yep, I am pretty sure that all that requestData() does
is read data that has arrived from TWS, and call the
appropriate EWrapper member function for tickPrice
etc.

If it was async, there would be no need to call
requestData() every second, or ever.


--- usernew <no_reply@...> wrote:

So you are saying tickPrice, tickSize etc. are
guaranteed to happen
by the time requestData() returns ? I thought
tickPrice etc. were
completely asynchronous.

--- In twsapi@y..., Todd Turner <todd_a_turner@y...>
wrote:

I believe that the callbacks only occur during a

call

to requestData().

In my initial testing I used Sleep with no

problem. I

now have Windows sending a WM_TIMER message to my

apps

message queue every 250 msecs now.
--- usernew <no_reply@y...> wrote:

Yeah, I tried that and got exceptions. The

problem

might be that when
you sleep the whole thread is put to sleep, so

the

event tickprice
etc. callbacks can't happen. So, a regular sleep
might not work well
in this case.

--- In twsapi@y..., Todd Turner

<todd_a_turner@y...>

wrote:

I am not familiar with Java, but you need some

sort of

system call Sleep(int timeout_msecs), so that

the

process blocks until the timeout occurs. This
functionality is provided by the OS.


--- usernew <no_reply@y...> wrote:

My program currently is structured as

follows:

class TWS implements EWrapper {
public void requestdata(...)
public void tickPrice(...)
public void tickSize(...)
...
public void wait_trans() {
for(i=0; i < xxxxx; i++);
}
}

public class Main {
tws.connect();
for(i=0; i<n; i++)
tws.requestdata(...)
tws.wait_trans();
tws.disconnect();
}

Is there a better way to structure this

program

?

My concern is wait_trans(). It is

continuously

eating up cycles. My
program does not need to do anything while

it is

waiting for the
arrays to be populated, but I would still

like

to

wait without
consuming cycles.

Thanks in advance

__________________________________________________

Do You Yahoo!?
Yahoo! - Official partner of 2002 FIFA World

Cup

__________________________________________________
Do You Yahoo!?
Yahoo! - Official partner of 2002 FIFA World Cup

__________________________________________________
Do You Yahoo!?
Yahoo! - Official partner of 2002 FIFA World Cup

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So you are saying tickPrice, tickSize etc. are guaranteed to happen
by the time requestData() returns ? I thought tickPrice etc. were
completely asynchronous.

btw,

Have you been able to call connect, and then call
disconnect and then call connect again? The second
call to connect always seems to cause an exception
inside the API, for me anyway.


--- Todd Turner <todd_a_turner@...> wrote:

I believe that the callbacks only occur during a
call
to requestData().

In my initial testing I used Sleep with no problem.
I
now have Windows sending a WM_TIMER message to my
apps
message queue every 250 msecs now.
--- usernew <no_reply@...> wrote:

Yeah, I tried that and got exceptions. The problem
might be that when
you sleep the whole thread is put to sleep, so the
event tickprice
etc. callbacks can't happen. So, a regular sleep
might not work well
in this case.

--- In twsapi@y..., Todd Turner

<todd_a_turner@y...>

wrote:

I am not familiar with Java, but you need some

sort of

system call Sleep(int timeout_msecs), so that

the

process blocks until the timeout occurs. This
functionality is provided by the OS.


--- usernew <no_reply@y...> wrote:

My program currently is structured as follows:

class TWS implements EWrapper {
public void requestdata(...)
public void tickPrice(...)
public void tickSize(...)
...
public void wait_trans() {
for(i=0; i < xxxxx; i++);
}
}

public class Main {
tws.connect();
for(i=0; i<n; i++)
tws.requestdata(...)
tws.wait_trans();
tws.disconnect();
}

Is there a better way to structure this

program

?

My concern is wait_trans(). It is continuously
eating up cycles. My
program does not need to do anything while it

is

waiting for the
arrays to be populated, but I would still like

to

wait without
consuming cycles.

Thanks in advance

__________________________________________________

Do You Yahoo!?
Yahoo! - Official partner of 2002 FIFA World Cup

__________________________________________________
Do You Yahoo!?
Yahoo! - Official partner of 2002 FIFA World Cup

__________________________________________________
Do You Yahoo!?
Yahoo! - Official partner of 2002 FIFA World Cup

I believe that the callbacks only occur during a call
to requestData().

In my initial testing I used Sleep with no problem. I
now have Windows sending a WM_TIMER message to my apps
message queue every 250 msecs now.
--- usernew <no_reply@...> wrote:

Yeah, I tried that and got exceptions. The problem
might be that when
you sleep the whole thread is put to sleep, so the
event tickprice
etc. callbacks can't happen. So, a regular sleep
might not work well
in this case.

--- In twsapi@y..., Todd Turner <todd_a_turner@y...>
wrote:

I am not familiar with Java, but you need some

sort of

system call Sleep(int timeout_msecs), so that the
process blocks until the timeout occurs. This
functionality is provided by the OS.


--- usernew <no_reply@y...> wrote:

My program currently is structured as follows:

class TWS implements EWrapper {
public void requestdata(...)
public void tickPrice(...)
public void tickSize(...)
...
public void wait_trans() {
for(i=0; i < xxxxx; i++);
}
}

public class Main {
tws.connect();
for(i=0; i<n; i++)
tws.requestdata(...)
tws.wait_trans();
tws.disconnect();
}

Is there a better way to structure this program

?

My concern is wait_trans(). It is continuously
eating up cycles. My
program does not need to do anything while it is
waiting for the
arrays to be populated, but I would still like

to

wait without
consuming cycles.

Thanks in advance

__________________________________________________
Do You Yahoo!?
Yahoo! - Official partner of 2002 FIFA World Cup

__________________________________________________
Do You Yahoo!?
Yahoo! - Official partner of 2002 FIFA World Cup

Yeah, I tried that and got exceptions. The problem might be that when
you sleep the whole thread is put to sleep, so the event tickprice
etc. callbacks can't happen. So, a regular sleep might not work well
in this case.

Mick,

I havn't gotten to that point in my work, but perhaps ultimately OCA
is not server sided? In other words the TWS manages internally a
marker...that ostensibly is sent back and forth, but all of the OCA
work is done on the client side?

For me the point will be moot in a sense, because I intend to expand
greatly on the OCA concept.

Perhaps you might consider programming your own OCA procedures. That
way in the future, you too can also expand on them. Its simple enough
to add a flag to the dynamic array structure that tracks orders.

Just a thought...

Scott

--- In twsapi@y..., mickjenks <no_reply@y...> wrote:

Thanks Elliot,

However, I have read the TWS docs and understand the purpose of

OCA.

That was never the question. The placeOrder() method doesn't

include

in its declaration a variable for sending an OCA identifier, nor

does

it allow for TIF or Transmit to be sent with the individual orders.
Could someone explain how to implement these properties on an order
to order basis? Thanks

--- In twsapi@y..., mickjenks <no_reply@y...> wrote:

Thanks Elliot,

However, I have read the TWS docs and understand the purpose of

OCA.

That was never the question. The placeOrder() method doesn't

include

in its declaration a variable for sending an OCA identifier, nor

does

it allow for TIF or Transmit to be sent with the individual orders.
Could someone explain how to implement these properties on an order
to order basis? Thanks

Once Again. Use the ActiveX properties to set OCA, TIF and Transmit.
The ActiveX is written in C++ and uses then WinSocket API. Look at
the C++ API for more information.

Thanks Elliot,

However, I have read the TWS docs and understand the purpose of OCA.
That was never the question. The placeOrder() method doesn't include
in its declaration a variable for sending an OCA identifier, nor does
it allow for TIF or Transmit to be sent with the individual orders.
Could someone explain how to implement these properties on an order
to order basis? Thanks

I am not familiar with Java, but you need some sort of
system call Sleep(int timeout_msecs), so that the
process blocks until the timeout occurs. This
functionality is provided by the OS.


--- usernew <no_reply@...> wrote:

My program currently is structured as follows:

class TWS implements EWrapper {
public void requestdata(...)
public void tickPrice(...)
public void tickSize(...)
...
public void wait_trans() {
for(i=0; i < xxxxx; i++);
}
}

public class Main {
tws.connect();
for(i=0; i<n; i++)
tws.requestdata(...)
tws.wait_trans();
tws.disconnect();
}

Is there a better way to structure this program ?

My concern is wait_trans(). It is continuously
eating up cycles. My
program does not need to do anything while it is
waiting for the
arrays to be populated, but I would still like to
wait without
consuming cycles.

Thanks in advance

__________________________________________________
Do You Yahoo!?
Yahoo! - Official partner of 2002 FIFA World Cup

My program currently is structured as follows:

class TWS implements EWrapper {
public void requestdata(...)
public void tickPrice(...)
public void tickSize(...)
...
public void wait_trans() {
for(i=0; i < xxxxx; i++);
}
}

public class Main {
tws.connect();
for(i=0; i<n; i++)
tws.requestdata(...)
tws.wait_trans();
tws.disconnect();
}

Is there a better way to structure this program ?

My concern is wait_trans(). It is continuously eating up cycles. My
program does not need to do anything while it is waiting for the
arrays to be populated, but I would still like to wait without
consuming cycles.

Thanks in advance

On 2002-06-18 9:13, "BrianL_98" <brianl_98@...> wrote:

The IB documentation for OCA orders via the TWS API is pretty thin.
The only thing I can find is that the string OCA property "identifies
an OCA group."

Does anyone know how to go about actually placing OCA orders using
this property? Am I supposed to submit two orders, and then change
the OCA property to include the order id of each of the orders?

As with many features, OCA functionality is parallel in the API and the GUI,
so reading the TWS docs on this would be a good idea.

The OCA string is an identifier assigned by you to group orders together. If
an order with an OCA string set is executed or cancelled, all other orders
with the same string will be cancelled.
-- Elliot

Hi there,

I have written a program that meets some of your
requirements.



todd


--- ibwin2k <ibwin2k@...> wrote:

Hi guys,

I am a new IB user, a futures daytrader and have no
idea on
programming. After looking the simple user guide
from IB website, I
can do nothing with those sample spreadsheets. I
post here to see if
any expert here could help me to set up a
conditional order and to re-
organize TWS presentation. A reasonable amount of
consultancy fee
will be given. (Price could be referred to similar
projects on those
online auction website,like RentACoder). Here are
the requirements:

Futures only, less than 10 symbols from different
Exchanges, any type
of APIs is Ok (reliabity & speedy are the most
important)

Within a SINGLE PAGE, in addition to general
features as TWS, like
Order Status, Account Info, Execution Info, contract
Description &
Market Data, the most important is,
allowing a Conditional order with 2 order types: a
Buy/Sell market
order, Stop Order with aux. price which is based on
avg. Buy/Sell
prices, default order sizes are allowed for
different symbols.

My idea is, Single page to see all info I want, and
single
click/hotkey to complete in/out, (of course, if
cancel/modify, extra
key is needed)

Anyone interested, please reply here or email to me
at
ibwin2k@.... Thanks in advance.

Regards,
Char.

__________________________________________________
Do You Yahoo!?
Yahoo! - Official partner of 2002 FIFA World Cup

The IB documentation for OCA orders via the TWS API is pretty thin.
The only thing I can find is that the string OCA property "identifies
an OCA group."

Does anyone know how to go about actually placing OCA orders using
this property? Am I supposed to submit two orders, and then change
the OCA property to include the order id of each of the orders?

thanks,
Brian


--- In twsapi@y..., bee_jay_61 <no_reply@y...> wrote:

--- In twsapi@y..., mickjenks <no_reply@y...> wrote:

Anyone know if the updateExtended() method is still part of the
ActiveX/VB? If not, how does one implement the extended order
properties such as tif, oca, and transmit? I am new to

programming

and just trying to work my way through this stuff. Any help is
appreciated.

I guess updateExtended() method doesn?t exist anymore. BTW: never
heard about it.

You can set TIF, OCA, Transmit etc. directy. These are the ActiveX
properties.

I am not a VB programmer, I love Delphi

Hi guys,

I am a new IB user, a futures daytrader and have no idea on
programming. After looking the simple user guide from IB website, I
can do nothing with those sample spreadsheets. I post here to see if
any expert here could help me to set up a conditional order and to re-
organize TWS presentation. A reasonable amount of consultancy fee
will be given. (Price could be referred to similar projects on those
online auction website,like RentACoder). Here are the requirements:

Futures only, less than 10 symbols from different Exchanges, any type
of APIs is Ok (reliabity & speedy are the most important)

Within a SINGLE PAGE, in addition to general features as TWS, like
Order Status, Account Info, Execution Info, contract Description &
Market Data, the most important is,
allowing a Conditional order with 2 order types: a Buy/Sell market
order, Stop Order with aux. price which is based on avg. Buy/Sell
prices, default order sizes are allowed for different symbols.

My idea is, Single page to see all info I want, and single
click/hotkey to complete in/out, (of course, if cancel/modify, extra
key is needed)

Anyone interested, please reply here or email to me at
ibwin2k@.... Thanks in advance.

Regards,
Char.

--- In twsapi@y..., mickjenks <no_reply@y...> wrote:

Anyone know if the updateExtended() method is still part of the
ActiveX/VB? If not, how does one implement the extended order
properties such as tif, oca, and transmit? I am new to programming
and just trying to work my way through this stuff. Any help is
appreciated.

I guess updateExtended() method doesn?t exist anymore. BTW: never
heard about it.

You can set TIF, OCA, Transmit etc. directy. These are the ActiveX
properties.

I am not a VB programmer, I love Delphi

Re Posted the Get Open High Low Close BAS Module as a project. There
was an minor error in the code.

Sorry for the double posting. Next time I will take more time to beat
on it before I post it.

Download from the files section here if interested:



Scott

Regarding the question in my previous post regarding the
updateExtended() event. To clarify, how does one specify the extended
properties such as tif, oca, transmit, etc when placing the order? I
don't know how to specify this info with the placeOrder() method so
is there another way that this info is specified. I can successfully
submit orders from a VB program to TWS, but can yet have the above
mentioned extended properties attached to order. Thanks for any help.


Mick

Anyone know if the updateExtended() method is still part of the
ActiveX/VB? If not, how does one implement the extended order
properties such as tif, oca, and transmit? I am new to programming
and just trying to work my way through this stuff. Any help is
appreciated.

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