Trade failed to make it to TWS

[mikem2006]

Using eSig 10.3.1491 1/30/2009, and IB bridge 1.2.1504.934, TWS 892.9b. It has been working fine, my strategy executes trades almost every day. Occaisionally there is a hickup but until now they've been explainable.

On 3/25 14:54 my efs made a trade and the TWS log shows that it was received but immediately followed by a java error in the log. The trade did not show up on TWS. I am waiting on word from IB on this but wanted to pass it to the ibbridge guys as well. The log indicates that an error was "sent" presumably it was sent back to the ibbridge so my question would be is the ibbridge doing anything with the error? A flashing/beeping error would be appropriate. I've attached the relevant portion of the TWS log. Thanks.

[eSignal_MaxS]

mikem2006,

The log indicates that an error was "sent" presumably it was sent back to the ibbridge so my question would be is the ibbridge doing anything with the error? A flashing/beeping error would be appropriate.

In general, Account Manager displays any significant error from broker. Not sure TWS sent anything back in response (as follows from the portion of the log attached, this looks like some sort of exceptional situation and most probably TWS had no chance to react). In that case you would see an error message in your AM window.

[mikem2006]

Originally posted by eSignal_MaxS
mikem2006,

In general, Account Manager displays any significant error from broker. Not sure TWS sent anything back in response (as follows from the portion of the log attached, this looks like some sort of exceptional situation and most probably TWS had no chance to react). In that case you would see an error message in your AM window.

Well don't you think these lines in the log:

14:54:59:810 JTS-EServerSocket-367: [1:32:43:1:0:4:2ET] Sending error.
BU 14:54:59:810 JTS-EServerSocket-367: [1:32:43:1:0:4:2ET] [4;2;53;322;Error processing request:-'sb' : cause - jextend.sb.e(sb.java:1131)]
BU 14:54:59:811 JTS-EServerSocket-367: [1:32:43:1:0:4:2ET] Error sent.

show that TWS sent an error somewhere? The error lines are logged at the same second (59) as when the request came in a few lines above.

Also I automatically grab screen shots a few seconds after trades so I have a record of the screen at this time. Notice that there is nothing indicated in the account manager of any problem, nor are there any errors on TWS or anywhere else.

Here's the screen shot

It appears to me that the message was sent from eSignal to TWS, TWS got it, encounted some type of error, TWS sent an error message somewhere. But no trade was executed on TWS. Ideally eSignal would detect that no trade occurred and provide adequate error indication.

As it happend I was sitting there watching it and I saw that the trade didn't execute so I invoked it manually.

I just want to make sure that the ib plugin guy(s) have any/all info that might help. Especially if the goal is for automated trading which is stated in this forum.


Thanks.

[eSignal_MaxS]

Hi mikem2006,

All this sounds reasonable. Did trade (or order) you were placing appear in AM after the TWS error?

I am waiting on word from IB on this

Could you please post response from them to this thread once you will get it?

[mikem2006]

Originally posted by eSignal_MaxS
Hi mikem2006,

All this sounds reasonable. Did trade (or order) you were placing appear in AM after the TWS error?



Could you please post response from them to this thread once you will get it?

Reasonable? I don't understand. What about the "Sending error... Error sent"? I don't understand why it's reasonable for TWS to send an error back to eSignal yet eSignal apparently did nothing with it. What am I missing?

No, no trades appeared on TWS or on eSignals Acct Manager. My screen shot illustrates this precisely. On the screen shot you can see that my efs issued a buy cover (which is confirmed by the formula output window and the TWS log).

The fundamental issue here is this: my efs made a closeAllPositions call, TWS received it but threw an exception and no trade was executed, TWS sent an error (presumably back to eSignal) yet eSignal reported no error.

Based upon the data (logs and screen shot) I believe that is an accurate conclusion of the transpired events. Do you agree? If so then, is it reasonable that eSignal failed to report an error?

If you do not agree with my assesment of what transpired then please point out my error, or lack of evidence.

Yes I will post IBs response when I receive it.

Thank you

[mikem2006]

Happened again this morning

Same thing happened again this morning. I've attached the TWS log.Mon.txt file showing the trade received from esignal/ibbridge at 9:03:59 followed by a java exception. I also have the screen shot 30 seconds later which clearly shows that eSignal shows no error in Account Manager nor anywhere.

Screen shot April 6

IMHO this is a critical eSignal/IBBridge issue. The fact that the trade is not being executed by TWS yet no error message is displayed by eSignal.

After this trade failed to execute, I restarted eSignal and tried it again and that time it worked. I'd like to suggest that the ibbridge guy(s) take a good look at this.

Thanks