I have had a recurring problem trading a system called WSS_Gold100oz using Gen3 autotrading at IB (thru BulldogFX). This system reverses upon closing a position, so it is always long or short. On 6-9-13, the STC and STO orders traded some 8 hours after the official trade time (and weren’t included in the live brokerage data). On 7-12-13, the BTC and BTO orders didn’t trade. I shut down autotrading, which triggered the BTC. When I turned it back on, the BTO was triggered. And on 7-19-13, the BTC and BTO were not filled. I believe others have had the same problem. One can see, by looking at the live brokerage data, there were no Gen3 fills for these trades, only Gen1. This is an untenable situation. When the trade doesn’t occur, I am left betting against one of the better systems on C2. Please provide a solution/explanation. [LINKSYSTEM_60391686]
It looks like signals posted by the vendor at 17:14 on Friday night are not reaching broker accounts even though the market is open until 17:15 for that symbol. We’re looking into this to see if we have incorrect market hours for this symbol.
I looked back at some earlier trades, and a 4-19-13 trade at 17:14 ET (also a Friday) had the same lack of Gen3 data. The only outlier to this pattern is the 6-9-13 trade - a Sunday. This trade happened during the middle of market hours late on 6-9, yet I didn’t get filled until after 8am PDT on 6-10. If a trade is somehow “missed” in auto trading, how long should it typically take autosync to catch and rectify the situation? Thanks for your efforts on this.