Problems with NT-files

[Torso]

Hi,

some NT-files were not accepted / conducted. I need a little hep but I think, that it is a NT-problem. Have a look in the original log-file:

31/01/2007 03:01:02|1|1|AT, 'PLACE;U126547;HSI 02-07;SELL;1;MARKET;0;0;DAY;;;HSI_1x_Target-150;' processing
31/01/2007 03:01:04|1|32|Submitting order with strategy
31/01/2007 03:01:05|1|32|Order='f7f5a51ea0bf4c58bfa498576cb3b 3e2/U126547' Name='Entry' New State=PendingSubmit Instrument='HSI 02-07' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
31/01/2007 03:01:05|1|32|Order='1177520606/U126547' Name='Entry' New State=Accepted Instrument='HSI 02-07' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
31/01/2007 03:01:05|1|32|Order='1177520606/U126547' Name='Entry' New State=Working Instrument='HSI 02-07' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
31/01/2007 03:01:09|1|32|Order='1177520606/U126547' Name='Entry' New State=Filled Instrument='HSI 02-07' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=20501 Error=NoError Native error=''
31/01/2007 03:01:09|1|16|Execution='HSI 02-07/0000ee9b.3e0b70e2.01.01' Instrument='HSI 02-07' Account='U126547' Exchange=Hkfe Price=20501 Quantity=1 Market position=Short Operation=Insert Order='1177520606' Time='31/01/2007 03:01:09'
31/01/2007 03:01:09|1|32|Order='c784b352a95a421cacd2fbe046591 8f0/U126547' Name='Stop1' New State=PendingSubmit Instrument='HSI 02-07' Action=Buy Limit price=20621 Stop price=20601 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
31/01/2007 03:01:11|1|32|Order='59df79ce67794c3285ef34358e5bb 604/U126547' Name='Target1' New State=PendingSubmit Instrument='HSI 02-07' Action=Buy Limit price=20351 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
31/01/2007 03:01:14|1|64|Instrument='HSI 02-07' Account='U126547' Avg price=205005.94 (??????) Quantity=1 Market position=Short Operation=Insert Currency=HongKongDollar

....the avg price was 20501 !!!


31/01/2007 03:01:14|1|32|Order='1177520607/U126547' Name='Stop1' New State=Accepted Instrument='HSI 02-07' Action=Buy Limit price=20621 Stop price=20601 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
31/01/2007 03:01:15|1|32|Order='1177520608/U126547' Name='Target1' New State=Accepted Instrument='HSI 02-07' Action=Buy Limit price=20351 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
31/01/2007 03:01:15|1|32|Order='1177520608/U126547' Name='Target1' New State=Working Instrument='HSI 02-07' Action=Buy Limit price=20351 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''

first order (SELL) is fine.....now I have a short position

31/01/2007 03:02:10|1|1|AT, 'REVERSEPOSITION;U126547;HSI 02-07;BUY;1;MARKET;0;0;DAY;;;HSI_1x_Target-150;' processing
31/01/2007 03:02:11|1|32|Order='1177520607/U126547' Name='Stop1' New State=PendingCancel Instrument='HSI 02-07' Action=Buy Limit price=20621 Stop price=20601 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
31/01/2007 03:02:11|1|32|Order='1177520608/U126547' Name='Target1' New State=PendingCancel Instrument='HSI 02-07' Action=Buy Limit price=20351 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
31/01/2007 03:02:11|1|32|Order='a5c9012bcfdf4b4f9cf3dc5309fa3 eca/U126547' Name='Close' New State=PendingSubmit Instrument='HSI 02-07' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
31/01/2007 03:02:11|1|32|Submitting order with strategy
31/01/2007 03:02:11|1|32|Order='1177520607/U126547' Name='Stop1' New State=Cancelled Instrument='HSI 02-07' Action=Buy Limit price=20621 Stop price=20601 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error='Order Canceled - reason: (202)'
31/01/2007 03:02:11|1|32|Order='af550e3afab74d77b8054af774dc4 e30/U126547' Name='Entry' New State=PendingSubmit Instrument='HSI 02-07' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
31/01/2007 03:02:11|1|32|Order='1177520608/U126547' Name='Target1' New State=Cancelled Instrument='HSI 02-07' Action=Buy Limit price=20351 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error='Order Canceled - reason: (202)'
31/01/2007 03:02:12|1|32|Order='1177520609/U126547' Name='Close' New State=Accepted Instrument='HSI 02-07' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
31/01/2007 03:02:12|1|32|Order='1177520609/U126547' Name='Close' New State=Working Instrument='HSI 02-07' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
31/01/2007 03:02:12|1|32|Order='1177520610/U126547' Name='Entry' New State=Accepted Instrument='HSI 02-07' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
31/01/2007 03:02:12|1|32|Order='1177520610/U126547' Name='Entry' New State=Working Instrument='HSI 02-07' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
31/01/2007 03:02:12|1|32|Order='1177520609/U126547' Name='Close' New State=Filled Instrument='HSI 02-07' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=20522 Error=NoError Native error=''
31/01/2007 03:02:12|1|16|Execution='HSI 02-07/0000ee9b.3e0b70fd.01.01' Instrument='HSI 02-07' Account='U126547' Exchange=Hkfe Price=20522 Quantity=1 Market position=Long Operation=Insert Order='1177520609' Time='31/01/2007 03:02:12'
31/01/2007 03:02:12|1|32|Order='1177520610/U126547' Name='Entry' New State=Filled Instrument='HSI 02-07' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=20523 Error=NoError Native error=''
31/01/2007 03:02:12|1|16|Execution='HSI 02-07/0000ee9b.3e0b70fe.01.01' Instrument='HSI 02-07' Account='U126547' Exchange=Hkfe Price=20523 Quantity=1 Market position=Long Operation=Insert Order='1177520610' Time='31/01/2007 03:02:12'
31/01/2007 03:02:12|1|32|Order='d92ed8a89dd24da6be1aa397bce7c ac8/U126547' Name='Stop1' New State=PendingSubmit Instrument='HSI 02-07' Action=Sell Limit price=20403 Stop price=20423 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
31/01/2007 03:02:12|1|32|Order='2074c03e8368427ebad2e9b8a0ff3 387/U126547' Name='Target1' New State=PendingSubmit Instrument='HSI 02-07' Action=Sell Limit price=20673 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
31/01/2007 03:02:13|1|64|Instrument='HSI 02-07' Account='U126547' Avg price=205234.06 Quantity=1 Market position=Long Operation=Update Currency=HongKongDollar
31/01/2007 03:02:14|1|32|Order='1177520611/U126547' Name='Stop1' New State=Accepted Instrument='HSI 02-07' Action=Sell Limit price=20403 Stop price=20423 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
31/01/2007 03:02:14|1|32|Order='1177520612/U126547' Name='Target1' New State=Accepted Instrument='HSI 02-07' Action=Sell Limit price=20673 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
31/01/2007 03:02:14|1|32|Order='1177520612/U126547' Name='Target1' New State=Working Instrument='HSI 02-07' Action=Sell Limit price=20673 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
31/01/2007 03:03:21|1|2|IB 713: Primary connection=ConnectionLost, Price feed=ConnectionLost
31/01/2007 03:03:27|1|2|IB 713: Primary connection=Connected, Price feed=Connected
31/01/2007 03:03:27|1|64|Instrument='HSI 02-07' Account='U126547' Avg price=205234.06 (??????)Quantity=1 Market position=Long
31/01/2007 03:03:44|1|2|IB 713: Primary connection=Connected, Price feed=Connected

second order (REVERSE) is fine, but the avg price was 20523 ..... now I have a long-position, but with the next *oif was a problem.....


31/01/2007 03:04:03|1|1|AT, 'CLOSEPOSITION;U126547;HSI 02-07;;;;;;;;;;' processing
31/01/2007 03:04:03|1|32|Order='1177520612/U126547' Name='Target1' New State=PendingChange Instrument='HSI 02-07' Action=Sell Limit price=20475 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
31/01/2007 03:04:03|1|32|Order='1177520612/U126547' Name='Target1' New State=Accepted Instrument='HSI 02-07' Action=Sell Limit price=20475 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
31/01/2007 03:04:03|1|32|Order='1177520612/U126547' Name='Target1' New State=Rejected Instrument='HSI 02-07' Action=Sell Limit price=20475 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=OrderRejected Native error='Order being modified does not match original order (105)'
31/01/2007 03:04:03|0|32|Order being modified does not match original order (105) Affected Order: Sell 1 Limit @ 20475

the position was not closed, that is the problem.



The log-File is original to my regret with my original IB-account.

Later I tested the problem with the paper IB-account. The problem is the same. I get the massage "Order being modified does not match original order (105) Affected Order...... with reverse and close AT *.oif


I think, it is a problem with the HSI-future, because with the dax-future and the GBL-future (eurex) arent´t problems.

Why is the avg-price misstate (and, if I have an open chart via NT with the HSI-Future, the open-price is also invalid shown.

Can you help me with teh *.oif, that the position is accurate closed or reversed?



Torso

[NinjaTrader_Dierk]

imported post

1) Avg price issue: TWS reports the average position to NT provided you are on latest NT5 or NT6. There is nothing NT can do about it.

2) order change problem: Try pacing a limit order in the NT UI (e.g. on order entry panel or DOM) and change the limit price. Do you get the same error in your log? If so, then please send us logs and traces by Help->Mail to support and refer the mail to me)