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Still TWS issues in build 39 - back to build 34

Posted By blousetrader 5 Years Ago
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Posted Wednesday February 15 2012
2nd day of live trading with build 39 and I've hit the same sorts of issues as I did with build 36, looks like I'll have to go back to build 34 again

I was short 8 contracts across 4 accounts from 10.40 on ZC entry price 634.5, RE correctly had a limit order sitting at 631.5 for 4 contracts. I changed the limit order in TWS to 8 and set it to 633.25 which triggered and correctly filled. 1 second later though it opened long positions on 3 accounts only which I had to fill manually losing money in the process. The only thing RE could have done in this instance was issue a CloseAtMarket order - but as positions were filled how did it open long positions and why the odd number 3 ?

Did something change with FA account processing after build 34?

Anyway this hasn't been right since build 34 - I'd really appreciate some investigation into this as it costs me money every time I try out a new build in the live. I can email TWS logs etc if you want them.
Posted Wednesday February 15 2012
Yes, please send us the TWS logs. Also if your system does any logging or if you saved the log that goes to the system output, please include that.

Also, have you set PositionManager's PositionOverFilledAction or handled it's PositionOverfilled event?

When you were short 8 contracts across 4 accounts, was that one position in RightEdge or more than one?

Also, in regards to this: "1 second later though it opened long positions on 3 accounts only", are you saying that RightEdge submitted an order to open these positions?

Thanks,
Daniel
Posted Wednesday February 15 2012
Hi Daniel - thanks for the quick response - I don't have your email address so I've sent the logs etc to Bill to pass on.


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