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MWAE conflict with Interactive Brokers TWS API


wutup
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I am experiencing a conflict between MWAE and Interactive Broker's (IB) trading application, TraderWorkstation (TWS) and its API.

I use an Excel spreadsheet to post orders onto TWS using their TWS API.  When I have MWAE turned OFF, I am able to successfully post orders from Excel to TWS for both stocks and futures.

However, when MWAE is turned ON, it does not allow me to post stock orders (although strangely it still permits the posting of futures orders).

I have checked with IB technical support and they say there is no difference in the way stocks vs futures orders are communicated to TWS, the only difference being the values of the variables being transmitted.

Do you have any idea how to resolve this issue?

Thank you.

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Here are the logs for the period in question.  I cannot post the file.  Not sure how helpful they will be...

 

Prior to MWAE install, you can see at 09:05:45 the stocks (MUB, SHM, TFI) are sent after the NG Futures were sent at 09:05:43.

09:05:41:847 -> 52-1-22-
09:05:41:955 <- 3-43-31554-0-USD-BAG--0---SMART--USD-----SELL-2-LMT-9999-----O-0--0-0-0-0-0-0-0-0-2-89352976-1-BUY-IPE-0-0---1-89352981-1-SELL-IPE-0-0---1-0-0--0------Diversified-0---1-0---0---1-1--0------0-----0-----------0---0-0---0--
09:05:43:431 <- 3-43-31555-0-NG-FUT-20160829-0--10000-NYMEX--USD-----SELL-1-LMT-9999-----O-0--0-0-0-0-0-0-0-0--0------Select-0---1-0---0---1-1--0------0-----0-----------0---0-0---0--
09:05:45:570 <- 3-43-31556-0-MUB-STK--0---SMART-NASDAQ-USD-----SELL-1000-LMT-9999-----O-0--0-0-0-0-0-0-0-0--0------Diversified-0---1-0---0---1-1--0------0-----0-----------0---0-0---0--
09:05:47:710 <- 3-43-31557-0-SHM-STK--0---SMART-NASDAQ-USD-----SELL-3000-LMT-9999-----O-0--0-0-0-0-0-0-0-0--0------Diversified-0---1-0---0---1-1--0------0-----0-----------0---0-0---0--
09:05:49:854 <- 3-43-31558-0-TFI-STK--0---SMART-NASDAQ-USD-----SELL-3000-LMT-9999-----O-0--0-0-0-0-0-0-0-0--0------Diversified-0---1-0---0---1-1--0------0-----0-----------0---0-0---0--

 

But AFTER MWAE install, you can see the stocks are not sent after the NG Futures were sent at 09:14:05.  The next event takes place 16 seconds later related to market data.  But there is no evidence that the Stocks order were ever sent to the trading system as no API event was logged.  It seems MWAE is blocking the transmission of the Stock order before it even leave Excel but it lets through Futures orders.  This is strange as Futures and Stocks utilize the same API function with the only difference being the values used.

09:14:01:045 -> 52-1-28-

09:14:01:164 <- 3-43-31623-0-USD-BAG--0---SMART--USD-----BUY-1-LMT--9999-----O-0--0-0-0-0-0-0-0-0-2-48971215-1-BUY-NYMEX-0-0---1-48971220-1-SELL-NYMEX-0-0---1-0-0--0------Select-0---1-0---0---1-1--0------0-----0-----------0---0-0---0--
09:14:03:122 <- 3-43-31624-0-NG-FUT-20160928-0--10000-NYMEX--USD-----BUY-1-LMT-1-----O-0--0-0-0-0-0-0-0-0--0------Select-0---1-0---0---1-1--0------0-----0-----------0---0-0---0--
09:14:05:264 <- 3-43-31625-0-NG-FUT-20160829-0--10000-NYMEX--USD-----BUY-4-LMT-1-----O-0--0-0-0-0-0-0-0-0--0------Diversified-0---1-0---0---1-1--0------0-----0-----------0---0-0---0--
09:14:21:500 -> 4-2--1-2108-Market data farm connection is inactive but should be available upon demand.usbond-

 

Again, upon deactivation of MWAE the Stocks are sent as normal.  I have spoken with IB and they are stumped as to why this would occur.

Do you have any possible solution?  If not, there is no way I can purchase your software.

Thanks.

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