Orders for instruments with roll state PASSIVE

[bug-or-feature]

I'm running a paper trading futures system with dynamic optimisation, IB demo account. For instruments with a position, I set the roll state to Passive a week or so before the current contract is due to expire. I expected instrument, contract and broker orders to be created automatically, but they never are. I end up setting the roll state to Force.

All the stack handler processes, seem to be running OK. Looking at the code, it looks like spawn_children_from_new_instrument_orders() should be creating contract orders from instrument orders, but where are the instrument orders supposed to be created? Or am I missing a manual step?

Thanks in advance

[tgibson11]

Passive just means if there is a buy or sell order generated by your system, orders that increase your existing position will be in the new (forward) contract, and orders that reduce your existing position will be in the current contract.

Passive rolling isn't guaranteed to happen before the expiry.

[tgibson11]

If you want to roll passively (you probably do, when it's possible given the volume in the 2 contracts), you probably need to switch to passive more than 1 week out. Unless your system is doing a lot of turnover in that contract.

[bug-or-feature]

Brilliant - thank you