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Order problems with NT, IB and CL, again


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Order problems with NT, IB and CL, again

  #1 (permalink)
 vegasfoster 
las vegas
 
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Yesterday again I couldn't close out my positions with NT. I tried the "close" and then tried exiting at market using the NT DOM. In both cases NT thought I had closed the positions, but I was still in the positions. These are the same problems I used to have with NT6.5 but thought it was fixed by NT7. I was using NT22, which I have been using since a few days after it came out and the same version of TWS. Last night I upgraded to NT23 and the latest of version of TWS to try to fix it but still had the same problems today.

My question is anyone else trading this combo started having the problems again or is it just me? Thank you.

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  #3 (permalink)
 
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we use NT B22 with TS for systems signals, and it been working fine and we leave it on all the time.
I know this does not help you personally, but if you PM me the log files from NT, I can see what is the issue.
Other than that, you know the routine support@ ....

PS. I have it quite the opposite of you where TS shoots order to NT (?)

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  #4 (permalink)
 vegasfoster 
las vegas
 
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mattz View Post
we use NT B22 with TS for systems signals, and it been working fine and we leave it on all the time.
I know this does not help you personally, but if you PM me the log files from NT, I can see what is the issue.
Other than that, you know the routine support@ ....

PS. I have it quite the opposite of you where TS shoots order to NT (?)

Unfortunately, I do know the routine support, hence the reason I am posting here and not wasting my time with it. I'm figuring worst case scenario I will have to go back to using the IB DOM for 4 or 5 weeks until I can transition to MC7. Thanks for offering, but I already looked at the log and part of the problem is that NT doesn't seem to know there is a problem. It shows the orders were placed and subsequent "Execution" with no noted errors. It isn't identifying any errors in relation to the fact that the position balance didn't change after the orders were supposedly executed, there seems to be a disconnect there, if that makes sense.

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vegasfoster View Post
Unfortunately, I do know the routine support, hence the reason I am posting here and not wasting my time with it. I'm figuring worst case scenario I will have to go back to using the IB DOM for 4 or 5 weeks until I can transition to MC7. Thanks for offering, but I already looked at the log and part of the problem is that NT doesn't seem to know there is a problem. It shows the orders were placed and subsequent "Execution" with no noted errors. It isn't identifying any errors in relation to the fact that the position balance didn't change after the orders were supposedly executed, there seems to be a disconnect there, if that makes sense.

I am TRULY asking this in the most sincere way and not trying to solicit your business, although it's always good to have a good guy as a customer LOL

But, why execute through 2 machines and not have the direct execution via one directly? I am just curious to see the benefits behind it. We have been doing automation for many years, and so far I can clearly see that 2 platforms periodically just don't communicate. We do TS with CQG, TS with NT and I can tell you that we have backend risk management we double check every fill. We simply dont trust 2 machines communicating.

I am too looking forward to MC7 as I bought a life time for it and I am going to use it with Rithmic for direct execution.

Trading futures and options involves substantial risk of loss and is not suitable for all investors. Past performance is not necessarily indicative of future results. You may lose more than your initial investment. All posts are opinions and do not claim to be facts. Please conduct your own due diligence. Use only Risk capital when trading Futures.
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  #6 (permalink)
 vegasfoster 
las vegas
 
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mattz View Post
But, why execute through 2 machines and not have the direct execution via one directly?


I like the pain?

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  #7 (permalink)
 
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vegasfoster View Post
I like the pain?

I like pain too, but not in trading
not sure if you are using humor with me or there is a legitimate reason for it.
I know some use certain and specific charting and cant execute on that feed, but if you don't have it, please consider Ninja/Rithmic or wait for the MC release and then use Rithmic as well.

Trading futures and options involves substantial risk of loss and is not suitable for all investors. Past performance is not necessarily indicative of future results. You may lose more than your initial investment. All posts are opinions and do not claim to be facts. Please conduct your own due diligence. Use only Risk capital when trading Futures.
1 800 771 6748 local 561 367 8686 email [email protected]
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  #8 (permalink)
 
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 Fat Tails 
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vegasfoster View Post
Yesterday again I couldn't close out my positions with NT. I tried the "close" and then tried exiting at market using the NT DOM. In both cases NT thought I had closed the positions, but I was still in the positions. These are the same problems I used to have with NT6.5 but thought it was fixed by NT7. I was using NT22, which I have been using since a few days after it came out and the same version of TWS. Last night I upgraded to NT23 and the latest of version of TWS to try to fix it but still had the same problems today.

My question is anyone else trading this combo started having the problems again or is it just me? Thank you.

Tested IB/NT 7.0.0.23 with CL this morning. Works without problems.

You need to set your IB symbol mapping for CL to CL||||1.

IB API uses the expiry month of a contract, whereas NinjaTrader uses the nominal contract month. This creates a problem as the December contract for crude oil expires in November.

Also affected: all energies including RB, HO and NG, Brent Crude and Sugar, so make sure to use the following symbols for IB:

RB||||1, HO||||1, NG||||1, COIL||||1, SB||||1.

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  #9 (permalink)
 vegasfoster 
las vegas
 
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Fat Tails View Post
Tested IB/NT 7.0.0.23 with CL this morning. Works without problems.

You need to set your IB symbol mapping for CL to CL||||1.

IB API uses the expiry month of a contract, whereas NinjaTrader uses the nominal contract month. This creates a problem as the December contract for crude oil expires in November.

Also affected: all energies including RB, HO and NG, Brent Crude and Sugar, so make sure to use the following symbols for IB:

RB||||1, HO||||1, NG||||1, COIL||||1, SB||||1.

Thanks for testing and looking into it, but I checked and it is already set that way. If you can trade it then I don't know what's wrong and I'm not sure what else to do at this point. More motivation to get off NT.

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  #10 (permalink)
 
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 Fat Tails 
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vegasfoster View Post
Thanks for testing and looking into it, but I checked and it is already set that way. If you can trade it then I don't know what's wrong and I'm not sure what else to do at this point. More motivation to get off NT.

That is strange, because it works here. For NT 6.5. it had never worked, I had actually started the thread on the NinjaTrader forum to complain about it. But for NT 7.0 it is working fine and without problems. I regularly put positions on in CL, so it must be somehow related to the NinjaTrader configuration.

Which is the version of TWS that you use? I do not use the latest version of TWS, but TWS 906, which is recommended by NinjaTrader.

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Last Updated on November 10, 2010


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