Ninja Trader order problem with IB/NYMEX

[Harry]

New problem after update of NinjaTrader to version 6.5.1000.7

When opening a simple position for CLZ8 via DOM with a bracket (profit target and stop loss)

- position and bracket is transmitted to TWS correctly
- only the bracket is shown on the chart trader, but not the position
- the DOM remains flat (no position, $ 0,00)

When trying to move one of the legs of the bracket on the chart, the leg disappears and I get an error message "Order being modified does not match original order(105) Affected Order: Sell [email protected]" The leg remains however active with TWS.

Although the position has been opened with NT, it cannot be closed with NT. Closing of the position can only be done via TWS.

I will check whether any other instruments are affected as well.

[Harry]

Other NYMEX instruments also untradeable via NT

I just checked, other NYMEX futures show the same behaviour and cannot be traded via NT.

GLOBEX and NYBOT is ok.

[NinjaTrader_Ben]

Hello,

Please email us from Help>mail to support and include this thread within the body of the email:

http://www.ninjatrader-support.com/vb/showthread.php?t=11104

I will take a look at your log and trace files and assist you from there.

[Harry]

NYMEX BUG (CL, NG with Interactive Brokers)

I just checked trace and log files. I think this is what happens:

Opening a position and the bracket is transmitted to TWS but position not shown on DOM or charttrader.
Logfile shows that NT converts the contract CL12-08 internally to CL11-08 (previous contract), which implies

- NT does no longer know the original CL12-08 position and therefore cannot close it later on.
- The brackets do not relate to any position, therefore they cannot be modified.

Problem occurs with NYMEX oils but not metals. Is anybody out there, who has an IB account and can confirm that CL, NG positions are not handled properly?

[NinjaTrader_Dierk]

Most likely you DB is screwed up. To confirm:
- rename your DB file <my documents>/NinjaTrader6.5/NinjaTrader.mdb to your liking
- start NT -> will get a you fresh DB
- Tools->Instrument manager: find the CL, select NYMEX and add it with right expiry to your default instrument list.

DON'T try to manually add ANY master instrument.

Now connect to IB -> should be working

[Harry]

No DB problem, but it is a BUG

Hello Dierk,

thanks for your response. I renamed the database. Starting NT does not give me a fresh DB, but an error message "Unable to open DB", so I reinstalled NT to get a fresh database. I then selected CL12-08 from the instrument manager and added it to the default list.

Then I bought 1 contract CL12-08. TWS executed the order, but DOM and chart trader do not show the position. Position cannot be closed via NT.

Dierk, this really is a BUG. It also occurs for NG 12-08. NT starts generating orders for CL 11-08, which is not on the newly created database, which I have not added to the default list. Please see excerpt of logfile below:

28.10.2008 11:23:15|1|32|Submitting order without strategy
28.10.2008 11:23:16|1|32|Order='335eeb325d014a2b8c9951d1c206f f98/DU20650' Name='' New State=PendingSubmit Instrument='CL 12-08' Action=Buy Limit price=63,94 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
28.10.2008 11:23:16|2|4|Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. 2109
28.10.2008 11:23:16|1|32|Order='1275520669/DU20650' Name='' New State=Accepted Instrument='CL 12-08' Action=Buy Limit price=63,94 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
28.10.2008 11:23:16|1|32|Order='1275520669/DU20650' Name='' New State=Working Instrument='CL 12-08' Action=Buy Limit price=63,94 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
28.10.2008 11:23:16|1|32|Order='1275520669/DU20650' Name='' New State=Filled Instrument='CL 12-08' Action=Buy Limit price=63,94 Stop price=0 Quantity=1 Type=Limit Filled=1 Fill price=63,91 Error=NoError Native error=''
28.10.2008 11:23:16|1|16|Execution='CL 11-08/0001f4e5.4540e206.01.01' Instrument='CL 11-08' Account='DU20650' Exchange=Nymex Price=63,91 Quantity=1 Market position=Long Operation=Insert Order='1275520669' Time='28.10.2008 11:23:16'
28.10.2008 11:23:17|3|4|IB.MarketDepthRequest.Process: can't convert internal IB side type 2147483647
28.10.2008 11:23:17|1|64|Instrument='CL 11-08' Account='DU20650' Avg price=63,91275 Quantity=1 Market position=Long Operation=Insert Currency=UsDollar
28.10.2008 11:23:22|1|4|SuperDOM close position

CL 11-08 is already expired, so there is no NYMEX price for this contract!

[NinjaTrader_Dierk]

>> Starting NT does not give me a fresh DB
Incorrect, it definitely will on a correct installation. Please proceed as per below (down to the letter) after installing latest 6.5.1000.7

[Harry]

BUG is still there

Dierk,

this is no answer to the problem. My reply was not incorrect, but correct. If I rename DB, NinjaTrader will not start, but give me error messages. This is because the workspace asks for information contained in the DB. Your suggestion only worked after I closed all charts of the workspace.

I made a completely new installation of NT with new everything and new directories.

The BUG ist still there. NT cannot handle NYMEX futures correctly.

I would very much appreciate, if you tested this on your side. It simply does not work. I sent you the logfiles.

[NinjaTrader_Dierk]

Please create a backup (so you could restore workspaces later), close all workspaces and proceed as per below to get a fresh DB.

In case you still have trouble to get a fresh DB, please send a mail to support AT ninjatrader DOT com. Please include your phone number and reference this post. A member of our support team then will assist you in getting a fresh DB.

[Harry]

NYMEX oil problem only

Just to make sure, I tested the following instruments (HO added by myself):

GC, SI, HG are all working correctly. CL, NG, HO do not work.

So the problem occurs for NYMEX oils only but not for NYMEX metals.

[NinjaTrader_Ben]

Hello Harry,


I am not 100% sure this has been checked already: are you on TWS 887.2?

To check go to Help>About in TWS.

If you are not please remove what you have and update here:

http://www.ninjatrader.com/webnew/support_interactivebrokers.htm

[NinjaTrader_Dierk]

Thanks Ben

Please let's try to get some solid ground. This, at best, is done by steps I outlined below.
- please make sure you are on latest 6.5.1000.7
- please make sure you are on TWS 887.2
- please try to get a fresh DB as per below

[Harry]

Tws 888.2

Thanks for your help. I am on TWS 888.2. So what I will do now, is rebuild all my workspaces and data bases on the latest version of NT and test them with both versions of TWS and then come back to you in a couple of hours via mail to support (also won't be in my office for the next hours). The thing is really strange and I want to further isolate the problem and reproduce it from scratch.

[Harry]

NT incompatible with TWS 888

Reinstalling NT and connecting it to TWS 887.5 solved the problem. I then restored my backup including old DB. This setup also worked with TWS 887.5

So maybe Interactive Brokers has made changes with release 888. It is curious however that only part of NYMEX futures are affected.

[NinjaTrader_Ben]

Hello,

I recommend using 887.2 not 887.5 that is located on the link I provided.