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Fill Price Issues from IB

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    Fill Price Issues from IB

    Yesterday I was testing with a Sim account order flow into IB, and the fill prices came back in the correct format, meaning if the fill was 718.4, it displayed as 718.4. Today, I connected to a live account, and the fill which was coming back yesterday as 718.4 now comes back into my program as 71840. Take a look at the excerpt below:

    START, LOOP ############################## AT 09-23-2008,12:58:11
    --1--> BID IS 715.4, AND THE ASK IS 715.4
    *** TEMP_MESSAGE *** THE WAIT LOOP LEVEL IS 715.4
    --VAR_CHECK--> THE ORDERSTATUS VAR IS Filled
    --VAR_CHECK--> THE FILL_PR VAR IS 71550
    --6--> ORDER FILLED AT 09-23-2008,12:58:11 with a fill price 71550

    I am trading the Russell E-Mini TF, so I am wondering if I have to take into account the multiplier?

    I was just surprised that I did not see that in testing on the Sim account, and I am wondering if I will see the same issue if I trade the TO, where I would have to divide by 500 instead of 100?

    Regards,

    T

    #2
    Please proceed as per post #51 of this thread: http://www.ninjatrader-support.com/v...ead.php?t=9565

    Comment


      #3
      Thanks . . .

      I solved the problem for now by dividing by 100, I will load the special build after the trading day is over.

      Thanks again,

      T

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