what is the correct price scale for 6J ?

[clearpicks]

What is the correct price scale for 6J ( Japanese yen futures on globex ) in IB plugin? The minimum price change in IB TWS is 0.000001. So I think the correct price scale should be 1000000. Why is it shown as 4 in default in IB plugin dictionary?

Also while using EFS to send orders to IB TWS through IB plugin, how should I format the price in buyLimit(), sellLimit() APIs so that it would appear exactly what I want it be in IB TWS. For example, for "6J H8", the price in eSignal in 100 times larger than that in IB TWS. I think I should scale the price 100 times smaller before I send it to IB TWS, right?

- Clearpicks

[clearpicks]

6J can not be traded through IB plugin. Nothing happens after calling buyLimit() and sellLimit(). I thing it is because the price scale is not correctly set and the price received by IIB or IB Plug was way off the price range allowed and it is rejected silently by one of them. Any help?

Also IB Plugin can not format/convert price of ZN correctly.
If I send order with three different limit prices
117.3125, 117.328125 and 117.34375 to IB TWS through IB plugin, they are shown in IB TWS as
117'100, 117'100 and 117'110.
But actually the middle one should be 117'105. This is an IB TWS problem or it is some price rounding bug in IB Plugin?

How should I format the price to enter a price like 117'105 for ZN?

[eSignal_MaxS]

Hi clearpics.

>> What is the correct price scale for 6J ( Japanese yen futures on globex ) in IB plugin?
>> The minimum price change in IB TWS is 0.000001. So I think the correct price scale should be 1000000.
>> Why is it shown as 4 in default in IB plugin dictionary?

Unfortunately I'm unable to check this in TWS because our accounts don't find this symbol. I've checked this in eSignal Data Manager, it reports a minimum price increment of 0.0001, i.e. exact the same as those one reported from IB plugin through TWS.

>> Also IB Plugin can not format/convert price of ZN correctly.
>> If I send order with three different limit prices
>> 117.3125, 117.328125 and 117.34375 to IB TWS through IB plugin, they are shown in IB TWS as
>> 117'100, 117'100 and 117'110.
>> But actually the middle one should be 117'105. This is an IB TWS problem or it is some price rounding bug in IB Plugin?

The prices are getting rounded to fit into minimum price increment specified. You can find this value in a symbol dictionary.

Also you can't specify prices like xxx'yyy in your EFS. EFS is only accepts a regular floating-point numbers like xxx.yyy.

Thanks.

[clearpicks]

A screenshot of the dictionary window of configuring 6J H8 is attached. You may see that the price scale field is set to 4 automatically. So this might be the problem of either IB plugin or IB TWS. Any idea about each side is responsible for this?

Regarding to the ZN price testing, I did send price in xxx.yyy format. My point was there might be something wrong in IB plugin so that the price received by IB TWS was different from what it should be. ( 117.328125 was shown in IB TWS as 117'100 instead of the correct value 117'105.

- Clearpicks

Originally posted by msendetsky
Hi clearpics.

>> What is the correct price scale for 6J ( Japanese yen futures on globex ) in IB plugin?
>> The minimum price change in IB TWS is 0.000001. So I think the correct price scale should be 1000000.
>> Why is it shown as 4 in default in IB plugin dictionary?

Unfortunately I'm unable to check this in TWS because our accounts don't find this symbol. I've checked this in eSignal Data Manager, it reports a minimum price increment of 0.0001, i.e. exact the same as those one reported from IB plugin through TWS.

>> Also IB Plugin can not format/convert price of ZN correctly.
>> If I send order with three different limit prices
>> 117.3125, 117.328125 and 117.34375 to IB TWS through IB plugin, they are shown in IB TWS as
>> 117'100, 117'100 and 117'110.
>> But actually the middle one should be 117'105. This is an IB TWS problem or it is some price rounding bug in IB Plugin?

The prices are getting rounded to fit into minimum price increment specified. You can find this value in a symbol dictionary.

Also you can't specify prices like xxx'yyy in your EFS. EFS is only accepts a regular floating-point numbers like xxx.yyy.

Thanks.

[eSignal_AlexM]

We're checking this issue.

[clearpicks]

I think the correct price scale for 6J should be 1000000, however
it showed error message "Either price scale or minimum price movement is invalid or unspecified. Please enter correct values."

It only accepts price scale of 10000, which of cause causes all stop order prices got messed up.

Could you guys fix it as soon as possible?


- Clearpicks

[eSignal_MaxS]

Hi clearpics.

This issue has been already fixed but is still unrealized. Will be available in the middle of March.

Thanks.

[eSignal_MaxS]

Hi clearpics.

>> Also IB Plugin can not format/convert price of ZN correctly.
>> If I send order with three different limit prices
>> 117.3125, 117.328125 and 117.34375 to IB TWS through IB plugin, they are shown in IB TWS as
>> 117'100, 117'100 and 117'110.
>> But actually the middle one should be 117'105. This is an IB TWS problem or it is some price rounding bug in IB Plugin?

We're still unable to reproduce that. Could you give a more detailed description of how this can be reproduced?

Thanks.

[clearpicks]

Add the following to a testing script and compare the limit prices shown in IB TWS and the prices in the script.

var done = false;

function preMain()
{
}

function main()
{
if ( done == false ) {
done = true;
var twsSymbol = "ZN H8";
var orderSize = 1;
var exchange = "ECBOT";
var FuturesExpirationDate = "200803";
sellLimit(twsSymbol, orderSize, 117.3125, exchange, FuturesExpirationDate); // 117.100
sellLimit(twsSymbol, orderSize, 117.328125, exchange, FuturesExpirationDate); // 117.105 shown in IB TWS as 117.100 WRONG!
sellLimit(twsSymbol, orderSize, 117.34375, exchange, FuturesExpirationDate); // 117.110

}
}

[eSignal_MaxS]

Also, please tell which version of TWS and WinSig do you use?

[clearpicks]

I am using esignal 10.0.1086.932.
IB TWS 881.8
Java 1.6.0_04
IB Plugin 1042.976

Originally posted by msendetsky
Also, please tell which version of TWS and WinSig do you use?

[clearpicks]

I used to put all testing code under a function called by mouse click action. However in the testing script I just uploaded I used a
variable "done" to make sure the orders are only sent out once. I exited esignal by clicking "exit and save all" without removing the testing script first and also closed IB TWS. After that, when esignal was restarted while IB TWS was not started, the orders were sent out while IB Plugin was not connected, and esignal crashed. Then I tried to start IB TWS before I started esignal. However the loading of testing efs was still faster than IB Plugin getting connected, so the error message windows of IB Plugin still popped out. Depending on how fast I clicked the "OK" button in the error message window, esignal might crash or not crash, and my three testing limit orders might or might not arrive at IB TWS.

So I think it is obviously a bug in IB Plugin which somehow causes esignal crash if IB plugin is not connected.

[eSignal_MaxS]

Ok, thanks a lot for detailed explanation. Will be investigating this.

[eSignal_MaxS]

Hi.

We're still can't reproduce that; doing tests in the way you described shows correct results.

I think we may try WebEx to found out the cause of a such behavior?

[clearpicks]

ok. let me know when webex is ready