Re: twsapi: Event driven garbage
Kind of depressing Grozzie....Programming is not difficult at all,
just complex. And it is this sort of nonesense that makes it even
more complex...
What a bummer...
They should just turn over all
By
marinindextrader <marinindextrader@...>
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#601
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Re: Event driven garbage
Can you do the following:
1. Request open positions at startup
2. Just track the status of orders while ignoring position messages
3. Using the status of the orders, update your own internal list of
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CarlErikson <carlerikson@...>
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#600
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Re: twsapi: Event driven garbage
My first thought as I was reading your original post was to introduce a
small delay in processing responses. I agree completely that the message
order problem you have found is serious and needs
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Kent Rollins
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#599
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Re: twsapi: Event driven garbage
Total elapsed time of that sequence was just inder 1.5
seconds. I dont use the 'poll the socket on a timer'
methodology that the sample code uses, I have a dedicated
thread reading the socket from
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grozzie2
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#598
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Re: twsapi: Event driven garbage
grozzie
How much time elapsed during this series of events?
Kent
By
Kent Rollins
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#597
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Re: twsapi: Event driven garbage
there are 2 reports (at least 50% of trades) sometimes even 3 (10% of
trades). They contain the same info.
I see this all the time in the demo. Lots of things reported twice,
and once in a while,
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grozzie2
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#596
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Re: TWS API market data to Create a 1 minutes stock chart ?
Waste of time...IMHO..Its not realtime event driven...and there is no
server sided database to call and construct historical bars..
So your stuck with snagging your own data (which is
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marinindextrader <marinindextrader@...>
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#595
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Re: Event driven garbage
Grozzie....your right...maybe the lawyers told them to do it this
way...never can prove one way or the other wether an event fired...
Functionless functions would be a liability...Sub's that trigger
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marinindextrader <marinindextrader@...>
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#594
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Re: twsapi: Event driven garbage
Same problem here.
My world consists of a local area network of 8 computers. I trade US equities. One computer has a direct internet connection and runs TWS and its API and my VB6 application that
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Robert Carey <rcarey1@...>
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#593
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Event driven garbage
TWS is an event driven beast. No functions actually have any kind of
return to validate they actually did something, everything waits for
callbacks, to say events occurred.
Event driven models are
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grozzie2
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#592
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TWS API market data to Create a 1 minutes stock chart ?
Any one seen vb code to get market data from API to create a barchart
in 1 minute time frame.
Are there any examples of getting tick data to a excel sheet to even
form a line chart ?
Any info will
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icm63 <icm63@...>
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#591
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Globex problem last week
There was a problem on Globex last week on Wednesday or Thursday that lasted
for several hours. The message I got said something to the affect of
"Globex is experiencing difficulties. All orders for
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Kent Rollins
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#590
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twsapi: Re: To grozzie2:
things
Yah, we settled on the final solution, one program deals totally with
tws, other programs talk to it. An extra layer, but, isolates issues
cleanly.
is
effort on
Well, it was befuddling
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grozzie2
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#589
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Newbie question
I'm using the sample TwsDde.xls sheet that IB supplies. This sheet is really all one needs to automate their trading. However, I would like to be able to set up a program that will automatically
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Mike Ianni
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#588
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twsapi: Re: To grozzie2:
a game
There's more to it than that. Different setups have different goals
for the automation of trades. I think the majority of folks here are
individuals, that have the dream of a 'system' that
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grozzie2
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#587
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twsapi: Re: To grozzie2:
I know it is only Int32. Don?t worry about that. And I did not mean
to use the Result of QueryPerformanceCounter directly.
At the moment I am using GetTickCount and this works without
problems. If I
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bee_jay_61 <no_reply@...>
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#586
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Re: twsapi: Re: To grozzie2:
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Nick <nickrbox@...>
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#585
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twsapi: Re: To grozzie2:
Have one
request id's
reliable way
That was the first approach we took. It doesn't work, here's why.
Assume you have 10 orders outstanding, each with an id. Disconnect
from tws, and reconnect,
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grozzie2
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#584
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Re: twsapi: Authomated Trading for TWS
ONE OF THEM I KNOW IS TRADESTATION............DON'T SHOUTTTTTT.. :)
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Shukrainternationals <shukrainternationals@...>
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#583
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Re: twsapi: Re: To grozzie2:
Because the order id is only 32 bits.
Besides, if I understand it correctly he has multiple machines placing
orders so there could be duplicates even when using a clock. Don't tell me
about the
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Nick <nickrbox@...>
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#581
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