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tracking individual strat trades - Printable Version

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tracking individual strat trades - ivanf - 07-09-2020

Hi ,

is it possible with IB with submit some sort of tag or order ref which could contain the strat name ?
I'm looking for ways to easily identify individual trades from statements  so I can monitor ongoing performance of strats 

thanks
Ivan


RE: tracking individual strat trades - admin - 07-10-2020

Not as of now, but it's a great idea and we'll look into it.


RE: tracking individual strat trades - Joseph@autarchcapital.com - 03-05-2021

(07-10-2020, 08:08 PM)admin Wrote: Not as of now, but it's a great idea and we'll look into it.

Are there any updates on this feature request? This would be extremely useful

Alternatively, is there a way to export the trades from Alera?


Thanks 
- Joe Adie


RE: tracking individual strat trades - Joseph@autarchcapital.com - 03-05-2021

I just asked IB support and they said its possible through the field "OrderRef", listed in the below link


http://interactivebrokers.github.io/tws-api/classIBApi_1_1Order.html

string 
OrderRef

Code:
 [get, set]
 
The order reference. Intended for institutional customers only, although all customers may use it to identify the API client that sent the order when multiple API clients are running.



RE: tracking individual strat trades - admin - 03-09-2021

Yes the OrderRef field now stores the strategy ID for orders placed by APM.

Trades cannot be exported from APM since IB does not provide access to trades beyond a day.


RE: tracking individual strat trades - ivanf - 03-26-2021

(03-09-2021, 09:47 PM)admin Wrote: Yes the OrderRef field now stores the strategy ID for orders placed by APM.

Trades cannot be exported from APM since IB does not provide access to trades beyond a day.

I can see the order ref field populated in TWS with the strategy number when I place the order  , but when I run a flex report for activity or trades the field isn't populated , its blank

Is anyone else have issues extracting the order ref via IB reports ?

thanks
Ivan


RE: tracking individual strat trades - admin - 03-29-2021

(03-26-2021, 07:13 AM)ivanf Wrote:
(03-09-2021, 09:47 PM)admin Wrote: Yes the OrderRef field now stores the strategy ID for orders placed by APM.

Trades cannot be exported from APM since IB does not provide access to trades beyond a day.

I can see the order ref field populated in TWS with the strategy number when I place the order  , but when I run a flex report for activity or trades the field isn't populated , its blank

Is anyone else have issues extracting the order ref via IB reports ?

thanks
Ivan

Unfortunately this is an issue on IB's end -- the orderref is only in TWS right now. I encourage you to send them an email and request that it be added to your reports.


RE: tracking individual strat trades - nhaider - 05-21-2021

(03-29-2021, 03:59 PM)admin Wrote:
(03-26-2021, 07:13 AM)ivanf Wrote:
(03-09-2021, 09:47 PM)admin Wrote: Yes the OrderRef field now stores the strategy ID for orders placed by APM.

Trades cannot be exported from APM since IB does not provide access to trades beyond a day.

I can see the order ref field populated in TWS with the strategy number when I place the order  , but when I run a flex report for activity or trades the field isn't populated , its blank

Is anyone else have issues extracting the order ref via IB reports ?

thanks
Ivan

Unfortunately this is an issue on IB's end -- the orderref is only in TWS right now. I encourage you to send them an email and request that it be added to your reports.

Working with IB support, I found a solution to get 'Order Ref' in the flex reports. All that is needed to be done is to turn on the 'Include Audit Trail Fields' in the Flex Query configuration. Hope this helps.

[Image: ib_orderref.png]


RE: tracking individual strat trades - ivanf - 06-09-2021

(05-21-2021, 04:32 PM)nhaider Wrote:
(03-29-2021, 03:59 PM)admin Wrote:
(03-26-2021, 07:13 AM)ivanf Wrote:
(03-09-2021, 09:47 PM)admin Wrote: Yes the OrderRef field now stores the strategy ID for orders placed by APM.

Trades cannot be exported from APM since IB does not provide access to trades beyond a day.

I can see the order ref field populated in TWS with the strategy number when I place the order  , but when I run a flex report for activity or trades the field isn't populated , its blank

Is anyone else have issues extracting the order ref via IB reports ?

thanks
Ivan

Unfortunately this is an issue on IB's end -- the orderref is only in TWS right now. I encourage you to send them an email and request that it be added to your reports.

Working with IB support, I found a solution to get 'Order Ref' in the flex reports. All that is needed to be done is to turn on the 'Include Audit Trail Fields' in the Flex Query configuration. Hope this helps.

[Image: ib_orderref.png]

I turned on the audit , but the order ref field is still blank in the XML output , if anyone else could verify this ?  My orders are being sent via TWS not IB GW