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portfolioquanttrader2020
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It must have been a problem of the market, not the broker
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Daniel UK1
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All orders from me against IB worked without issues.... all people above with issues, you all on TS ? Anyone at IB ?
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zabiromr
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I had the same issue on TS10.
This is a klnown issue with TS when it is trying to send an order split second before market open.
This issue was highlighted by Kevin Davey. One of the workarounds he proposed was to add the following line of code in the begining of the strategy:
“Value99 = Open next bar;”. This only works with a single data stream, however.
Another potential solution would be to wrap the entire startegy code into a condition to be executed a minute after market open.
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zdenekt
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Same issue on TS 9.5
07/15/2022 @ 9:00 AM
8 orders rejected on MES and MNQ.
$1600 potential was not traded.
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zdenekt
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Quote: Originally posted by zabiromr  | I had the same issue on TS10.
This is a klnown issue with TS when it is trying to send an order split second before market open.
This issue was highlighted by Kevin Davey. One of the workarounds he proposed was to add the following line of code in the begining of the strategy:
“Value99 = Open next bar;”. This only works with a single data stream, however.
Another potential solution would be to wrap the entire startegy code into a condition to be executed a minute after market open.
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My orders was sent 30 minutes after market open.
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LucaRicatti
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Any chance to have a refund from Tradestation?
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admin
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@luca, ts did give refunds a few months ago, but the situation was severe and 100% their fault. They did dax trades in users accounts that were not
done by the user, and not visible even in TS account.
This issue I suspect think is a exchange issue, as non TS brokers had the same issue. From waht I can see 50% or so of ts users got the order
rejected.
There is actually bigger issues at Interactive Brokers. I have zero ability to trade and the issue is not resolvable until usa programers fix it.
Giving me a message about ruble currency, but thats a red herring. The only intelligent IB rep I could find said im the 3rd person today to complain
and say Globex is down.
I cant even trade a single micro ES
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admin
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some ib accounts are working. One that doesnt work has the rubles message. So my main account cant trade at all
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Daniel UK1
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Thanks for heads up, you guys are receiving the ruble message / error message, after an order has been sent, or when you open the application ?
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Daniel UK1
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Contacted IB, they are not aware of any issues at the moment on their institutional support or retail.. and trading on globex and us futures is
working as it should.. at least that is what they said..
The clients getting the rubles message, is this related to any rubles holdings or is it just basic accounts, with no rubles holding, trying to execute
mes or es trades ? and you get this error at that point of the initiation of the trade ?
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admin
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one IB rep said this had nothing to do with rubles, but I suspect it has as all other IB accounts that I know of are working. Thanks for chasing this
Daniel.
First guy said only USA programers can fix. Just spoke to pro-serve europe and they say hope to fix in an hour.
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Daniel UK1
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| Quote: Originally posted by admin | one IB rep said this had nothing to do with rubles, but I suspect it has as all other IB accounts that I know of are working. Thanks for chasing this
Daniel.
First guy said only USA programers can fix. Just spoke to pro-serve europe and they say hope to fix in an hour. |
Hi Peter, Got it, ok so you have/had rubles as a holding fx or position in your account as of the time when the execution happened ?
The error, did it showed when logging into TWS or as a rejection or popup error when trying to execute a trade only ?
Thanks
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admin
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error when i do any api trade, comes up with rubles message. No way for me to fix.
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admin
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There was a exchange "velocity logic event" on Friday and many order were rejected. We could not get in line as it was 20 handles higher within
seconds.
Best regards,
Daniel Neenan
Striker Securities, Inc
unrelated, my ib account is now working. error cost me $2000
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admin
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Hi All, note this is so rare, even the broker has not seen the event before.
Peter,
Here is a link from the CME explaining Velocity Logic Events:
https://www.cmegroup.com/confluence/display/EPICSANDBOX/Velo...
It was a very odd event (we haven't seen this before - ever) so the FCM told us about it and provided this link explanation.
Best regards,
William Gallwas
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portfolioquanttrader2020
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Hi Peter, if it wasn't the broker, how can we avoid it for successive times?
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admin
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this was the CME exchange. Striker (A broker) said the event is so rare, they have never seen it before.
What I have also seen twice, was busted trade.
very very big spike in price, and I hit profit target.
Next day trade is removed from my account.
Purpose of busted trade is too remove extreme price that should never have happened. I had this 1 or 2 times in 20 years. So stuff like this happens,
and very rare and nothing we can do about it.
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Daniel UK1
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| Quote: Originally posted by admin | vwap has to be done by the lead programmer, not the secondary one. So its happening after the ninja trader work is complete.
Most indicators were done by the secondary programmer, and his job que is much shorter |
Hi Peter, was the vwap included in the latest pushout ? and if not, any eta ?
Thanks
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Daniel UK1
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Hi Peter, would it be possible to include volume and tpo are indicator/function for GSB? function and indicator here
www.abctradinggroup.com/portfolio-items/value-area-indicator...
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Algonaut
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@Daniel, can you give me the formula?
Vwap not in last build. 99% of focus is on GSB nt, and I dont want any distractions from lead programmers work flow. Apologizes too all the GSB NT
update is taking so long.
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RandyT
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Greetings all,
There are a couple of Multicharts feature requests that a couple of us have opened recently and I was hoping that I could get the community here to
give them a few upvotes to see if we can actually convince MC to deliver. Please follow the URLs below and upvote. You will need to create an account
on their issues board.
Thanks
Add support for creating custom contracts using Perpetual back adjustment method
https://www.multicharts.com/pm/public/multicharts/issues/MC-2641
Add support for Binance.US exchange
https://www.multicharts.com/pm/public/multicharts/issues/MC-2696
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admin
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Hi Randy, great your doing this. I thought mc had binance support already>
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admin
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Warning, forum email has been down since 30 July 2022. This means you wont get notifications to any threads you subscribe too. Fixed now.
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B.Wooster
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what are the "Up" and "Down" columns in the data files?
What are the "Up" and "Down" columns in the data files?
I'd like to know how to create suitable data files from my sources,
so I'm wondering what to put in these last two columns,
labelled "Up" and "Down" in the header line.
Also, are these two columns used by the indicators?
If I had to guess, I would guess they are the aggressive Ask
and aggressive Bid volumes. But it would be nice to know
for sure.
For example, in GSB/Data/Price Data/CL
$ head CL.1.Minute.0900-1430_ExchangeTime_20200409.txt
"Date","Time","Open","High","Low","Close","Up","Down"
10/02/2006,09:01,143.01,143.03,142.99,142.99,16,59
10/02/2006,09:02,142.98,142.98,142.98,142.98,0,20
10/02/2006,09:04,142.97,142.97,142.97,142.97,0,15
10/02/2006,09:05,142.99,142.99,142.98,142.99,4,1
10/02/2006,09:06,142.98,142.98,142.98,142.98,0,2
10/02/2006,09:07,142.99,142.99,142.98,142.98,4,5
10/02/2006,09:08,142.99,142.99,142.98,142.98,2,5
10/02/2006,09:09,142.98,142.99,142.97,142.99,52,4
10/02/2006,09:10,143.00,143.02,142.99,142.99,58,82
edit: I compared to known ask/bid volumes, and those don't match. So I'm really puzzled what Up and Down are. Googling for format info turned up
nothing. In my comparison, the I used the data for CL on 2019-Jan-25 from the trial package supplied data:
in GBS/Data/Price Data/CL
$ head -2 CL.1.Minute.0900-1430_ExchangeTime_20200409.txt ; echo "..."; grep 01/25/2019 CL.1.Minute.0900-1430_ExchangeTime_20200409.txt|tail
"Date","Time","Open","High","Low","Close","Up","Down"
10/02/2006,09:01,143.01,143.03,142.99,142.99,16,59
...
01/25/2019,14:21,61.22,61.24,61.21,61.22,207,385
01/25/2019,14:22,61.22,61.23,61.17,61.18,353,459
01/25/2019,14:23,61.19,61.21,61.18,61.19,256,250
01/25/2019,14:24,61.18,61.25,61.18,61.22,418,275
01/25/2019,14:25,61.23,61.26,61.22,61.26,301,253
01/25/2019,14:26,61.26,61.26,61.19,61.21,477,331
01/25/2019,14:27,61.22,61.28,61.20,61.28,760,249
01/25/2019,14:28,61.28,61.32,61.21,61.32,1033,853
01/25/2019,14:29,61.33,61.34,61.19,61.22,2429,2083
01/25/2019,14:30,61.22,61.23,61.17,61.22,1952,1775
$ cat samp.out.m1 # compare to SierraChart Denali futures data (unadjusted, looking at the front month as of 2019-Jan-25):
tm,sym,a_open,b_high,c_low,d_close,e_askVolume,f_bidVolume
2019-01-25T14:21:00-06:00,CLH19-NYMEX,53.69,53.69,53.68,53.69,99,30
2019-01-25T14:22:00-06:00,CLH19-NYMEX,53.69,53.69,53.68,53.68,37,3
2019-01-25T14:23:00-06:00,CLH19-NYMEX,53.68,53.68,53.68,53.68,30,41
2019-01-25T14:24:00-06:00,CLH19-NYMEX,53.67,53.68,53.67,53.67,18,20
2019-01-25T14:25:00-06:00,CLH19-NYMEX,53.67,53.67,53.66,53.66,19,36
2019-01-25T14:26:00-06:00,CLH19-NYMEX,53.67,53.67,53.66,53.66,12,4
2019-01-25T14:27:00-06:00,CLH19-NYMEX,53.67,53.68,53.66,53.68,22,2
2019-01-25T14:28:00-06:00,CLH19-NYMEX,53.68,53.68,53.66,53.66,46,51
2019-01-25T14:29:00-06:00,CLH19-NYMEX,53.66,53.66,53.64,53.64,37,81
2019-01-25T14:30:00-06:00,CLH19-NYMEX,53.64,53.67,53.64,53.67,87,55
2019-01-25T14:31:00-06:00,CLH19-NYMEX,53.66,53.67,53.64,53.65,68,97
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B.Wooster
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New question. How do we add secondary data time-series to the Opt. Price Data in the latest (trial 1.0.64.80) version?
https://trademaid.info/gsbhelp/Data.html shows an example,
but the Price Data dialog box only lets me choose a single time series.
edit: Attaching image of error that is always generated when trying to add a secondary series. It says "Invalid price data: Price Data
GC_230_1230_CENTRALUSATIME: Time-frames inconsistent, all the secondary
(Data2, Data3, etc.) time-frames must be >= and divisible by the primary
(Data1) time frame" which complains even when the condition is satisfied.
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