I am wondering if any of you know enough about API's to point me in the right direction. I run Sierra Charts with IB and use an auto trade spreadsheet. It has been working quite well for some time. About a week ago it started missing trades, mostly overnight, but I don't think it's specific to after hours. I didn't change anything. I did expand the overnight hours trading but when I turned it back it still gave errors. I have up to date version of both programs. The error is this: 20:15:01:416 (sync 20:15:00:373) -> ---`4-2-200007-320-Error reading request. Unable to parse field: 'Use RTH' for input string: 'MNQ'-- That is from the TWS API log. According to the Sierra logs, it is IB that is rejecting the order. IB says its a Sierra problem and Sierra says its IB. In the meantime I am stuck with a program that takes trades when it feels like. The error is intermittent. One time it will work one time not. When it does not work, the connection between IB and Sierra is lost. It comes back on its own right away, but it seems like the trade request results in a lost connection, related to the error above. I am not a programmer so I can only go so far here. I have looked at many reasons and tried changing a number of things but no luck so far. I have been in numerous chats with IB and with Sierra. No luck. Any suggestions would be appreciated. For Sunday night I have updated everything possible, checked firewalls, purged my dns - etc. The really frustrating thing to me is I can use the Sierra Buy button on their Trade Window, the buy and the attached orders will go immediately, and everything works prefect. How that is different - to IB - from Sierra initiating the order through the spreadsheet is lost on me. (exact same order) Anyway, any suggestions would be great. Thanks.
Thanks I never even considered that. It would be quite the learning curve but at least its an option. I would prefer to stay with Sierra as I have around 20 years of experience there.
I think it’s on Sierra’s side. Could be sending a malformed request to IB api. Do you have more information regarding the error in Trade > Trade Service Log ? Check if MNQ is properly configured in Global Settings > Symbol Settings. Sounds like IB is failing to get a valid bool return from Sierra chart’s MNQ.UseRTH. That’s IB api endpoint: You’re getting data from IB to SC ? SC is probably sending a malformed request to this IB api’s endpoint. Has nothing to do with orders though … Only historical data. What strange is that it does only fail overnight.
RTH is an IB acronym and stands for Regular Trading Hours. This is not a parameter defined by the exchange, but invented by IB. IB determines for many financial instruments when they are liquid, in other words, when there is sufficient trading going on. It is these hours of the day that they call Regular Trading Hours. However, IB does not have this determined for each and every financial contract that you can trade through them. It could be that you are placing trades for a contract for which this RTH has not been defined by IB but your API adds it automatically to your order. This *could* lead to issues, but I'm not sure exactly what would happen.
Thanks very much you two. This is the best explanation I have seen so far. I've gone through Global Settings -> Symbol Settings and there are possible flags there. I have asked Sierra what they think. I have been intermittent for over a week here. If this pans out I owe you both Dinner.
The Response from Sierra: "No we do not think it is related to any of this at all. There is some misalignment in the data stream from some incompatibility." I have tried a few thing wrt. Symbol Settings and have a few more tonight. No luck so far. Trade was rejected last night. I think it is entirely possible that IB is rejecting the order due to liquidity in the overnight session. Sierra defaults to calling the entire 24 hour period the "Session Time" and it defaults to not using the Overnight Session. I am playing with using the overnight session. To me, IB could reject the trade for MNQ as MNQ liquidity has reduced in the past couple weeks, due to expiration. Especially if IB is getting the order "use RTH". It fits logically but I just need it to start working again. I don't know what they mean by a misalignment in the data stream but I know that this wasn't happening prior to 2 weeks ago.
Do you have this issue with MNQ only, or also with other instruments/contracts? Have you tried placing an order at a different moment during the day, to see whether timing has any influence?
I am going to try this tonight and switch from MNQ to QQQ. I have been trying to go step by step here. Last night I placed an order through the Sierra Trade Window and it was rejected. I immediately cancelled and then re-placed the order and it was accepted. I sold that and cancelled the Attached Orders and let it run. Later last night Sierra tried to place a trade and it was rejected. 1H45MINS later Sierra placed an order and it was accepted. So, MNQ will trade. But, it seems like there is some type of sleep mode activated and the order rejection will wake it up for at least a while. Getting incredibly frustrating.
So you are going to switch from trading a futures contract to an ETF? That might work out very different as those are two very different animals. If you want to stay with futures you could switch from MNQ to NQ or ES.