The problem is that I found a strange entry in Ninja logs after a Mini-Dax order execution.
These are the strange log entries (I have masked my private data with "*") :
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26/11/2015 13:32:56|1|32|Order='1179212880/********' Name='Entry SHORT' New state=Filled Instrument='FDXM 12-15' Action=SellShort Limit price=11332 Stop price=0 Quantity=1 Type=Limit Filled=1 Fill price=11332 Error=NoError Native error=''
26/11/2015 13:32:56|1|16|Execution='FDAX 12-15/0000e9b5.5656a079.01.01' Instrument='FDAX 12-15' Account='********' Exchange=Eurex Price=11332 Quantity=1 Market position=Short Operation=Insert Order='1179212880' Time='26/11/2015 13:32:56'
26/11/2015 13:32:57|1|64|Instrument='FDAX 12-15' Account='********' Avg price=2266.368 Quantity=1 Market position=Short Operation=Insert Currency=Euro
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Please, take a look at "Avg Price=..." in third line. The order was filled at 11332, but the avarage price reported was 2266.368.
And more : why I have the "filled" log entry that reference FDXM 12-15 (that is CORRECT) and the next 2 log entries have a reference to FDAX 12-15 (that is WRONG)?
(I have checked also the IB log files and the TWS of IB have always sent back to ninja information about the contract with the correct name FDXM 12-15)
Look also at these other log entries, I have checked a similar situation after a filled order with normal Dax future and the Avarage price reported is consistent with the filled price (and also the contract name is consistent).
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26/11/2015 11:43:27|1|32|Order='386311129/********' Name='Entry LONG' New state=Filled Instrument='FDAX 12-15' Action=Buy Limit price=11312 Stop price=0 Quantity=1 Type=Limit Filled=1 Fill price=11312 Error=NoError Native error=''
26/11/2015 11:43:27|1|16|Execution='FDAX 12-15/00011d8a.5656b9d8.01.01' Instrument='FDAX 12-15' Account='********' Exchange=Eurex Price=11312 Quantity=1 Market position=Long Operation=Insert Order='386311129' Time='26/11/2015 11:43:27'
26/11/2015 11:43:28|1|64|Instrument='FDAX 12-15' Account='********' Avg price=11312.06204 Quantity=1 Market position=Long Operation=Insert Currency=Euro
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Have you any idea about why with normal DAX future is working all right while with Mini-DAX future I have these issues?
P.S. I have read in another thread that there is a problem trading both DAX and Mini-DAX at the same time with IB.
I was not trading in the same time DAX and Mini-DAX future but in my TWS interface instrument list there were both contract declared. Is this condition enough to create the problem?
Thanks in advance for you support.
Regards.
Renato B.
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