Down Days

[JulianCohen]

Although I’m in Asia so the time difference is better for me, I am still watching on the open to make sure that the orders are filled correctly. I had one missed last night so I cancelled and executed manually and wrote to IB to inform them

[RobGiles]

Nick Radge wrote:

Quote:

thanks to an API failure I couldn’t trade last night. I was down 9.7% the day before.

We’re not sure if its an API failure or not. Two missed MOC orders out of 40 in those conditions is hardly a failure.

I had 6 MKT orders failed to execute but it didn’t stop me taking the trades last night.

So I’ve now been told that TWS can only handle certain amount of orders from an API feed….i.e. I probably had “too much traffic trying to go down the pipe”. Don’t know if anyone else has ever experienced this issue? I had 299 orders placed via the API that night. I’m in the process of trying to find out exactly what the maximum number of orders can be handled by TWS via an API feed. I presume others will be interested given there’s a number of us here who trade a MOC system with max # positions = 40.

[RobGiles]

Julian Cohen wrote:

I’m just doing it all now to be sure.

When I put it in it was a very small difference to the results from 2010-2017 and the selection bias was about 1% improved so I used it.

Without it yesterday I had 150 entries. With it I had 28

So 99% of the time it does what I thought it would do, but that one time that makes a big difference to the P/L it didn’t

thanks Julian….how do you plan to handle days where large number of entry orders are routed to TWS. Tonight I have over 280.

[LEONARDZIR]

I had 158 orders. I got filled on 58 orders my MOC trades 20 positions. My API did it’s job and sold 38 positions. I made the loss back from the day before plus another 1%so finished with equity above the equity before this downdraft started.

[JulianCohen]

Rob Giles wrote:

Julian Cohen wrote:

I’m just doing it all now to be sure.

When I put it in it was a very small difference to the results from 2010-2017 and the selection bias was about 1% improved so I used it.

Without it yesterday I had 150 entries. With it I had 28

So 99% of the time it does what I thought it would do, but that one time that makes a big difference to the P/L it didn’t

thanks Julian….how do you plan to handlw days where large number of entry orders are routed to TWS. Tonight I have over 280.

I’ve never had that many. This is the first I know of the API having any problems with this kind of thing.

I don’t think I’ve ever had 200 entries

[ZachSwann]

API not the problem TWS is only capable of 50 messages per second I placed over 500 orders and it tripped on a 504 connection error I had 180 messages a second according to IB Support

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