¿ªÔÆÌåÓý

ctrl + shift + ? for shortcuts
© 2025 Groups.io
Date
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@...> · #601 ·
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
By CarlErikson <carlerikson@...> · #600 ·
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
By Kent Rollins · #599 ·
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
By grozzie2 · #598 ·
Re: twsapi: Event driven garbage
grozzie How much time elapsed during this series of events? Kent
By Kent Rollins · #597 ·
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,
By grozzie2 · #596 ·
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
By marinindextrader <marinindextrader@...> · #595 ·
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
By marinindextrader <marinindextrader@...> · #594 ·
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
By Robert Carey <rcarey1@...> · #593 ·
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
By grozzie2 · #592 ·
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
By icm63 <icm63@...> · #591 ·
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
By Kent Rollins · #590 ·
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
By grozzie2 · #589 ·
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
By Mike Ianni · #588 ·
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
By grozzie2 · #587 ·
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
By bee_jay_61 <no_reply@...> · #586 ·
Re: twsapi: Re: To grozzie2:
By Nick <nickrbox@...> · #585 ·
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,
By grozzie2 · #584 ·
Re: twsapi: Authomated Trading for TWS
ONE OF THEM I KNOW IS TRADESTATION............DON'T SHOUTTTTTT.. :)
By Shukrainternationals <shukrainternationals@...> · #583 ·
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
By Nick <nickrbox@...> · #581 ·