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
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Michel <migurull@...>
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#338
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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
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marinindextrader <marinindextrader@...>
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#337
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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
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mbluhm2001 <mbluhm2001@...>
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#336
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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
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mbluhm2001 <mbluhm2001@...>
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#335
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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
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Marcus Jellinghaus
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#334
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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,
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cyberbri_2000 <no_reply@...>
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#333
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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
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cyberbri_2000 <no_reply@...>
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#332
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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
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tripack44 <no_reply@...>
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#331
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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
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Kendall Hawkins
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#330
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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:
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Michel <migurull@...>
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#329
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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,
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marinindextrader <marinindextrader@...>
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#328
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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
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Michel <migurull@...>
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#327
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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
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cyberbri_2000 <no_reply@...>
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#326
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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,
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Michel <migurull@...>
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#325
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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
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Michel <migurull@...>
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#324
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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,
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cyberbri_2000 <no_reply@...>
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#323
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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
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mbluhm2001 <mbluhm2001@...>
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#322
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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
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Michel <migurull@...>
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#321
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twsapi: Re: Help! Cancel order
Hey Bruce, and I thought that the project I put on my pitiful website
was good enough... :)
regards
Jaba
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jaba_z <no_reply@...>
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#320
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Charts from IB data feed
Opps heres the URL
http://members.lycos.co.uk/jcssolutions/markets
jclarke at hotpop.com
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caspertype2001 <no_reply@...>
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#319
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