Re: FAPercentage and order size

#35707

Unfortunately the newest beta 9.72 API gives the same error?10068 - Percent Change orders must have size or percent change but not both...

Seems like it does not work as expected.

Thanks anyway.

Show quoted text

On Mon, Jun 6, 2016 at 8:38 PM, Ed Gonen <ed.gonen@...> wrote:

Correction - found it. I'm wondering how this beta is mature. I need to use this in production environment so I'm very careful not to use any pre-release versions. Any opinion on it?

On Mon, Jun 6, 2016 at 8:33 PM, Ed Gonen <ed.gonen@...> wrote:
Thanks for this info. I'm using the latest API_Version=9.71 available at Github. I'll try to look for 9.72. Maybe it was fixed.

BTW - I didn't find where I can download this 9.72 from...

Thanks
E

On Sun, Jun 5, 2016 at 11:32 PM, jb201448@... [TWSAPI] <TWSAPI@...> wrote:

?

Hi Edward,

Do you receive this error when following the example with the sample code in 9.72? - Also at:

Josh

Re: FAPercentage and order size

#35706

Correction - found it. I'm wondering how this beta is mature. I need to use this in production environment so I'm very careful not to use any pre-release versions. Any opinion on it?

Show quoted text

On Mon, Jun 6, 2016 at 8:33 PM, Ed Gonen <ed.gonen@...> wrote:

Thanks for this info. I'm using the latest API_Version=9.71 available at Github. I'll try to look for 9.72. Maybe it was fixed.

BTW - I didn't find where I can download this 9.72 from...

Thanks
E

On Sun, Jun 5, 2016 at 11:32 PM, jb201448@... [TWSAPI] <TWSAPI@...> wrote:

?

Hi Edward,

Do you receive this error when following the example with the sample code in 9.72? - Also at:

Josh

Re: FAPercentage and order size

#35705

Thanks for this info. I'm using the latest API_Version=9.71 available at Github. I'll try to look for 9.72. Maybe it was fixed.

BTW - I didn't find where I can download this 9.72 from...

Thanks

E

Show quoted text

On Sun, Jun 5, 2016 at 11:32 PM, jb201448@... [TWSAPI] <TWSAPI@...> wrote:

?

Hi Edward,

Do you receive this error when following the example with the sample code in 9.72? - Also at:

Josh

Re: Anyway to load symbols and dates into IB charts using code (not manually) from Excel?

[email protected]

#35704

I'm pretty surprised.. Do you know anyway to auto-load symbols/dates onto the TWS charts? It would seem like a task everyone with a backtester would need to do without having to mindlessly type in symbols to view specific dates/symbols (task can be quite tedious with a large enough sample size).?

Re: FAPercentage and order size

#35702

Hi Edward,

Do you receive this error when following the example with the sample code in 9.72? - Also at:

Josh

Re: earnings/upgrades/estimates etc...

#35701

Hi Anatoly,

Through the API the only sources of historical fundamental data would be from the Reuters Fundamentals or News services. The Reuters Fundamentals give information about historical earnings and dividends through reqFundamentals.?

Josh

Re: Anyway to load symbols and dates into IB charts using code (not manually) from Excel?

#35700

Hi,

Are you referring to TWS charts? If so, unfortunately no there's no way that the parameters of a particular TWS chart could me modified or read through the API.

Josh

Re: Question about API message throttling ...

#35699

Thanks for the post milliejoyner ... you reinforce my decision to NOT waste time coding and debugging TWS snapshots for option chains. ?There is another weird thing about TWS option subscriptions, for streaming requests: If you request a lot of strikes, then almost always there will be nothing returned in the tickOptionComputation event, on the first request ... then if you cancel and resubscribe to the same strikes you will "wake up" the event and the data will flow in. ?If anyone knows why this happens and if there is any way to make it NOT happen then please chime in!

Can I ask you, what data vendor(s) do you prefer for getting good option chain data via an API? ?I'm hoping TWS will be adequate for my needs after I ditch my Activ contract ($1500/month), but I'm fully prepared to get a different vendor (hopefully less than $500/month) to replace IB if the frustration level gets too high ...

Re: Question about API message throttling ...

#35698

About a year ago I attempted to do exactly what you are describing using snapshots to get option chains and it was a failure.? Besides the obvious problems of simultaneity with snapshots taking 10-20 seconds to respond, there were numerous situations when IB would return very stale quotes for some options, particularly less liquid options.

The workaround was to do the same snapshot again a few seconds later and it would then usually return the correct prices.?? It seemed as if IB wasn't actively monitoring the quote when the first snapshot was requested and it just returned whatever old data it had in its cache.? But the first snapshot then "woke-up" the quote so there are accurate prices available when the second snapshot is requested.

Perhaps IB has upgraded their software and this is no longer an issue.? I eventually switched to higher quality data vendors and wouldn't think of switching back to IB for this data.

Re: Off Market Hours Quotes

[email protected]

#35697

Thank you Josh

Re: FA account info

#35696

I've already posted that found a piece of code in TWS API samples that does this.

Show quoted text

On Sun, Jun 5, 2016 at 6:25 PM, John Leavitt johnjohnleavitt@... [TWSAPI] <TWSAPI@...> wrote:

?

--------------------------------------------
On Sat, 6/4/16, ed.gonen@... [TWSAPI] <TWSAPI@...> wrote:

Subject: [TWS API] FA account info
To: TWSAPI@...
Date: Saturday, June 4, 2016, 2:12 PM

Never heard of this

?

Hi,
I was wondering if there is a
description of the XML for the?faXmlData
parameter. I mean the one you get in receiveFA callback as a
result of requestFA(type). I could not find it anywhere. Of
course I can analyze it and guess what it includes, but
thought it is well defines somewhere.
ThanksE?

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Re: FA account info

John Leavitt

#35695

--------------------------------------------

Show quoted text

On Sat, 6/4/16, ed.gonen@... [TWSAPI] <TWSAPI@...> wrote:

 Subject: [TWS API] FA account info
 To: TWSAPI@...
 Date: Saturday, June 4, 2016, 2:12 PM

Never heard of this


 ?









       Hi,
 I was wondering if there is a
 description of the XML for the?faXmlData
 parameter. I mean the one you get in receiveFA callback as a
 result of requestFA(type). I could not find it anywhere. Of
 course I can analyze it and guess what it includes, but
 thought it is well defines somewhere.
 ThanksE?









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IBDividends feed

#35703

Hi all,

I am attempting to get the IBDividends feed working for a given set of tickers:


	Open topic with navigation You are here: Reference > Generic Tick Types > IBDividends Tick Example IBDividends Tick Example
		Preview by Yahoo

I can successfully request feed 456:

15:19:13:996 <- 1-10-23832-0-RIO-STK--0.0---LSE--GBP---0-456-0-

However I never get a returned tick type of 59, at least from the tickString callback (as this is meant to be a comma separated list of values). ?I am using Java and can get all other data, position sizes, tick prices, account details, etc., but never seem to get any dividend related information.

Has anyone successfully managed to get a return tick type of 59?

Thanks,

Andrew

Re: I am new to this group and post my first request

#35694

Remi,

Thanks so much for your time and consideration. I'll have a look at it shortly!

Mike
--------------------------------------------

Show quoted text

On Fri, 6/3/16, remiroche@... [TWSAPI] <TWSAPI@...> wrote:

 Subject: [TWS API] Re: I am new to this group and post my first request
 To: TWSAPI@...
 Date: Friday, June 3, 2016, 8:49 PM


 ?



   





       Hey Mike,
 The
 excel program in this course records the ticks from IB :?Create
 Your Own Automated Stock Trading Robot In EXCEL!


     Create
 Your Own Automated Stock Trading Robot In E...
 Learn
 how to use Visual Basic in Excel to automate your
 trading!



 View on www.udemy.com


 Preview by Yahoo
  ?I thought it
 could help as you are not familiar with coding : files +
 code lesson might be relevant...
 Hope it helps...
 Remi

   







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Re: Question about API message throttling ...

#35693

Thanks Nick, that's what I was guessing about the snapshots. ?I have no problem paying for the quote boosters to get the #tickers I need; that's what I'm doing now. ?And I currently have a professional-grade low-latency data vendor (Activ), but the main point of this project is to get away from Activ as I don't need it any longer after mothballing my old trading strategy that required true unfiltered data. ?For the options I just need to get a decently accurate, pretty-much-simultaneously snapshotted chain on demand, plus at 5-10 minute intervals all day ... years of experience with the TWS feed tells me that TWS is adequate for this purpose ... although if anyone wants to chime in with comments as to why this is NOT so I would appreciate it.

FAPercentage and order size

#35692

HI,

I'm implementing now the FAGroup/PctChange order type and face the following. If I specify both TotalQuantity field and FAPercentage then the IB gives an error message that I cannot use both size and percentage. The if I put 0 into TotalQuantity, it says that the size cannot be 0. Does anyone have an example of the FAGroup/PctChange order preparation?

Thanks

?

Re: FA account info

#35691

I've found a piece of XML parser in the IB TWS API samples. So for not it is solved. I have another question about FA usage but will post in a separate mail

Thanks

Re: Question about API message throttling ...

Nick

#35690

开云体育

I can already tell you that snapshots are not going to be mission-critical reliable. Even if you don't have throttling issues there are no guarantees about response time.

The closest you are going to get with IB is to pay for an upgrade to get the number of of tickers you need and have the quote streams all running concurrently.

But you probably you need a data vendor that can get you closer to an unfiltered quote stream.

On 6/4/2016 8:16 PM, topdrudge@... [TWSAPI] wrote:

Show quoted text

?

Ok thanks for that ... I might have to start a new thread to get an expert answer to this, but in case anyone who really knows is reading this: Does the snapshot method work as well as streaming subscriptions to get mission-critical, industrial-strength bid/ask data for index contracts like SPX where we need to capture the real, simultaneous chain data for 200+ strikes at once?

Re: Question about API message throttling ...

#35689

Ok thanks for that ... I might have to start a new thread to get an expert answer to this, but in case anyone who really knows is reading this: Does the snapshot method work as well as streaming subscriptions to get mission-critical, industrial-strength bid/ask data for index contracts like SPX where we need to capture the real, simultaneous chain data for 200+ strikes at once?

Anyway to load symbols and dates into IB charts using code (not manually) from Excel?

[email protected]

#35686

I wanted to load specific symbols and dates (i.e.: WFC 2/3/2016, C 4/1/2015, etc.... ) into IB charts using code (Python, preferably), and wanted to know if that was possible using the TWS API interface. Ideally, it would load 9 charts per tab, and do so for multiple tabs using an Excel spreadsheet, without needing to manually enter anything.?

Also, I would like to program a keyboard key (i.e.: shift+r) so that the date of the current, selected chart could be recorded and fed into an Excel spreadsheet. (i.e: shift +r would record current chart's symbol and date).?

Any help would be greatly appreciated.

Thanks