Open position not displayed for CL and COIL

[Harry]

Using TWS 892.9b, Mar 6 with NT 6.5.1000.9

For futures contracts CL 06-09 and COIL 06-09 NinjaTrader does not display the position after it has been opened.

- There is no brown opening line.
- Open profit and loss is not indicated.

However, stop loss and profit targets (green and red lines) are correctly displayed on both DOM and chart trader. All trade executions are correct.

Other future contracts tested (including index and currency futures) are fine. The problem only occurs with crude oil. The problem is reproducible.

I only recently updated to TWS 892, because of the recommendation on your website. Before updating to TWS 892 I did not have this problem.
Shall I try with TWS 893?

[NinjaTrader_Jason]

Hello Harry,

Please download and install TWS version 892.7 as per the IB connection guide at the link below.

http://www.ninjatrader.com/webnew/support_interactivebrokers.htm

Let me know if the issue persists using TWS version 892.7.

[Harry]

Same problem with 892.7

[NinjaTrader_Jason]

Hello Harry,

Did you try a new position or are you referring to the same position before the version switch?

[Harry]

Hi Josh,

I am referring to a new position. If I am opening a new position for CL 06-09 (current crude oil contract), it is not displayed. I am using a standard strategy with a profit target and a stop. Both profit target and stop are displayed on DOM and chart, but the position and open P&L is not displayed.

problem occurs with CL, COIL
problem does not occur with ES, YM, FDAX, 6E, ...

[NinjaTrader_Jason]

Hello Harry,

What TWS version did you have installed, before you upgraded TWS to 892 first time?

Does the Position-tab reflect the position and unrealized PnL?

In addition, what exchange is used for the instruments in NinjaTrader. Tools-->Instrument Manager and highlight the instrument.

[Harry]

1. I do not remember, which version of TWS was installed before, but it was the one you had recommended before, maybe 887.

2. P&L is correctly displayed by TWS, but NT does not indicate anything except the targets.

3. Exchange used for CL is NYMEX, for COIL it is IPE.

[Harry]

New finding for COIL

When trying to close the position for COIL via NT, the position actually remains open. NT just removes the stop and limt orders of the bracket on TWS. The naked position remains open.

[NinjaTrader_Jason]

Hello Harry,

Please send me your latest log and trace files to support[at]ninjatrader[dot]com. You can find these files at the following locations:

Start Menu--> My Documents--> NinjaTrader 6.5--> Log--> log.20090421 for today. (log.yyyymmdd for any other date)

Start Menu--> My Documents--> NinjaTrader 6.5--> Trace--> trace.20090421 for today. (trace.yyyymmdd for any other date)

Please reference this thread and put 'Attn Jason' in the subject header.

[Harry]

NT compatible with TWS 887 but not TWS 892

I just downgraded to TWS 887.2 Everything works fine again.

Seems NT does not support the changes made for TWS 892.

[Harry]

Have sent log and trace files.

I have checked again:

With TWS 892 and TWS 893 open position of CL, COIL is not displayed and cannot be closed.

With TWS 887 everything works.

[Harry]

Gold futures ok, but Natural Gas and Crude not working

Further checked the issue. Seems to be related to NYMEX oils and IPE.

Gold (GC 06-09) is ok, while Crude Oil (CL 06-09) and Natural Gas (NG 05-09) positions are not displayed and cannot be closed.

[NinjaTrader_Dierk]

There is an acknowledged TWS bug where people trade the CL 05-09 and TWS report a position on CL 04-09 which then could not be closed. It may be the same issue you are experienced. TWS support announced a fix for that bug in one of the upcoming TWS releases. Unfortunately I don't have a fixed ETA for that.

[Harry]

Confirmation: probably TWS bug

This is what happened. I can see from the logfile that order for CL 06-09 is filled, in the next line the logfile shows an execution for CL 05-09. So possibly TWS reports the wrong contract to NT.

I will check with support of IB.

[Harry]

Help please!

Below is the answer I got from Interactive Brokers. This would mean that NinjaTrader cannot interpret the information it gets from TWS correctly.

I would really appreciate if you could check directly with IB. From my point of view it is more like playing ping pong.

Answer from IB:

The reason why the Executions are seemingly displaying the wrong date is because the Execution is displaying the Expiration Date and not the Expiry month. Note: The Expiration Date is defined as the day the selected future contract will expire with IB, which can be different from the Expiry. Example: CL > May 09 expires on April 21st, '09 CL > June 09 expires on May 19th, '09 NG > May 09 expires on April 28th, '09 NG > June 09 expires on May 27th, '09 COIL > June 09 expires on May 14th '09 COIL > July 09 expires on June 15th '09 So if you submit orders for the above contracts the - State = accepted for.... will display the contract in the following format: "Underlying" & Expiry in format "MM-YY" but the Execution will show the contract in the format: "Underlying" & "Expiration Date in format MM-YY" Regards, -Angel API Technical Support