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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
By Michel <migurull@...> · #338 ·
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
By marinindextrader <marinindextrader@...> · #337 ·
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
By mbluhm2001 <mbluhm2001@...> · #336 ·
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
By mbluhm2001 <mbluhm2001@...> · #335 ·
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
By Marcus Jellinghaus · #334 ·
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,
By cyberbri_2000 <no_reply@...> · #333 ·
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
By cyberbri_2000 <no_reply@...> · #332 ·
Re: Ways of filtering bad quotes from TWS
I filter for zero last price, ask and bid price in both the data source and the data client. I haven't had problems with other quotes being off but I'm only essentially dealing with the Minis and I
By tripack44 <no_reply@...> · #331 ·
Re: twsapi: Re: Help! Cancel order
Jaba, Your program has put me 2 weeks ahead, but being a tinkerer at heart I must always improve things. That explains why I had the need to replace the straight 6 in my 74 260Z with a 289
By Kendall Hawkins · #330 ·
Re: twsapi: parameter list for orderstatus?
Yes, not very good names for variables, but till now seems to not cause much problems. Michel. -----Mensaje original----- De: marinindextrader [mailto:marinindextrader@...] Enviado el:
By Michel <migurull@...> · #329 ·
Re: twsapi: parameter list for orderstatus?
the word Status is a reserved property name for certain objects When I type it into my editor it automatically caps the lead letter.... Try changing the variable declaration to a different name,
By marinindextrader <marinindextrader@...> · #328 ·
Re: twsapi: parameter list for orderstatus?
'price' must be Single, not Double. Here is my declaration line: Private Sub tws_orderStatus(ByVal id As Long, ByVal Status As String, ByVal Filled As Long, _ ByVal Remaining As Long, ByVal price As
By Michel <migurull@...> · #327 ·
Re: twsapi: parameter list for orderstatus?
This gets the same error... Sub tws1_orderStatus(ByVal id As Long, ByVal status As String, ByVal filled As Long, ByVal remaining As Long, ByVal price As Double) It would be helpful to see your
By cyberbri_2000 <no_reply@...> · #326 ·
Re: twsapi: parameter list for orderstatus?
It works for me (I use VB 5) but I pass parameters 'ByVal' in the order status event. Michel. -----Mensaje original----- De: cyberbri_2000 [mailto:no_reply@...] Enviado el: jueves,
By Michel <migurull@...> · #325 ·
Re: twsapi: Re: Ways of filtering bad quotes from TWS
I dont know how you handle your quotes and sizes so I can't help. The way in which I handle them is through the use of a 'one shoot' timer of 200 ms. In my tickPrice event I update a variable
By Michel <migurull@...> · #324 ·
parameter list for orderstatus?
I'm getting an error in VB 6 that says the declaration does not match the event description. From the object browser I got this info and coded the sub like this... Sub tws1_orderStatus(id As Long,
By cyberbri_2000 <no_reply@...> · #323 ·
twsapi: Re: Ways of filtering bad quotes from TWS
Tbanks for the reply. Thanks what I'm doing with the 0 price quotes, throwing them away. I didn't mention that I'm also getting what seems to be quotes that non zero but incorrect. So I'm trying to
By mbluhm2001 <mbluhm2001@...> · #322 ·
Re: twsapi: Re: Ways of filtering bad quotes from TWS
Yes, I sometimes get quotes and/or sizes =0 for a litle moment buy I dont understand your problem: 'if lastPrice = 0 then... exit sub' Michel. -----Mensaje original----- De: mbluhm2001
By Michel <migurull@...> · #321 ·
twsapi: Re: Help! Cancel order
Hey Bruce, and I thought that the project I put on my pitiful website was good enough... :) regards Jaba
By jaba_z <no_reply@...> · #320 ·
Charts from IB data feed
Opps heres the URL http://members.lycos.co.uk/jcssolutions/markets jclarke at hotpop.com
By caspertype2001 <no_reply@...> · #319 ·