when I try to use NT to do chart trade with IB TWS, it seems the order execution is too slow(spend ~3S). the trade is to open 1 lot CL with a customized ATM stop/profit target. how could I pick up the execution speed? The following is API log.
seems like the IB warning spend a lots of time and slow down the whole exection speed. how could I solve it?
thanks in advance.
2012/9/15 0:28:40|1|32|Submitting order by chart trader direct entry
2012/9/15 0:28:40|1|32|Submitting order with strategy id-'xxx' (Ticks)
2012/9/15 0:28:40|1|32|Order='xxx/Uxxx' Name='Entry' New state=PendingSubmit Instrument='CL 10-12' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
2012/9/15 0:28:41|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
2012/9/15 0:28:42|1|32|Order='xxx/xxx' Name='Entry' New state=Accepted Instrument='CL 10-12' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
2012/9/15 0:28:42|1|32|Order='xxx/xxx' Name='Entry' New state=Working Instrument='CL 10-12' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
2012/9/15 0:28:42|1|32|Order='xxx/xxx' Name='Entry' New state=Filled Instrument='CL 10-12' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=99.03 Error=NoError Native error=''
2012/9/15 0:28:42|1|16|Execution='CL 10-12/0000e9a5.5052bc96.01.01' Instrument='CL 10-12' Account='xxx' Exchange=Nymex Price=99.03 Quantity=1 Market position=Long Operation=Insert Order='xxx' Time='2012/9/15 0:28:42'
2012/9/15 0:28:42|1|32|Order='xxx/xxx' Name='Stop1' New state=PendingSubmit Instrument='CL 10-12' Action=Sell Limit price=98.53 Stop price=98.73 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
2012/9/15 0:28:42|1|32|Order='xxx/xxx' Name='Target1' New state=PendingSubmit Instrument='CL 10-12' Action=Sell Limit price=99.33 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
2012/9/15 0:28:43|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
2012/9/15 0:28:43|1|64|Instrument='CL 10-12' Account='xxx' Avg price=99.03232 Quantity=1 Market position=Long Operation=Insert Currency=UsDollar
2012/9/15 0:28:43|1|32|Order='xxx/xxx' Name='Stop1' New state=Accepted Instrument='CL 10-12' Action=Sell Limit price=98.53 Stop price=98.73 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
2012/9/15 0:28:43|1|32|Order='xxx/xxx' Name='Stop1' New state=Working Instrument='CL 10-12' Action=Sell Limit price=98.53 Stop price=98.73 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
2012/9/15 0:28:43|1|32|Order='xxx/xxx' Name='Target1' New state=Accepted Instrument='CL 10-12' Action=Sell Limit price=99.33 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
2012/9/15 0:28:43|1|32|Order='xxx/xxx' Name='Target1' New state=Working Instrument='CL 10-12' Action=Sell Limit price=99.33 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
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