Re: Intermittent IBGW connection problems 10.19.2a
Thanks for all informations which I carefully collect. Some further questions came up which I found no answer for: 1) Is it harmful to operate the Real account and Paper account simultaneously with
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Greg Angelow
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#51371
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Re: going to have to reconsider my approach to calling reqMktData for multiple symbols how does the forum handle it please?
Surely some But I am curious, how did you diagnose that data were wrong ? (I means in real time not postmortem analysis)
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Gordon Eldest
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#51370
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Re: Intermittent IBGW connection problems 10.19.2a
I maybe wrong,but from what I see and practice: 0- You can't compare status of farm with a 30 seconds delay as in your evaluation. I assume that you probably stop your Real account and start paper but
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Gordon Eldest
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#51369
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Re: Intermittent IBGW connection problems 10.19.2a
Well, a trading algorithm based on realtime tick-by-tick data can have a problem if the time series has gaps or even ceases. While at less liquid market hours the time between two ticks can last a
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Greg Angelow
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#51368
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Re: Intermittent IBGW connection problems 10.19.2a
You saw this but did impact your code ? Otherwise said did you try to make a request anyway ? I suspect a pattern where IB disconnect on lazy use, (a connection is expensive as a resource) Real
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Gordon Eldest
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#51367
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Re: Trades run using python script remotely not running as expected
Good suggestion Listening to errors is vital because sending an order in RO or even a simple reqIds (int numIds) trigger an error message if APi is not in RW
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Gordon Eldest
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#51366
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Re: going to have to reconsider my approach to calling reqMktData for multiple symbols how does the forum handle it please?
It *does* deliver wrong data, plenty of holes in historical market data, positions are sometimes erroneous, also try querying the new SCHEDULE historical data, pure joke, doesn't match the
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John
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#51365
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Re: going to have to reconsider my approach to calling reqMktData for multiple symbols how does the forum handle it please?
It's a lttle bit clumsy API because it show and "it smell" incremental evolution. But it is consistent. The "unsaid" part that you hard learn by trial and error, like in any API, does varies depending
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Gordon Eldest
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#51364
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Re: Trades run using python script remotely not running as expected
The classic gotcha in these situations is the gateway configuration on the host machine, Configuration > API > Settings > Read-Only API Hope this helps.
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John
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#51363
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Re: RealTime tick data feed on roughly 350 symbols
I have a strategy running that trades all US equities listed on NASDAQ and NYSE simultaneously. For that one I use 3 snapshots at different points of the day to take trading decisions. You can
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John
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#51362
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Re: going to have to reconsider my approach to calling reqMktData for multiple symbols how does the forum handle it please?
Useful thread, I will add my 2 cents. While I also monitor errors, I find it somewhat unreliable, many here swear by error code x to take action y, I disagree. I have a separate loop monitoring the
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John
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#51361
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Re: error with reqExecutions
I have the following repro: from ibapi.client import * from ibapi.wrapper import * port = 7500 #port = 9497 class TestApp(EClient, EWrapper): def __init__(self): EClient.__init__(self, self) def
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nkulki
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#51360
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Re: error with reqExecutions
Hi all, What is your experience with commission events? I'm experiencing some issues lately on both exec and commission which I was catching successfully in the master client but not for the past 3
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Nuno Baiao
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#51358
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Re: error with reqExecutions
Thank you for that update and for making the error case more precise, Narendra. So it looks like only the "latest production" version 10.23.2a of TWS/IBGW has a regression that causes the issue and
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J¨¹rgen Reinold
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#51357
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Re: error with reqExecutions
I wanted to add couple of my findings. for 10.19.2a both the methods: execDetails?and execDetailsEnd fire sucessfully. For 10.23.2a neither of the methods fire However if I change the settings for
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nkulki
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#51356
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Re: error with reqExecutions
[Moderator comment] Originally, this was reported as a connection timeout issue with ib_insync in topic " help connecting on 10.23 ( /g/insync/topic/99997016#9153 ) ". All ib_insync
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J¨¹rgen Reinold
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#51355
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error with reqExecutions
I am noticing that on my end after calling?reqExecutions, the call back execDetails is not invoked. As a result my code simply keeps waiting until I get a timeout error. Has someone else seen this
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nkulki
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#51354
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Re: RealTime tick data feed on roughly 350 symbols
The limit of 100 instruments is not an API limitation but a limitation on your account. Why don't you reread the Market Data Lines section in chapter Streaming Market Data (
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J¨¹rgen Reinold
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#51353
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RealTime tick data feed on roughly 350 symbols
I want to build a trading program based on the TWSAPI. And I'd like to monitor around 350 stocks's price change. Seems there's a limit of 100 symbols for my api. Is there any way I could build the
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1300012788@...
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#51352
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Re: Problems with the API in receiving data in real time with reqMarketData ()
Imho, CBOE is not NASDAQ. You need another subscription.
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Gaether
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#51351
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