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inconsistend Buy/Sell sends to IB through EFS script

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  • inconsistend Buy/Sell sends to IB through EFS script

    Hi,

    I am having trouble sending BUY and SELL orders via an EFS script that I programmed. Single contract orders are sent successfully, but anytime I have 2+ contracts the orders get hung up in the Interactive Brokers TWS while it waits for the "transmit" button to be pressed by the user. Can anyone help me with this?

    I am using Esig 8.0 and the following is the relative code:

    sellMarket(getSymbol(), gnNumContractsShort)
    ....where gnNumContractsShort is an integer >0.

    buyMarket(getSymbol(), gnNumContractsLong);
    ... where gnNumContractsLong is an integer >0.

    When gnNumContractsLong (or Short) = 1, the code executes properly and the order is filled. When gnNumContractsLong (or Short) = 2+, the IB TWS receives the order, but it doesn't get transmitted.

    Any insight would be much appreciated.
    Last edited by rdehavelyn; 11-14-2008, 11:41 AM.

  • #2
    is this with a simulated account? Do you have enough cash in the account to handle the margin requirements??
    Brad Matheny
    eSignal Solution Provider since 2000

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    • #3
      EFS sends to IB are only intermittently successful

      Thank-you for your reply. This is with a real live account and yes there is enough cash in the account. The wierd thing is that the code works flawlessly for orders of 1 contract and hangs up as described below when orders for 2+ contracts are sent to IB.

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      • #4
        you could try sending two orders for one contract each to IB??

        It sounds like there might be a bug in the broker functions for IB within esignal though. Wish I could help??

        There are other alternatives available to handle order processing from within esignal - do you know of these?
        Brad Matheny
        eSignal Solution Provider since 2000

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        • #5
          EFS sends to IB are only intermittently successful

          Thank-you for your reply Brad. I have also contacted IB and they are looking into it...

          I agree that it does sound suspect... I'd sure like explore other order processing alternatives if you are willing to share them with me.

          Also, is there a "close all positions" command that works from withing eSignal? Something that doesn't require specific symbol and contract qty info to be sent, just simply kills everything that's active. I was thinking of having this execute from a "Panic Button" that I'd locate right on the chart...

          Thanks very much for your help.

          Regards,
          Ryan.

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