Wrong execution price

[walter79]

Hello,

when i trade Soybeans (ZS 01-14) the reported execution price is wrong. It only happens when i trade thru IB, on Sim the prices are correct.

The price is shown as 13,25 instead of 1322,00.

Furthermore the whole account performance report is messed up.

I just made a complete fresh ninjatrader installation and still have the same issue. TWS is on its newest version.

Please help.

Thanks

[walter79]

Same problem with wheat and corn.

[NinjaTrader_Jason]

Hello Walter,

Can you please download and install TWS 938 as per the IB connection guide at the link below. Unfortunately we do not support the latest TWS version.

http://www.ninjatrader.com/ConnectionGuides/Interactive-Brokers-Connection-Guide.php

If the issue remains, please send me your log and trace files, so I can investigate. Log and trace files can be found at the following locations. Please attach them in the email. You can send it to support[at]ninjatrader[dot]com. Put 'Att Jason, Wrong execution price' in the subject header.

C:\-->Users-->*Windows user account*-->(My) Documents--> NinjaTrader 7--> Log--> log.20131204 for today. (log.yyyymmdd for any other date)

C:\-->Users-->*Windows user account*-->(My) Documents--> NinjaTrader 7--> Trace--> trace.20131204 for today. (trace.yyyymmdd for any other date)

[walter79]

Hello Jason,

i just downloaded TWS 938 and the problem remains the same.

Just sent you my log files.

[walter79]

Hello Jason,

would it be possible to fix this issue in one of the next updates?

[NinjaTrader_Brandon]

Hello Walter,

Thanks for your reply.

To look into this further we will need you to send in your log and trace files.

If the issue remains, please send me your log and trace files, so I can investigate. Log and trace files can be found at the following locations. Please attach them in the email. You can send it to support[at]ninjatrader[dot]com. Put 'Att Jason, Wrong execution price' in the subject header.

C:\-->Users-->*Windows user account*-->(My) Documents--> NinjaTrader 7--> Log--> log.20131204 for today. (log.yyyymmdd for any other date)

C:\-->Users-->*Windows user account*-->(My) Documents--> NinjaTrader 7--> Trace--> trace.20131204 for today. (trace.yyyymmdd for any other date)

[walter79]

Hello Brandon,

i have already sent the files to Jason some days ago (04.12.) and he is aware that the problem exists (for reference see ticket 964646). I just wanted to ask if there will be a solution in the near future.

[NinjaTrader_Brandon]

Hello Walter,

Thanks for your reply.

I will ensure that his findings have been reported however I could not say what changes would make it to the next release.

[walter79]

Hello,

Any news on this? Actually the performance reporting problem still exists with all grain markets on CBOT and it is really annoying when you trade them every day.

It would be nice if you could give an issue number for this so i can see in the future release notes when it is fixed.

Thanks a lot.

[NinjaTrader_Brandon]

Hello walter79,

Thanks for your reply.

Accoring to Jason's email with you it seems this is something that would need to be resolved with the Interactive Broker API. " We await development at Interactive Brokers to correct this issue". There is no issue number for this as it is related to the API.

[walter79]

Hello Brandon,

thank you for the information. I will catch up with IB and hope they can resolve this asap.

[walter79]

Hello,

i checked out if the problem belongs to the TWS itself and could figure out that the execution is correctly reported thru IB's API.

Here you can see the correct execution prices (ZS on ECBOT) which come from the API:
4 20131231 10:03:22 1306,5 1 0001f4e5.52c202ce.01.01
5 20131231 10:13:02 1307,25 1 0001f4e5.52c202f0.01.01

I also tested two other trading platforms and connected them to IB and both did show correct execution prices. The problem is definitely inside NT so give this an issue number and fix it out asap. I paid a bunch of money for your software so i expect that it works correctly.

[NinjaTrader_Brandon]

Hello walter79,

I will report your additional findings to your ticket with Jason for development to look into.

[NinjaTrader_Brandon]

Hello walter79,

With the additional information development has confirmed this is out of our hands.

These execution prices are the information sent directly from Traders Workstation.
These other programs you are viewing may be the fill price which you are reviewing which also displays correctly in NinjaTrader or the other programs are coded to convert the Interactive Brokers execution price to properly display.
With NinjaTrader working for many providers special code could not be added into NinjaTrader for this without breaking other items.
We await development by Interactive Brokers to resolve this.

[walter79]

Hi Brandon,

Thank you for the news. Are you in contact with IB about the issue?

Maybe you can ask development which function they use for getting the execution prices. It seems that execDetails() works correctly but updatePortfolio() delivers a wrong price.