Same here, for two days in a row. It’s not a screen refresh issue. I’m placing orders through the API, and they’re not filled yet. Yesterday I cancelled the order 16 minutes after placing it, and it cancelled fine, meaning it hadn’t been filled yet.
Same here, for two days in a row. It’s not a screen refresh issue. I’m placing orders through the API, and they’re not filled yet. Yesterday I cancelled the order 16 minutes after placing it, and it cancelled fine, meaning it hadn’t been filled yet.
Hi Guys,
I’ll look into this ASAP. Thanks for the report!
Hi Matthew,
Thank you for that. Third day in a row now, "Working" 13 minutes into the session, missed a good swing.
Jorge.
Edit:
The orders get filled, and they get filled at more or less exactly the day’s open price, so at first sight this is not a catastrophic issue. However, my system waits for the trade price to calculate a closing limit, and there are a few times when the limit is touched only within the first ten minutes of the session, so potentially this issue could result in some losses. Well, thanks again, and have a good one,
Jorge.
The problem appears to be specific to the symbol you are trading (UDOW) which is not very liquid, and apparently is infrequently traded. One quote source has a single trade at 9:33 am, but another has no trade at that time, so I wonder if there is an exchange issue with reporting prices for this.
C2 waits for an official opening price before filling orders. Let me see if I can do something different for weird illiquid symbols like this.
Hi Matthew,
Thank you for the reply. I’m seeing these trades around 9:30.
Have a good one,
Jorge.
Date Time Exch. Size Price
11/16/2011 08:07:47 NASDAQ NM 200 125.50
11/16/2011 08:07:47 PSE 100 125.01
11/16/2011 08:07:47 NASDAQ NM 100 125.50
11/16/2011 08:25:10 PSE 100 125.41
11/16/2011 08:27:27 PSE 990 125.00
11/16/2011 08:34:47 PSE 100 124.60
11/16/2011 08:48:28 PSE 200 124.00
11/16/2011 09:07:32 BOX 200 124.20
11/16/2011 09:09:44 NASDAQ NM 100 124.27
11/16/2011 09:30:00 PSE 117 124.47
11/16/2011 09:30:01 PSE 200 124.47
11/16/2011 09:30:18 NASDAQ NM 125 124.26
11/16/2011 09:30:24 NASDAQ NM 250 124.08
11/16/2011 09:31:57 NASDAQ NM 200 124.64
11/16/2011 09:31:57 BOX 500 124.64
11/16/2011 09:32:00 NASDAQ NM 100 124.61
11/16/2011 09:32:00 NASDAQ NM 100 124.61
11/16/2011 09:32:00 NASDAQ NM 200 124.58
11/16/2011 09:32:46 NASDAQ NM 238 124.03
11/16/2011 09:32:46 200 124.05
11/16/2011 09:32:47 PSE 300 124.00
11/16/2011 09:32:47 PSE 100 124.00
11/16/2011 09:32:47 PSE 100 124.00
11/16/2011 09:32:51 NASDAQ NM 200 123.89
11/16/2011 09:32:51 BOX 200 123.89
11/16/2011 09:32:51 BOX 200 123.89
11/16/2011 09:32:51 BOX 200 123.89
11/16/2011 09:33:07 NASDAQ NM 200 123.77
11/16/2011 09:33:07 NASDAQ NM 200 123.76
11/16/2011 09:33:07 BOX 600 123.77
11/16/2011 09:33:07 NASDAQ NM 125 123.76
11/16/2011 09:33:51 NASDAQ NM 100 123.95
11/16/2011 09:33:52 CSE 100 124.00
11/16/2011 09:33:57 PSE 200 123.96
11/16/2011 09:33:57 PSE 300 123.96
11/16/2011 09:33:59 NASDAQ NM 200 123.80
11/16/2011 09:34:12 100 123.74
11/16/2011 09:34:25 NASDAQ NM 100 123.60
11/16/2011 09:34:25 NASDAQ NM 200 123.59
11/16/2011 09:34:25 NASDAQ NM 200 123.55
11/16/2011 09:34:25 BOX 200 123.58
11/16/2011 09:34:25 BOX 100 123.58
11/16/2011 09:34:27 PSE 300 123.50
11/16/2011 09:34:27 PSE 100 123.50
11/16/2011 09:34:27 PSE 100 123.50
11/16/2011 09:34:27 PSE 500 123.50
11/16/2011 09:34:35 PSE 200 123.50
11/16/2011 09:35:00 NASDAQ NM 200 123.63
11/16/2011 09:35:25 NASDAQ NM 300 123.71
11/16/2011 09:35:27 NASDAQ NM 200 123.72
Hi, MTS:
Actually, the problem you experienced was caused by something different. Your problem was caused by the fact that we had incorrect trading hours for the Hong Kong Exchange mini-Hang-Seng contract (we were off by an hour). Thus you entered a market order and we held the order for an hour, waiting for the market in Hong Kong to open… when in fact it had already opened. The data for the Mini Hang Seng has now been fixed. Thank you for bringing it to my attention.
Incidentally, if anyone ready this forum trades contracts on non-USA exchanges, please would you do me a favor and glance at the trading-hours data for your favorite contract here:
http://www.collective2.com/symbols
All times on the page are listed in New York time (Eastern USA).
Now that we here in the US have reset our clocks for daylight savings time, its possible that we are off by an hour in some cases where I have forgotten to update.
Matthew
Hi Matthew,
Everything worked beautifully today. Traded a few seconds after the bell, at a price within the range of the first few trades. Thank you, and have a good one,
Jorge.
I am encountering a similar problem while attempting to trade RIO and TLS in the ASX.
Additional trades started working at 12PM AEST, 5 minutes ago. AEST is GMT/UTC +11. Perhaps your market times for the ASX are also incorrect? AEST observes daylight saving, so perhaps this is the problem.
Yes, we had the wrong start time due to Australian daylight savings. Sorry.
If you have changed the times for the ASX, I suspect they are still incorrect. I had the same problem I was having yesterday until 11AM (the time of this post). One more hour in the direction you changed it yesterday should do the trick.
On a related note, any chance you’ll ever allow accounts of foreign currency? I realise this would potentially introduce an extra degree of difficulty in comparing the performance of trading systems (which I suspect is the reason that all accounts are based on USD).
