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Re: Forum planning #forum_planning

 

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Hi Gary and welcome.? I can set various things? like auto accept new members, but grant them read only access the the messages.? Later, myself or a moderator can set it so they can post.? I can also set up a welcome message that explains things like rules etc.

The old group was very large, so I can't really see limiting this one to only a few members.

My discord group can go back to a smaller group once this one is established and it's purpose was for shared coding projects.? I find the layout better on? discord for projects as it is simple to separate the messages into channels.? I was disappointed that the hash tags are just flags, I thought they would branch into various threads.

We have a fair bit of time to get this worked out and we can even have 90 days to try the premium features.?

Mel





-------- Original message --------
From: "Gary Moody via groups.io" <garymoody1@...>
Date: 2024-05-09 7:44 a.m. (GMT-08:00)
Subject: Re: [ib-async] Forum planning #forum_planning

I agree with taking it slowly to start off since I'm new to this groups.io thing. Mel when you say you can automate a lot of the admin, how exactly would you accomplish that??

Before we open the floodgates, we need to decide what kind of forum we want this to be: do we want it to be exclusive to maybe only a select few dozen vetted members that can share coding and trading ideas without requiring constant support / moderating etc., or a more open, inclusive forum that is more dedicated to helping newbies get started and troubleshooting issues? Personally I would prefer the former but am not against being more inclusive, although my capacity for providing support and troubleshooting might not be up to the task lol!

As for a list of hashtags, here's a start:

#async_support, #ib_support, #coding, #trading_ideas, #algo_trading, #general?

(note no #python_support since there's plenty of resources out there for this!)


Re: Welcome to [email protected]

 

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I keep it simple, it’s siting on the PC I have with kodi to watch films.

On 7 May 2024, at 19:35, Mel <climbermel@...> wrote:

OK that sounds fun, but it would be way beyond anything I would be doing. Here I thought having a server rack in my office was extreme... I have tried clusters yet.

Mel



Re: Welcome to [email protected]

 

Hello,

I was a member of the old group and an active user of ib_insync, RIP Ewald.? I have used the IB API using different approaches, I give some more background below, and prefers ib_insync by far.? I do have some help routines that I may contribute but I am wondering if it is best to try to incorporate them into the library itself or simply as notebook/recipe.? Any advice on that appreciated.

About the discussion on storage, I currently do not use any form of database, but store bars on disk using parquet, possibly out of laziness.? I have thought about moving to some database for a while, and it would probably be some SQL based variant.? I am also not yet looking at dask level, not even close, everything done on a fast PC running Windows.

On a side topic, I much prefer the groups.io format compared to either discord or the github discussion.? Thank you for starting this.

Background on my IB API usage
- started with R and the IBrokers package, this was pre pandas days, so I was using R for data processing and python for everything else.? R is nice for table data but a pain for scripting (file and string manipulation)
- moved to a single language approach after numpy matured.? I started by using IbPy, this was before the introduction of the official python library by IB
- moved to the official python library when it become available, did not really like it, also tried C++ and liked it even less
- discovered ib_insync (tws_async at that time) and never looked back, this is paired with pandas for all data processing currently
- recently discovered polars, and somehow I prefer the polars approach to pandas, faster and somehow a more consistent syntax.? Not ready to switch yet as the library is not as rich as pandas yet.

Background on myself
- engineer working in the semiconductor industry
- strong interest in trading, including automated trading
- not very active right now, but looking into volatility based trading
- living in California but originally from Belgium


Re: Welcome to [email protected]

 

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Good to have you on? board.? I started with excel api and then tws-api using C++ (struggled with that).? Then moved away from it to use NingjaTrader and C# for strategies.? I came back when I found how much easier ib_insync was, I started building a library of modules based on it.
Interestingly, I now find that I can actually build with tws-api using python, but it's still far harder.

I left being a software developer for financial programs, then hospital interfaces to trade full time.? Now I'm supposed to be retired, but still like programming and I manage our retirement accounts.

Mel






-------- Original message --------
From: "mdelvaux2 via groups.io" <mdelvaux@...>
Date: 2024-05-10 7:20 a.m. (GMT-08:00)
Subject: Re: [ib-async] Welcome to [email protected]

Hello,

I was a member of the old group and an active user of ib_insync, RIP Ewald.? I have used the IB API using different approaches, I give some more background below, and prefers ib_insync by far.? I do have some help routines that I may contribute but I am wondering if it is best to try to incorporate them into the library itself or simply as notebook/recipe.? Any advice on that appreciated.

About the discussion on storage, I currently do not use any form of database, but store bars on disk using parquet, possibly out of laziness.? I have thought about moving to some database for a while, and it would probably be some SQL based variant.? I am also not yet looking at dask level, not even close, everything done on a fast PC running Windows.

On a side topic, I much prefer the groups.io format compared to either discord or the github discussion.? Thank you for starting this.

Background on my IB API usage
- started with R and the IBrokers package, this was pre pandas days, so I was using R for data processing and python for everything else.? R is nice for table data but a pain for scripting (file and string manipulation)
- moved to a single language approach after numpy matured.? I started by using IbPy, this was before the introduction of the official python library by IB
- moved to the official python library when it become available, did not really like it, also tried C++ and liked it even less
- discovered ib_insync (tws_async at that time) and never looked back, this is paired with pandas for all data processing currently
- recently discovered polars, and somehow I prefer the polars approach to pandas, faster and somehow a more consistent syntax.? Not ready to switch yet as the library is not as rich as pandas yet.

Background on myself
- engineer working in the semiconductor industry
- strong interest in trading, including automated trading
- not very active right now, but looking into volatility based trading
- living in California but originally from Belgium


Re: Welcome to [email protected]

 

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I'm confused, how do you run a cluster on one machine?

Mel





-------- Original message --------
From: "Gonzalo Saenz via groups.io" <yo@...>
Date: 2024-05-10 1:12 a.m. (GMT-08:00)
Subject: Re: [ib-async] Welcome to [email protected]

I keep it simple, it’s siting on the PC I have with kodi to watch films.

On 7 May 2024, at 19:35, Mel <climbermel@...> wrote:

OK that sounds fun, but it would be way beyond anything I would be doing. Here I thought having a server rack in my office was extreme... I have tried clusters yet.

Mel



Re: Welcome to [email protected]

 

On Fri, May 10, 2024 at 04:20 PM, mdelvaux2 wrote:
Background on myself
- engineer working in the semiconductor industry
- strong interest in trading, including automated trading
- not very active right now, but looking into volatility based trading
- living in California but originally from Belgium
This could be me. Except for the 'living in California' part .... :-D?


[TWS API] Split data

 

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-------- Forwarded Message --------
Subject: Re: [TWS API] Split data
Date: Sun, 12 May 2024 06:00:16 -0700
From: rwk via groups.io <rwk0434@...>
Reply-To: [email protected]
To: [email protected]


For current (i.e. upcoming) splits, I use briefing[dot]com, split calendar. For historical data, I simply search on the symbol or company name looking for news around the time of a pricing anomaly.

Important functions of a stock data service include keeping a symbol universe current and adjusting for splits and share dividends. We need that to have any hope of gleaning useful data for testing ideas.


Re: Forum planning #forum_planning

 

Hi Mel, thanks for the info. Yeah this site has a Web 1.0 feel to it lol!

I am fine with your suggestions. It makes sense to split between groups.io for everyone and discord for a smaller group.?

Feel free to delegate stuff as needed, glad to help out with this!

Cheers.


Re: [TWS API] Split data

 

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I found the latest split available through the API, but just the latest

On “ReportSnapshoot”

xml = ib.reqFundamentalData(contract,reportType='ReportSnapshot')


<Issues>
<Issue ID="1" Type="C" Desc="Common Stock" Order="1">
<IssueID Type="Name">Ordinary Shares</IssueID>
<IssueID Type="Ticker">AAPL</IssueID>
<IssueID Type="RIC">AAPL.O</IssueID>
<IssueID Type="DisplayRIC">AAPL.OQ</IssueID>
<IssueID Type="InstrumentPI">331724</IssueID>
<IssueID Type="QuotePI">7645713</IssueID>
<IssueID Type="InstrumentPermID">8590932301</IssueID>
<IssueID Type="QuotePermID">55835312773</IssueID>
<Exchange Code="NASD" Country="USA">NASDAQ</Exchange>
<GlobalListingType>OSR</GlobalListingType>
<MostRecentSplit Date="2020-08-31">4.0</MostRecentSplit>


On 12 May 2024, at 17:57, Mel <climbermel@...> wrote:




-------- Forwarded Message --------
Subject: Re: [TWS API] Split data
Date: Sun, 12 May 2024 06:00:16 -0700
From: rwk via groups.io <rwk0434@...>
Reply-To: [email protected]
To: [email protected]


For current (i.e. upcoming) splits, I use briefing[dot]com, split calendar. For historical data, I simply search on the symbol or company name looking for news around the time of a pricing anomaly.

Important functions of a stock data service include keeping a symbol universe current and adjusting for splits and share dividends. We need that to have any hope of gleaning useful data for testing ideas.


Handling Bot Restarts with OrderRef Issues?

 

Hi, I'm not sure if this question falls within the scope of our discussion since it pertains to a broader topic. Here it is: I run with ib-async several strategies per client. To handle the restart of my bot at the correct level after a system or network shutdown, I implemented a local database to store orders and their metadata. This was due to the limitation I encountered with the OrderRef field, where my client and strategy identifiers are stored, being empty on execFilter. Is maintaining this database the best approach, or is there a more straightforward solution to handle this issue?
Txs
Yed


Re: Handling Bot Restarts with OrderRef Issues?

 

This is too broad a question for this group. Esp. if your system works across trading sessions, and needs to keep track of various things, some sort of a storage is required.


Merci

 

Thanks for letting me join this group

What are the plan?concerning the archive regarding the previous post on ib_insync, this was a gold mine of learning and it seems a missed opportunity for everyone not to migrate it to the new group?

Have a great day
Olivier Van Parys


Client ID 7 creates an order, master client ID try to update or cancel the order

 

I can reproduce this, I wonder if it is a known bug?

According to IB, Only Master Client ID can update or cancel order clients’ orders

Scenario:
Master Client ID = 1 defined in TWS configuration.?
?
Client ID 7 creates the orderId = 2225.
Client ID 1 (master) try to update the order 2225. It encounters this error:

2024-05-22 18:49:15 - ibinsync.wrapper - ERROR - Error 135, reqId 2235: Can't find order with id = **_2234**

Where the orderId 2234 came from??? I verified the order id being sent is 2225
Could it be due to ib_insync gets confused processing cross clientId update (or cancel) operations?

?

Thank you,


Newbee question here

IFRPilot541
 

I am somewhat new to the programming side of things and have been fighting to get a handle on TWS API.? I found ib_insync just before it was archived and thought I was in luck ... MY luck!
As a total noob to gethub and such things I ask does the Ib_Async have the same code as the insync version?? Does any of the documentation etc on the ibsync resource transfer over?


Re: Newbee question here

 

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At this point they are virtually identical.? I haven't converted anything over from ib_insyc as of yet and all my code still works.
If you are new, I would suggest using ib_async for future compatibility, but other than the initial install, all the commands and documentation should be the same.





-------- Original message --------
From: "IFRPilot541 via groups.io" <ifrpilot541@...>
Date: 2024-05-27 2:56 p.m. (GMT-08:00)
Subject: [ib-async] Newbee question here

I am somewhat new to the programming side of things and have been fighting to get a handle on TWS API.? I found ib_insync just before it was archived and thought I was in luck ... MY luck!
As a total noob to gethub and such things I ask does the Ib_Async have the same code as the insync version?? Does any of the documentation etc on the ibsync resource transfer over?


Re: Handling Bot Restarts with OrderRef Issues?

 

Txs Rajesh.??I will continue to store the exec details??locally to perform synchronization during a recovery. Y.?




On Sunday, May 26, 2024, 6:11 PM, rajeshh via groups.io <rajeshh_98@...> wrote:

This is too broad a question for this group. Esp. if your system works across trading sessions, and needs to keep track of various things, some sort of a storage is required.


1 minute Overnight bars, ESM4 and NQM4 . Does Ib send the bars at the top of the minute

 


Re: 1 minute Overnight bars, ESM4 and NQM4 . Does Ib send the bars at the top of the minute

 

I think I have the answer from BP...Check the 5 second real time bars, and they use the last in OHLC.
So I guess the 1 minute that is made up from them in IB will be the same.


Sponsorship of group

 

I have received one sponsor and we are at 50 members and growing daily. Are people still interested in sponsoring the group? If I get some sponsors (they don't need to be much to cover costs) I will switch to the paid model. That will allow us to go past the 100 member cap as well as it allows us to have sub threads and also to have a file repository among other things.

Thanks, Mel


Re: Sponsorship of group

 

Hi Mel,
What are you calling a ‘sponsor’? How much are you looking for? I think that this group is a ‘must have’ if we all want to keep async alive and useful.?
Yves




On Wednesday, May 29, 2024, 9:08 PM, Mel <climbermel@...> wrote:

I have received one sponsor and we are at 50 members and growing daily. Are people still interested in sponsoring the group? If I get some sponsors (they don't need to be much to cover costs) I will switch to the paid model. That will allow us to go past the 100 member cap as well as it allows us to have sub threads and also to have a file repository among other things.

Thanks, Mel