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Re: twsapi: The Ultimate GUI Features list and Screen Shot post up.

Richard Foulk
 

}
} Thanks to Scott for posting up the screen shot of his GUI in the
} Photos section. It would be nice if others would do this too. It
} would me nice to see the Art Work / Skins of the different GUI's
} being crafted by the community.
}
} I printed out Trader Guards screen shot and poured over it.
}
} What features in your interface do you find critical that most other
} traders do not include in their Interface or GUI?
}
} Looking forward to your ideas.
}
} Techguy
}

I agree, thanks for posting it. It certainly shows that package has
a long way to go. (My opinion, of course.)

I'm amazed at how many new programmers and new traders overlook the need
for economy of screen space. Most traders never have enough space for
everything they want to display.

If you're using charts then the trade software really needs only a
tiny bit of real estate to do it's job. Minimalism is important here.

Much can be learned from surveying the various tools available.


Richard


Re: twsapi: Q to the community: Ping Time

Richard Foulk
 

} Q: Is there any advantage to monitoring Ping time to the IB Server?
}
} My thought is, If communication time exceeds 5000 ms then suspend the
} trade invocation portion of the ATS until communication time delay is
} more reasonable.
}
} Your thoughts?
}

Some kind of verification of timely quotes is important. That's why
IB's lack of time-stamping is troubling. Perhaps if enough of us request
they add time stamps, they'll look into it.

Until IB adds some means of verification it seems the trader should
either do it manually, or have his software cross-check with another
data source.

Ping times don't tell you a whole lot -- unless the network connection
is really hosed. But automated system testing is generally a good idea.


Richard


Fw: twsapi: TraderGuard is now 4.56MB - check TWSAPI file area.

 

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?
----- Original Message -----
Sent: Wednesday, July 03, 2002 9:18 AM
Subject: twsapi: TraderGuard is now 4.56MB - check TWSAPI file area.

TraderGuard is recompiled as you asked.

You can test it with ANY symbol you want !
I also removed dapt.database from program to lower its size to 4.56MB
Just type any symbol into "symbol" text field and click connect.

You can download it from FILES area.. It is for as long as Scott will
allow it.

If not there please, use this link to get it.


:)) AMJ



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I'll find and post the TradeGuard screen shot in the Bookmarks.

Techguy
 

There was a link to it in one of the posts. I'll find
it and book mark it.

--- rkdhamija <rkdhamija@...> wrote:
I can't find TraderGuard at the files area. Has
anyone got newer
version (smaller in size that allows other symbols
than GE)?
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Re: The Ultimate GUI Features list and Screen Shot post up.

 

I can't find TraderGuard at the files area. Has anyone got newer
version (smaller in size that allows other symbols than GE)? Pls post
the link. Thanks.

Also, the screen shot (Form1) on photos belongs to which app?

Thanks
Ravi
--- In twsapi@y..., "techguy1313" <techguy1313@y...> wrote:
Thanks to Scott for posting up the screen shot of his GUI in the
Photos section. It would be nice if others would do this too. It
would me nice to see the Art Work / Skins of the different GUI's
being crafted by the community.

I printed out Trader Guards screen shot and poured over it.

What features in your interface do you find critical that most
other
traders do not include in their Interface or GUI?

Looking forward to your ideas.

Techguy


The Ultimate GUI Features list and Screen Shot post up.

techguy1313
 

Thanks to Scott for posting up the screen shot of his GUI in the
Photos section. It would be nice if others would do this too. It
would me nice to see the Art Work / Skins of the different GUI's
being crafted by the community.

I printed out Trader Guards screen shot and poured over it.

What features in your interface do you find critical that most other
traders do not include in their Interface or GUI?

Looking forward to your ideas.

Techguy


Q to the community: Ping Time

techguy1313
 

Q: Is there any advantage to monitoring Ping time to the IB Server?

My thought is, If communication time exceeds 5000 ms then suspend the
trade invocation portion of the ATS until communication time delay is
more reasonable.

Your thoughts?


TWS_orderStatus

Robert Carey
 

开云体育

My VB6/Win98 2ed application auto trades US equities with IB's ActiveX api. I observed that the position size in my system was frequently double what was intended.
I traced?that bug in my application back to it's source.
TWS_orderStatus frequently throws 2 replies to one trade. Each has the same data for price and size. There have been no partial fills.
I reported this to IB on 7/3.
I wrote a fix in which my interface to TWS api keeps track of order sizes and their changes. It blocks reporting the second twitch to the rest of my application.
Watch out for this bug. It will send your app into a tizzy.
RCarey


Re: twsapi: Java 1.4 slower?

Michel
 

开云体育

I also reverted to 1.3.1 and I remember having a message box from TWS needing 1.4 for something but I can't remember what...
?
Michel.

-----Mensaje original-----
De: Carl Erikson [mailto:carlerikson@...]
Enviado el: viernes, 05 de julio de 2002 15:37
Para: twsapi@...
Asunto: Re: twsapi: Java 1.4 slower?

Yes, I have noticed this.? It seems like Java 1.4 is
maybe a little more efficient in terms of memory.
However, I'm guessing that Sun did something to make
the Swing implementation "better" which in turn made
it slower.? I still use Java 1.3.1.? I seem to recall
somebody saying something that you needed Java 1.4 for
a certain new Swing construct.? Not sure if this is
true.? It seems to work for me using the old Java (and
it works faster).

Carl

--- Michel wrote:
> I've updated to Java 1.4 from 1.3 and the trader
> workstation seems very much
> slower (painting form, for example and returning to
> my application) than
> previous version.
> Somebody else noticed this?
>
> Also which are the benefits of using v 1.4 for now?
>
> Michel.
>
>
>
>


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Re: twsapi: Java 1.4 slower?

Carl Erikson
 

Yes, I have noticed this. It seems like Java 1.4 is
maybe a little more efficient in terms of memory.
However, I'm guessing that Sun did something to make
the Swing implementation "better" which in turn made
it slower. I still use Java 1.3.1. I seem to recall
somebody saying something that you needed Java 1.4 for
a certain new Swing construct. Not sure if this is
true. It seems to work for me using the old Java (and
it works faster).

Carl

--- Michel <migurull@...> wrote:
I've updated to Java 1.4 from 1.3 and the trader
workstation seems very much
slower (painting form, for example and returning to
my application) than
previous version.
Somebody else noticed this?

Also which are the benefits of using v 1.4 for now?

Michel.




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Re: Invalid symbols

bee_jay_61
 

Maybe the second method works too. I never used 40 or more symbols in
ReqMktData so I don?t know what kind of error message will appear if
the TWS checks for 40 symbols.

But maybe the TWS checks first for an invalid symbol regardless how
many symbols are in ReqMktData. Than it should allways work. You have
to try it out.

This method is easier than the first one.

BeeJay



--- In twsapi@y..., szeyu73 <no_reply@y...> wrote:
thanks BeeJay.

it seems that your first method will work and i may change to your
algorithm later.

the second one will work at the beginning. but i think there is a
limit of 40 symbols in reqMktData, as i read in other threads here.
it may fail some time later.

i'd suggest IB to raise an ErrMsg in this case.

thanks very much again from hong kong

---
dustin

--- In twsapi@y..., bee_jay_61 <no_reply@y...> wrote:
I don?t have this problem but maybe you can do this:

When you place an order with an order id 12345 and an invalid
symbol
(ex. "XYZ") than you get no error message and NO ORDERSTATUS. So
if
you don?t get an ORDERSTATUS for the order id 12345 within a
certain
time, try to cancel that order with order id 12345. Normally than
you
will get an error message "Can't find order with id 12345". This
could be an indicator that the symbol was invalid.

Or another way that could help you:

Call ReqMktData for that symbol. If the symbol does not exist you
will get an error message like "Security definition request
returned
0 items for ticker id 123". Check the error message for that
text.
That?s what I do when I call ReqMktData.

Greetings from Germany

BeeJay


--- In twsapi@y..., szeyu73 <no_reply@y...> wrote:
hello.

i found some problem in placing invalid symbols. for example,
if
i
place an order to BUY 100 shares of XYZ, which is not valid.

the TWS API won't tell my program thru the API (such as ErrMsg
and
OrderStatus), but just make a popup in the Trader Workstation
program. hence i have no no way to know that the symbol is
invalid.

my solution is to keep a list of avaliable symbols. i'll check
if
the
symbol is in the list before placing the order.

it works, but i have to update the list from time to time. is
there
any better solutions?

thanks

---
dustin


What exactly does traderguard do?

thepermuk
 

Is it just a program that creates a trailing stop?

I designed it for scalpers to profit from every
Ok

single trend change with "adaptive Automation Engine" monitoring
market tick by tick and in real time.
Your gonna have to explian this one.

You will love it.
It will automate your profit collection at the topmost
point and also auto-escape from bad point of entry. This
is what i like the most.
Automate, so how does it do this? Does it trade for me?
Whats this automation buisness.

Please explain this.

How or what is the best way to use it. How about an example

And what is your private email Mr. Traderguard.

Thanks


Java 1.4 slower?

Michel
 

I've updated to Java 1.4 from 1.3 and the trader workstation seems very much
slower (painting form, for example and returning to my application) than
previous version.
Somebody else noticed this?

Also which are the benefits of using v 1.4 for now?

Michel.


Re: Invalid symbols

szeyu73
 

thanks BeeJay.

it seems that your first method will work and i may change to your
algorithm later.

the second one will work at the beginning. but i think there is a
limit of 40 symbols in reqMktData, as i read in other threads here.
it may fail some time later.

i'd suggest IB to raise an ErrMsg in this case.

thanks very much again from hong kong

---
dustin

--- In twsapi@y..., bee_jay_61 <no_reply@y...> wrote:
I don?t have this problem but maybe you can do this:

When you place an order with an order id 12345 and an invalid
symbol
(ex. "XYZ") than you get no error message and NO ORDERSTATUS. So if
you don?t get an ORDERSTATUS for the order id 12345 within a
certain
time, try to cancel that order with order id 12345. Normally than
you
will get an error message "Can't find order with id 12345". This
could be an indicator that the symbol was invalid.

Or another way that could help you:

Call ReqMktData for that symbol. If the symbol does not exist you
will get an error message like "Security definition request
returned
0 items for ticker id 123". Check the error message for that text.
That?s what I do when I call ReqMktData.

Greetings from Germany

BeeJay


--- In twsapi@y..., szeyu73 <no_reply@y...> wrote:
hello.

i found some problem in placing invalid symbols. for example, if
i
place an order to BUY 100 shares of XYZ, which is not valid.

the TWS API won't tell my program thru the API (such as ErrMsg
and
OrderStatus), but just make a popup in the Trader Workstation
program. hence i have no no way to know that the symbol is
invalid.

my solution is to keep a list of avaliable symbols. i'll check if
the
symbol is in the list before placing the order.

it works, but i have to update the list from time to time. is
there
any better solutions?

thanks

---
dustin


Re: twsapi: Re: Ways of filtering bad quotes from TWS

Carl Erikson
 

Hey Mark,

I don't know what is causing your problem. However, I
just wanted to mention that in my programs,

m_pClient->checkMessages()

is called everytime there is an event and is not
associated with any timer. If you check out the
latest SocketClient source from IB, they do this too
(they changed this from earlier versions where the
checkMessages() was on a timer). On the latest TWS,
check out:

SocketClient/src/EclientSocket.cpp, line 647

Seems like this shouldn't help (and probably won't),
but I haven't had bad quote problems like the ones you
are experiencing. Are these bad quotes coming from
the demo TWS or the real thing (or both)?

Good luck,
Carl

--- mbluhm2001 <mbluhm2001@...> wrote:
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 cycles. But
your program works and my has problems so I would
like to understand
this better.

In my program I never turn off my Timer. In my timer
routine I call
m_pClient->checkMessages(); which I assume will call
the tickPrice and
tickSize events in my program for each stock that
has a new tick price
& size. After that I process the stocks with the new
price looking for
entry/exits/stops trades.

This is an example of the tick price I'm seeing from
BRCD. I see this
on all of the stocks that I'm monitering. Here is
what I saw tonight
with the times shown. Since the values are very
close together I'm
assuming I must be doing something wrong.

16:44:41 BRCD Out of Range Price = -1.000009
17:05:53 BRCD Out of Range Price = -1.000016
17:10:33 BRCD Out of Range Price = -1.000018
17:18:20 BRCM Out of Range Price = -1.000099

Thanks,
Mark


--- In twsapi@y..., "Michel" <migurull@t...> wrote:
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
LastPrice = price
and
enable the timer. In my tickSize event I update a
variable LastSize
= size
and also enable the timer if it is not. Then in
the Timer.Timer
event I
disable the timer and do the job with LastPrice
and LastSize.
This way I allow a 200ms. time window after every
price or size
event to
wait for the second event (size or price) to
update the other
variable and
if the second event dont comes, simply the other
variable is
unchanged when
I use them in my Timer.timer event.

Michel.

[Michel] -----Mensaje original-----
De: mbluhm2001 [mailto:mbluhm2001@y...]
Enviado el: jueves, 04 de julio de 2002 21:35
Para: twsapi@y...
Asunto: 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 filter
them
with some type of algrothrim so I don't get
caught executing a bad
trade. I also wanted to make sure that its not
something I'm doing
incorrectly with my interface to TWS.

Thanks,
Mark

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Re: twsapi: parameter list for orderstatus?

Richard Foulk
 

This does sound a bit like a bug and should probably be reported to IB.


Richard

} 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: jueves, 04 de julio de 2002 22:25
} Para: twsapi@...
} Asunto: 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, such as
} TWSstatus or something
}
} There are three and counting uses of VB keywords or propertey names
} in the standard TWS API:
}
} "right", "currencey" and Now "status"
}
} Pretty lame IMHO
}
} Scott
}
} PS please let us know if this resolves the issue
}


Re: Invalid symbols

bee_jay_61
 

I don?t have this problem but maybe you can do this:

When you place an order with an order id 12345 and an invalid symbol
(ex. "XYZ") than you get no error message and NO ORDERSTATUS. So if
you don?t get an ORDERSTATUS for the order id 12345 within a certain
time, try to cancel that order with order id 12345. Normally than you
will get an error message "Can't find order with id 12345". This
could be an indicator that the symbol was invalid.

Or another way that could help you:

Call ReqMktData for that symbol. If the symbol does not exist you
will get an error message like "Security definition request returned
0 items for ticker id 123". Check the error message for that text.
That?s what I do when I call ReqMktData.

Greetings from Germany

BeeJay


--- In twsapi@y..., szeyu73 <no_reply@y...> wrote:
hello.

i found some problem in placing invalid symbols. for example, if i
place an order to BUY 100 shares of XYZ, which is not valid.

the TWS API won't tell my program thru the API (such as ErrMsg and
OrderStatus), but just make a popup in the Trader Workstation
program. hence i have no no way to know that the symbol is invalid.

my solution is to keep a list of avaliable symbols. i'll check if
the
symbol is in the list before placing the order.

it works, but i have to update the list from time to time. is there
any better solutions?

thanks

---
dustin


Invalid symbols

szeyu73
 

hello.

i found some problem in placing invalid symbols. for example, if i
place an order to BUY 100 shares of XYZ, which is not valid.

the TWS API won't tell my program thru the API (such as ErrMsg and
OrderStatus), but just make a popup in the Trader Workstation
program. hence i have no no way to know that the symbol is invalid.

my solution is to keep a list of avaliable symbols. i'll check if the
symbol is in the list before placing the order.

it works, but i have to update the list from time to time. is there
any better solutions?

thanks

---
dustin


Invalid symbols

szeyu73
 

hello.

i found some problem in placing invalid symbols. for example, if i
place an order to BUY 100 shares of XYZ, which is not valid.

the TWS API won't tell my program thru the API (such as ErrMsg and
OrderStatus), but just make a popup in the Trader Workstation
program. hence i have no no way to know that the symbol is invalid.

my solution is to keep a list of avaliable symbols. i'll check if the
symbol is in the list before placing the order.

it works, but i have to update the list from time to time. is there
any better solutions?

thanks

---
dustin


Re: TICK DATA

Shukrainternationals
 

开云体育

This is a new subject. I do not know whether this fits into this message board.
?
I collect data for a futures symbol FEU50STO. It is a future on 50 EU Stocks index. It is traded in FSE (Frankfurt) exchange. Now, if I fail to collect the ticks from IB workstation in real time, then, where can I get this data at the end of the day?
Thanks.
?