collective2
2006-03-15 07:05:32:138 (2006-03-15 15:05 UTC) TradeBulletID#19036406 Pending Submit
2006-03-15 07:05:32:357 (2006-03-15 15:05 UTC) TradeBulletID#19036406 Accepted
2006-03-15 07:05:32:373 (2006-03-15 15:05 UTC) Order Rejected: TB Order 19036406 U250606 SELL 2 ES 06-06 GLOBEX MARKET DAY, TradeBulletId: 19036406, System: The Black Dog Trading System , Signal: 19036406 , Reason: Order being modified does not match original order (105)
2006-03-15 07:05:32:373 (2006-03-15 15:05 UTC) TradeBulletID#19036406 Rejected
I was sitting at the computer and manually exited the trade at a good price, but this is exactly what happened prior to any resets/upgrades. The only similarity to the previous occurence is that the entry trade was for 10 units, which equals 5 units with my 50% scaling. The vendor exited half of the position, which C2 translated as 3 units leaving me long 2 units. The final order (above) appears to be correct for the 2 remaining units so nothing looks obviously wrong, but the order was never placed in my IB account. |
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| | In response to post by Randy May of 3/15/06 (11:50) Francis ... I completed this process (new TB and TWS builds, wiped out C:jts completely, etc.) and had the same problem happen again today. Here is a section of my log file (I'm posting this here since I have no way to know if it is a C2 problem or a TB problem, or neither and it's an IB/TWS bug):
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Hi Randy,
This a TB-TWS issue, not a C2 issue. Two other users have reported this behavior in the past month, and after a few days things went back to normal. I have asked IB to shed light on the issue: why is the order rejected after being accepted, and why does the rejection say it's been modified?
I'll know more when they answer but that may take a little while; unlike TB and C2, IB support is notoriously slow.
Thanks,
Francis |
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