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
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