Interactive Brokers bug with ZC, ZS and ZW

[pintope]

Hello NT support team and users,

I’m trying to trade ZC since a few days ago. Yesterday my strategy entered a long position and at the same instant the position is closed (please check screenshot).

When checking the log I noticed while the fill price was 343.5, the execution price was 3.435, one hundredth.

I have found this thread where it is explained that IB API has a bug (My broker is IB). When working with ZC (with ZS and ZW as well) they send the order execution price back in the wrong format, off by a factor of 100.

Maybe due to this the stoploss and profit target are not being processed properly and the position is closed unexpectedly.

As this is a known issue, before doing more testing I would like to know two things:
1. Is ZC (and ZS and ZW) practicable with IB despite this bug?
2. Is there any known workaround for trading these instruments?

Thank you.

[NinjaTrader_CalH]

Pintope,

1) What version of NinjaTrader are you using? (Example: 7.0.1000.25)

* You can check under Help -> About

2) What version of Traders Workstation are you using?

* To verify what version of Traders Workstation you currently have log into Traders Workstation
* Under Help go to About Traders Workstation...
* Scroll down and look for Build

[pintope]

Hello Cal,

1) What version of NinjaTrader are you using? (Example: 7.0.1000.25)
7.0.1000.25

2) What version of Traders Workstation are you using?
Build 944.3

[NinjaTrader_CalH]

Pintope,

I wanted to confirm that this was still an issue with the latest supported version with TWS.

In regards to your questions -
1) I cannot make this decision for you. You will need to decided that given these limitations if you want to proceed to trade them.
2) IOrder.AvgPrice will return correctly, with that you can then store that price in a variable which you can then use in your logic for Stop and profit placement

Let me know if I can be of further assistance.

[pintope]

I will do some more test.

Thank you Cal.