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Re: reqHistoricalTicks() & batching vs. reqTickByTick() vs. reqHistoricalData(), Backtesting vs. Realtime execution
Good question. See for yourself when calling reqTickByTick(), try converting the time from an epoch to a timestamp with the format -> 'hh:mm:ss.ms'. Then call reqHistoricalTicks() and see a comparison
By Brendan Lydon · #53842 ·
Re: reqHistoricalTicks() & batching vs. reqTickByTick() vs. reqHistoricalData(), Backtesting vs. Realtime execution
Very insightful discussion, when rounding to the 1 second, does it means that any tick with a "real" timestamp with be rounded to the second based on of +/-500ms or is it more of a
By Sdoof · #53841 ·
Re: C++ preventing EReader reading when socket is closed
On restarting the TWS Application manually from TWS Application drop down menu while TWS API process is up & running TWS Api replies with Connection Closed callback via Updated source code void
By tarun.joshi@... · #53840 ·
Re: C++ preventing EReader reading when socket is closed
It is hard to follow what you are doing from the above code, however, you should not be calling "stop()" yourself. This is a function that is supposed to be internal to the API. I see you are
By David Armour · #53839 ·
Re: Improvements to Intraday Momentum Strategies Using Parameter Optimization and Different Exit Strategies
Dear Akos, thanks for sharing, a pity you couldn't replicate the returns of the Zarattini paper. Regarding your paper, looks promising but I would need to test it first out-of-sample. Kr, Trados
By Trados · #53838 ·
Re: C++ preventing EReader reading when socket is closed
Hello David Armour, I have been encountering a similar issue regarding the TWS application. My goal is to simulate scenarios where the TWS application experiences a freeze or requires a restart due
By tarun.joshi@... · #53837 ·
Re: C++ preventing EReader reading when socket is closed
Just tested API version 10.33.02. It works as expected. Thanks!
By zhou437@... · #53836 ·
Re: C++ preventing EReader reading when socket is closed
You are running an old version. There was a bug in the Windows version which was corrected on 5 Sep 2024 and release in the "latest" version. Version 10.30.1t was released back in July 2024. If you
By David Armour · #53835 ·
Re: C++ preventing EReader reading when socket is closed
My IB Gateway version is latest stable 10.30.1t, API version is latest stable 10.30.01 running on Windows. I replicated this on the sample TestCppClientStatic (debug, both win32 and x64). 1) start IB
By zhou437@... · #53834 ·
Re: Strange Behavior After TWS Update on Old API
It must be a bug because this behavior occurs only on the paper account, not on the live account. (<TwsApiOnGroupsIo@...>) escribi¨®:
By joanmarcel119 · #53833 ·
Re: C++ preventing EReader reading when socket is closed
I cannot replicate your problem. When I shutdown TWS manually, the EReader stops properly and calls EWrapperImpl::connectionClosed() which is what is supposed to happen. A 509 error is not what is
By David Armour · #53832 ·
Re: C++ preventing EReader reading when socket is closed
Not sure if this is the right topic but I got a problem with these newly added code in EClientSocket ::eDisconnect. void EClientSocket ::eDisconnect( bool resetState ) { *// Stop EReader thread to
By zhou437@... · #53831 ·
Re: Strange Behavior After TWS Update on Old API
Thank you for the update. You may have seen the Post " One more issue/thing about reqexecutions ( /g/twsapi/topic/one_more_issue_thing_about/110774638 ) " from Thursday, where
By J¨¹rgen Reinold · #53830 ·
Re: Strange Behavior After TWS Update on Old API
Sorry, just seeing this.? Yes, TWS had the trades in its trade history.? Once I updated TWS to 10.33 those very same trades became accessible to my by API using same code again.
By Adam S. · #53829 ·
One more issue/thing about reqexecutions
Hi there, I've checked some of the older posts about reqExecutions and some of them are about the same, not getting the executions even the trade history has been set to x days before. I can explain
By joanmarcel119 · #53828 ·
Improvements to Intraday Momentum Strategies Using Parameter Optimization and Different Exit Strategies
I published a paper on Improvements to Intraday Momentum Strategies Using Parameter Optimization and Different Exit Strategies, for which I used the TWS API for live validation:
By ?kos Mar¨®y · #53827 ·
Re: Strange Behavior After TWS Update on Old API
My api is an extremely basic c++ implementation that hasn't been updated in 18 years.? I never had a problem with it until 10.30.? I'm hoping 10.33.1 solves my issues also.
By Frank Bell · #53826 ·
Re: Strange Behavior After TWS Update on Old API
TWS and IBGW 10.30 stable are perfectly fine to use. I run them with clients at API level 173 (that is something like 10.17.01) without any issues. When you run IBKR provided TWS API implementations
By J¨¹rgen Reinold · #53825 ·
Re: Strange Behavior After TWS Update on Old API
So it seems 10.30 is not really a "stable" version. For those (including me) who are still on 10.19, should be directly update to 10.33 ?
By Lewis_Tang · #53824 ·
Re: C++ IBKR API implementation and biddll.lib Intel Math Library
@J¨¹rgen Reinold Yes, following the instructions of "Intel_lib_build.txt" was one of the first things that I did. They say: In IntelRDFPMathLib20U2/LIBRARY directory execute the following
By Tradiator · #53823 ·