Hello,
I have upgraded to NT 6.5.1000.12 this weekend jointly with the IB TWS to 895.3. Previously I was using NT 6.5.1000.10 with the recommended TWS version.
I use automated futures trading systems.
After installing the new version I have found the following issue: I entered an NG 09-09 contract and NT properly forwarded the order to the TWS. However, when the TWS confirmed that the order was filled, NT recorde this as a n NG 08-09 contract (August expiry) rather than an NG 09-09. This had a knock on effect since then NT did not attemp to close the NG 09-09 contract as it should have been the case and I had to close the contract manually. I attach the log file and I paste below the extract related to this order:
24/08/2009 19:41:35|1|32|Order='990785146/U283187' Name='Initial long' New State=Accepted Instrument='NG 09-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
24/08/2009 19:41:35|1|32|Order='990785146/U283187' Name='Initial long' New State=Working Instrument='NG 09-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
24/08/2009 19:41:36|1|32|Order='990785146/U283187' Name='Initial long' New State=Filled Instrument='NG 09-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=2.904 Error=NoError Native error=''
24/08/2009 19:41:36|1|16|Execution='NG 08-09/0000ffb5.4a91f627.01.01' Instrument='NG 08-09' Account='U283187' Exchange=Nymex Price=2.904 Quantity=1 Market position=Long Operation=Insert Order='990785146' Time='24/08/2009 19:41:35'
I also bought a CL 10-09 contract manually and I faced the same issue (i.e. NT recorded it as a CL 09-09). So I guess that this happens with the majority of Nymex futures.
This is a very serious issue for me since I cannot use the 6.5.100.12 version for automated trading. Can you please propose me a solution or send me the 6.5.1000.10 version with the corresponding IB TWS version so I can go back to normal trading tomorrow?
Thanks very much. Regards
I have upgraded to NT 6.5.1000.12 this weekend jointly with the IB TWS to 895.3. Previously I was using NT 6.5.1000.10 with the recommended TWS version.
I use automated futures trading systems.
After installing the new version I have found the following issue: I entered an NG 09-09 contract and NT properly forwarded the order to the TWS. However, when the TWS confirmed that the order was filled, NT recorde this as a n NG 08-09 contract (August expiry) rather than an NG 09-09. This had a knock on effect since then NT did not attemp to close the NG 09-09 contract as it should have been the case and I had to close the contract manually. I attach the log file and I paste below the extract related to this order:
24/08/2009 19:41:35|1|32|Order='990785146/U283187' Name='Initial long' New State=Accepted Instrument='NG 09-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
24/08/2009 19:41:35|1|32|Order='990785146/U283187' Name='Initial long' New State=Working Instrument='NG 09-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
24/08/2009 19:41:36|1|32|Order='990785146/U283187' Name='Initial long' New State=Filled Instrument='NG 09-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=2.904 Error=NoError Native error=''
24/08/2009 19:41:36|1|16|Execution='NG 08-09/0000ffb5.4a91f627.01.01' Instrument='NG 08-09' Account='U283187' Exchange=Nymex Price=2.904 Quantity=1 Market position=Long Operation=Insert Order='990785146' Time='24/08/2009 19:41:35'
I also bought a CL 10-09 contract manually and I faced the same issue (i.e. NT recorded it as a CL 09-09). So I guess that this happens with the majority of Nymex futures.
This is a very serious issue for me since I cannot use the 6.5.100.12 version for automated trading. Can you please propose me a solution or send me the 6.5.1000.10 version with the corresponding IB TWS version so I can go back to normal trading tomorrow?
Thanks very much. Regards
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