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Re: Running multiple algorithms in parallel


 

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buddy

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While you are absolutely correct that there is a bug here, there is also a very simple workaround.

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I described this in some detail in the thread where we discussed it back in September 2022: /g/twsapi/topic/93660462

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In particular see my two posts on 16 September.

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The bottom line is that what causes the problem is requesting market data for a particular contract, then disconnecting the API (without cancelling the data) before any other client requests the same market data.

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And the simple workaround is: always cancel market data before disconnecting from the API.

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In fact this is actually overkill: it¡¯s only strictly necessary to cancel the data before disconnecting when this is the first request for that contract and no other client has yet made the same request; but always cancelling before disconnecting is simple to implement, and of course in general there¡¯s no way your client program can know whether any other client has made the same request.

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Richard

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From: [email protected] <[email protected]> On Behalf Of buddy
Sent: Monday, March 27, 2023 8:34 PM
To: [email protected]
Subject: Re: [TWS API] Running multiple algorithms in parallel

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On Mon, Mar 27, 2023 at 05:59 PM, J¨¹rgen Reinold wrote:

The short answer is yes. Up to 32 of them

Theoretically this is true but beware there's a somewhat gross since 10.x that probably hasn't been fixed yet. It could cause problems.

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