TWS_orderStatus
My VB6/Win98 2ed application auto trades US equities with IB's ActiveX api. I observed that the position size in my system was frequently double what was intended.
I traced that bug in my application
By
Robert Carey <rcarey1@...>
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#351
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Re: twsapi: Java 1.4 slower?
I also reverted to 1.3.1 and I remember having a message box from TWS
needing 1.4 for something but I can't remember what...
Michel.
-----Mensaje original-----
De: Carl Erikson
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Michel <migurull@...>
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#350
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Re: twsapi: Java 1.4 slower?
Yes, I have noticed this. It seems like Java 1.4 is
maybe a little more efficient in terms of memory.
However, I'm guessing that Sun did something to make
the Swing implementation "better" which in
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Carl Erikson <carlerikson@...>
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#349
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Re: Invalid symbols
Maybe the second method works too. I never used 40 or more symbols in
ReqMktData so I don?t know what kind of error message will appear if
the TWS checks for 40 symbols.
But maybe the TWS checks
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bee_jay_61 <no_reply@...>
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#348
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What exactly does traderguard do?
Is it just a program that creates a trailing stop?
Ok
market tick by tick and in real time.
Your gonna have to explian this one.
Automate, so how does it do this? Does it trade for me?
Whats this
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thepermuk <jonny@...>
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#347
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Java 1.4 slower?
I've updated to Java 1.4 from 1.3 and the trader workstation seems very much
slower (painting form, for example and returning to my application) than
previous version.
Somebody else noticed
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Michel <migurull@...>
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#346
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Re: Invalid symbols
thanks BeeJay.
it seems that your first method will work and i may change to your
algorithm later.
the second one will work at the beginning. but i think there is a
limit of 40 symbols in
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szeyu73 <no_reply@...>
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#345
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Re: twsapi: Re: Ways of filtering bad quotes from TWS
Hey Mark,
I don't know what is causing your problem. However, I
just wanted to mention that in my programs,
m_pClient->checkMessages()
is called everytime there is an event and is not
associated
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Carl Erikson <carlerikson@...>
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#344
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Re: twsapi: parameter list for orderstatus?
This does sound a bit like a bug and should probably be reported to IB.
Richard
} Yes, not very good names for variables, but till now seems to not cause much
} problems.
}
} Michel.
}
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Richard Foulk <richard@...>
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#343
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Re: Invalid symbols
I don?t have this problem but maybe you can do this:
When you place an order with an order id 12345 and an invalid symbol
(ex. "XYZ") than you get no error message and NO ORDERSTATUS. So if
you
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bee_jay_61 <no_reply@...>
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#342
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Invalid symbols
hello.
i found some problem in placing invalid symbols. for example, if i
place an order to BUY 100 shares of XYZ, which is not valid.
the TWS API won't tell my program thru the API (such as
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szeyu73 <no_reply@...>
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#341
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Invalid symbols
hello.
i found some problem in placing invalid symbols. for example, if i
place an order to BUY 100 shares of XYZ, which is not valid.
the TWS API won't tell my program thru the API (such as
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szeyu73 <no_reply@...>
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#340
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Re: TICK DATA
This is a new subject. I do not know whether this fits into this message board.
I collect data for a futures symbol FEU50STO. It is a future on 50 EU Stocks index. It is traded in FSE (Frankfurt)
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Shukrainternationals <shukrainternationals@...>
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#339
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Re: twsapi: Re: Ways of filtering bad quotes from TWS
I see you are using C++ API, and I'm using ActiveX VB but for the purpose of
this discussion this is not a problem.
First of all we need to understand how IB sends price and size changes:
- if price
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Michel <migurull@...>
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#338
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Re: Ways of filtering bad quotes from TWS
TriPak44...
Can you contact me via email outside of the discussion board?
Thanks
Scott
quotes
bad
back
a
possible
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marinindextrader <marinindextrader@...>
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#337
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Re: Ways of filtering bad quotes from TWS
Yes, this is exactly what I'm trying to accomplish. Thanks for the
confirmation. What I'm using today is 5% range and if I see 5 prices
in a row in that new range then I assume that they are
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mbluhm2001 <mbluhm2001@...>
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#336
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twsapi: Re: Ways of filtering bad quotes from TWS
I guess the first question is why do you turn off your timer. I would
think that the only issue you could have is if your processing of the
ticks would last more than 200ms and that's alot of CPU
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mbluhm2001 <mbluhm2001@...>
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#335
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AW: twsapi: Grabbing past fill prices...
I think that you can only get an execution report once, after that this
executions are "deleted" or invisible, you can`t get them any more.
For this thing, the demo and the live account work
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Marcus Jellinghaus
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#334
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Re: twsapi: parameter list for orderstatus?
Works fine now, thanx for the help! I had price as double instead of
single, which you pointed out.
Private Sub tws1_orderStatus(ByVal id As Long, ByVal Status As
String, ByVal Filled As Long,
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cyberbri_2000 <no_reply@...>
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#333
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Grabbing past fill prices...
I'm trying to get fill prices on orders placed prior to the current
session. When I do a Tws1.reqExecutions as the demo user when I
first start a session, it returns the full execution report
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cyberbri_2000 <no_reply@...>
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#332
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