Profile Picture

Trades triggering outside RTH or not

Posted By blousetrader 7 Years Ago
Message
Posted Wednesday June 30 2010
Is there a way to configure the orders to go through to TWS as triggerable outside RTH. In TWS there's a checkbox
for futures presets which I have ticked but orders going through from RE apparently aren't picking this up.
Posted Wednesday June 30 2010
Which build are you using? The latest build should honor this switch, if not, it's attached.

blousetrader (6/30/2010)
Is there a way to configure the orders to go through to TWS as triggerable outside RTH. In TWS there's a checkbox
for futures presets which I have ticked but orders going through from RE apparently aren't picking this up.

Attachments
TWSCSharpPlugin.zip (212 views, 71.00 KB)
Posted Thursday July 01 2010
I'm on build 21 - I'll try those you sent as well. Does it honor that switch by default or do I have to set it in code?
Posted Friday July 02 2010
Actually, I misspoke, this is a fix for GTC, not RTH. I just tried submitting orders with RTH flag unchecked. The order was accepted and showed up as fillable outside of RTH. Admittedly, we're inside of RTH, so I may need to try this again outside of RTH. But it appears to be sending the flag to TWS.

blousetrader (7/1/2010)
I'm on build 21 - I'll try those you sent as well. Does it honor that switch by default or do I have to set it in code?
Posted Tuesday July 06 2010
thanks bill - the GTC thing was really annoying me so good to see that fixed. I'll keep an eye on the other one - they may be related in that
if the order was orginally a DAY order it wouldn't be valid outside of RTH anyway.
Posted Wednesday July 07 2010
Still not there with the outside hours order - did it again today - I'm trading futures and the stop order goes through as GTC but it should also be trigerable outside of trading hours.
I have to manually create a new order for it to take effect.
Posted Thursday July 08 2010
I've been testing this over the last couple of days and I'm getting strange results. I can clearly see in the code that we're setting the RTH flag and transmitting to IB. On my futures trading, the order is accepted and filled. However, with equities it is not. I'm seeing the behavior you're describing. I have yet to find a setting in TWS and what's even more curious, if I click on the order itself in TWS, the "Fill outside RTH" checkbox is grayed out.

blousetrader (7/7/2010)
Still not there with the outside hours order - did it again today - I'm trading futures and the stop order goes through as GTC but it should also be trigerable outside of trading hours.
I have to manually create a new order for it to take effect.
Posted Friday July 09 2010
Glad its not just me Smile

The grayed out RTH box is annoying in TWS - will pester them about that - it means I have to submit a new order rather just check that.

Let me know if you make progress on this - if I can get that sorted and the partial fills issue (thanks for that btw) then I'll feel safer
walking away from my monitor for a while when the system is running - goal is a hands free system I can leave running while I'm at work.
Posted Wednesday August 25 2010
bilb - any joy with this yet? Just had another big loss due to this issue - stop didn't trigger until market open on corn at 9.30 even though it went through my stop
in the earlier session.
Posted Thursday August 26 2010
No. I cannot figure out how to force RTH. My checkbox is grayed out in TWS when the order is submitted. It may make sense to take this up with IB. I can try their API forums.

blousetrader (8/25/2010)
bilb - any joy with this yet? Just had another big loss due to this issue - stop didn't trigger until market open on corn at 9.30 even though it went through my stop
in the earlier session.


Similar Topics


Reading This Topic


2005-2017 © RightEdge Systems