I trade with *.txt files from eSignal. Today my open position (Topix Future) was not closed and I lost money. Please, can you help me?
I use IB with TWS 884 and NT 6.5.1000.4
My logfile with comments:
09/07/2008 05:30:23|1|1|AT, 'PLACE;Axxxxxx;TOPX 09-08;BUY;1;MARKET;0;0;DAY;;ID.Name_TPX_4.31_T.3,5,7_ S.3;NT_TPX_3min_Target.3,5,7_Stop.3.0;StrategyID_T PX_4.31_T.3,5,7_S.3' processing
09/07/2008 05:30:24|1|32|Submitting order with strategy
09/07/2008 05:30:24|1|32|Order='16fbf5116adf45b783c1b8d30f6b4 601/Axxxxxx' Name='Entry' New State=PendingSubmit Instrument='TOPX 09-08' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
09/07/2008 05:30:24|1|32|Order='1648210660/Axxxxxx' Name='Entry' New State=Accepted Instrument='TOPX 09-08' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
09/07/2008 05:30:25|1|32|Order='1648210660/Axxxxxx' Name='Entry' New State=Working Instrument='TOPX 09-08' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
09/07/2008 05:30:25|1|32|Order='1648210660/Axxxxxx' Name='Entry' New State=Filled Instrument='TOPX 09-08' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=1310 Error=NoError Native error=''
09/07/2008 05:30:25|1|16|Execution='JTI 09-08/0000d58c.4874016f.01.01' Instrument='JTI 09-08' Account='Axxxxxx' Exchange=Tse Price=1310 Quantity=1 Market position=Long Operation=Insert Order='1648210660' Time='09/07/2008 05:30:25'
>>>why I get in the logfile an execution "JTI" and not TOPX ?? I get with the TWS a TOPIX-fill
09/07/2008 05:30:25|1|32|Order='f9d5faa242ef4ae69e7199dbe832a be0/Axxxxxx' Name='Stop1' New State=PendingSubmit Instrument='TOPX 09-08' Action=Sell Limit price=1296 Stop price=1306 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
09/07/2008 05:30:25|1|32|Order='d78bcc203c6d4d1cbdf742af8f6f7 f8c/Axxxxxx' Name='Target1' New State=PendingSubmit Instrument='TOPX 09-08' Action=Sell Limit price=1313 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
09/07/2008 05:30:26|1|64|Instrument='JTI 09-08' Account='Axxxxxx' Avg price=13100.495 Quantity=1 Market position=Long Operation=Insert Currency=JapaneseYen
09/07/2008 05:30:26|1|32|Order='1648210661/Axxxxxx' Name='Stop1' New State=Accepted Instrument='TOPX 09-08' Action=Sell Limit price=1296 Stop price=1306 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
09/07/2008 05:30:26|1|32|Order='1648210662/Axxxxxx' Name='Target1' New State=Accepted Instrument='TOPX 09-08' Action=Sell Limit price=1313 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
09/07/2008 05:30:26|1|32|Order='1648210662/Axxxxxx' Name='Target1' New State=Working Instrument='TOPX 09-08' Action=Sell Limit price=1313 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
09/07/2008 05:31:30|1|1|AT, 'CLOSEPOSITION;Axxxxxx;TOPX 09-08;;;;;;;;;;' processing
09/07/2008 05:31:30|3|1|OIF, 'CLOSEPOSITION;Axxxxxx;TOPX 09-08;;;;;;;;;;' position does not exist 'TOPX 09-08'
09/07/2008 05:31:36|1|1|AT, 'CLOSEPOSITION;Axxxxxx;TOPX 09-08;;;;;;;;;;' processing
09/07/2008 05:31:36|3|1|OIF, 'CLOSEPOSITION;Axxxxxx;TOPX 09-08;;;;;;;;;;' position does not exist 'TOPX 09-08'
>>> two closeposition orders, but I get ... not exist... ???
09/07/2008 05:36:56|1|32|Order='1648210661/Axxxxxx' Name='Stop1' New State=Working Instrument='TOPX 09-08' Action=Sell Limit price=1296 Stop price=1306 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
09/07/2008 05:36:56|1|32|Order='1648210662/Axxxxxx' Name='Target1' New State=Working Instrument='TOPX 09-08' Action=Sell Limit price=1313 Stop price=0 Quantity=0 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
09/07/2008 05:36:56|1|32|Order='1648210661/Axxxxxx' Name='Stop1' New State=Filled Instrument='TOPX 09-08' Action=Sell Limit price=1296 Stop price=1306 Quantity=1 Type=StopLimit Filled=1 Fill price=1306 Error=NoError Native error=''
09/07/2008 05:36:56|1|16|Execution='JTI 09-08/0000d58c.48740179.01.01' Instrument='JTI 09-08' Account='Axxxxxx' Exchange=Tse Price=1306 Quantity=1 Market position=Short Operation=Insert Order='1648210661' Time='09/07/2008 05:36:56'
09/07/2008 05:36:56|1|32|Order='1648210662/Axxxxxx' Name='Target1' New State=Cancelled Instrument='TOPX 09-08' Action=Sell Limit price=1313 Stop price=0 Quantity=0 Type=Limit Filled=0 Fill price=0 Error=NoError Native error='Order Canceled - reason: (202)'
09/07/2008 05:36:57|1|64|Instrument='JTI 09-08' Account='Axxxxxx' Avg price=0 Quantity=0 Market position=Long Operation=Remove Currency=JapaneseYen
>> the stop from the strategy was activate and the position was closed.
I trade with the IB TWS, the unerlying for the Topix future is TOPX, an also the TOPX was traded. I searched also for "JTI", but it is no instrument with a JTI-underlying.
Torso
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