10.3 Order Lag

[Titge]

I installed the new version of eSignal over the weekend and am noticing a major lag time between submitting an order through to IB and it being processed.

When I submit a Market order, eSignal seems to hang for about 2 or 3 seconds. Not sure if it is something related to the process of drawing the lines on the Advanced Charts, but it's very annoying.

JT

[eSignal_MaxS]

Hi Titge.

We've checked this and the mentioned delay of about 2 seconds presents indeed. This delay is caused by the TWS response latency.

Do you have large number of lines on your chart?
Do you place orders using EFS or by using special chart tool?
Did you notice such delay before?

Also, if you do NOT need confirmations, you may want to disable them by using menu Trade -> [Broker Name] -> Confirmations.

Thanks.

[Titge]

Sorry, I just finished reverting to the previous version. I'll check it out again later.

As for lines on the chart, I add the following by default on my main 3 minute chart:
MA(10,C)e
MA(20,C)e
MA(50,C)e
Prev High
Prev Close
Prev Low
Volume
MACD(12,26,9,C)
ATR(14)

I add the following by default on my secondary 1 minute chart:
MA(10,C)e
MA(20,C)e
MACD(12,26,9,C)

I will sometimes add other manual trend lines and Fib lines, but that was not the case this morning.

I am using the integrated trading to IB using the Attached Order Ticket on my Level II Market Depth screen.

The only EFS running is the Prev High/Low/Close lines that were part of the installation (Advanced Chart/Formulas/OHLC/...). Have not modified them.

I've never experienced the lag before. It happened with all 4 trades this morning. The eSignal - Advanced GET Edition bar at the top of the window would display "(Not Responding)".

It went away when I reverted back to 10.2.1391.1120.

I do not have confirmations turned on.

By the way, I did try moving the line displaying my Stop order and it updated immediately on IB. Very nice. Looking forward to being able to use the new features.

Thanks,

JT

[eSignal_MaxS]

Hi Titge.

We were able to duplicate this, thanks a lot. Ticket for this issue has been added to our bug-tracking system.

As a temporary solution in the meantime I can advise you to manually add to the dictionary all the symbols you use for trading. This can be achieved by opening Trade -> [Broker Name] -> Symbol Mapping and pressing "Add" button. The delay should disappear then.

Let me know if that worked.

Best regards.

[Titge]

Just reinstalled the new version.

Not sure what the sugestions is going to buy me, as it appears that all of my stocks are already listed in there.

I'll let you know.

Thanks,

JT

It didn't make any difference...

[eSignal_JasonK]

Hello JT,

Please test this issue with the following plug-in. Let us know if the problem persists.

ibbridge.1494.exe

[Titge]

Thanks, I'll give it a try on Tuesday.

JT

[Titge]

There's still a lag.

I actually timed it this morning and it's 8 seconds. That may be ok for investors that are just used to putting orders out there using there old brokers or that are putting limit orders in on slower stocks, but it's just no good for day trading.

Thanks,

JT

[eSignal_MaxS]

Hi Titge.

What version of eSignal Desktop do you use exactly when you see delays?

[Titge]

The version causing the delay is: 10.3.1476.1063
I've got Advanced GET, if there's a difference.

I am using IB TWS Build: 890.6
I also tried it with the previous build...

Just noticed that there was an IB upgrade available. Upgraded to IB TWS Build: 891.5
Reinstalled the IBBridge.1494.exe file.
Still lagging.

The PC is an HP m9450f, running Windows Vista Premium 64bit w/SP1, with an Intel Core2 Quad Q9300 @ 2.5GHz, 8GB RAM, and 700GB HD.


JT

[Titge]

I am happy to see that the bracket orders are working now. I could never get them to work previously.

JT

[eSignal_JasonK]

Hello JT,

Thank you for testing. We are able to see the delays and will continue to investigate.

[eSignal_JasonK]

Hello TJ,

You mentioned that you have order confirmations turned off. Is this correct? If you turn order confirmation back on, do you still see delayed orders after submitting an order?

Also, are you seeing these delays in simulated mode, live trades or both? What symbols are you trading?

[Titge]

I'll check out turning order confirmations on tomorrow. Aside from when I first set the system up, I've never had it turned on. That ends up being a different kind of lag, as I've got to click another button.

I see it using both my real and paper IB accounts. I trade only US stocks. When I experienced it on my real account, I was trading SPY, AAPL, MSFT, & YHOO, before I gave up on it. Those first 2 move pretty quick and the lag was rather disconcerting. Today I paper traded while testing it with YHOO, SNDK, MCHP and others.

JT

[Titge]

Well, that's interesting. Turning on the confirmations does remove the lag.

I tried various combinations of turning on and off "Confirm order before submitting" and "Confirm EFS Orders". It's the "Confirm order before submitting" which resolves it. There's no hint that the system may be partially hung, as is the case when it's turned off.

As I mentioned earlier, when it lags, everything in eSignal stops responding. All T/S and Quotes stop updating and I get a "(Not Responding)" message on the application bar.

JT