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Invalid Order Size - IB TWS

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    Invalid Order Size - IB TWS

    Dear All,

    I am trading index futures which has 50 shares in 1 lot.
    In my code, I have set DefaultQuantity=50 and any order sent is a multiple of 50, e.g. 50,100,150 etc

    However, sometimes i see the message that IB has rejected the order of 25 size. I have checked the code and not sure how a order of 25 can be generated.

    I have seen this issue multiple times in past few days with high speed execution. NT Strategy gets abruptly terminated.

    On log investigation, it seems that SetStopLoss(CalculationMode.Percent, 0.005) command in the code is generating this Stoploss order and hence IB TWS is rejecting the order. However, still I am confused as to how the SL order is getting triggered for a invalid lot size.

    Kindly help
    Oldmonk

    #2
    Hi Oldmonk, that could be potentially be due to partial fills received - per default each entry execution will trigger the generation of a stop loss / target exit orders. If you can send me your trace / logs via Help >> Mail to Support I could further confirm this for you. Thanks.
    BertrandNinjaTrader Customer Service

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      #3
      Dear Bertrand,

      I have emailed you the logs. I was thinking that one lot should get executed in one go, hence partial fills causing invalid order size for Stoploss order, comes as a suprise to me.

      Thanks,
      Oldmonk
      Last edited by OldMonk; 10-09-2013, 02:16 AM. Reason: size

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        #4
        Thanks, will check through the details provided and be back in touch.
        BertrandNinjaTrader Customer Service

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