Re: Latency of reqTickByTickData
Richard,
Thanks for those settings. I will be revisiting my settings, as I last set them to let NTP handle things.
The charts I made were made with time correction turned off, so I could see what effects varying loads would have, due to observing such widely varying effects on the ability of the time correction to keep synced under heavy loads.
w32time did an o.k. job, and NTP does a very adequate job, NTP currently providing better than +0.5 ms / -3 ms, but only with idle, trivial, or medium loads that do not vary much. Heavy steady loads also do fine with NTP, usually keeping within the same range. And when I run my platform, which builds Level 1 data from incoming data transaction and take a snapshot, that too is reasonable.
But as soon as I turn the strategy live with calculating many indicators, cascading indicators and order processing, the bursts of heavy loads, eight times a second, load varying with each burst and the bursts in one second varying with the next, are apparently too variable for the time syncing to keep things in line over a short time frame. Over a day, it keeps it within a second. Synced within a second, forget it. Delay is already badly variable with such a variable internet connection (even with six NTP hosts, recommended for 'time important' boxes, there are periods with more outliers than usable polls), and drift and skew suffer variably.
This is an i7-970 Hex core (12 hyper), power-saving turned off (turbo all the time), Java 8, with extensive use of multi-threading (I'm up to around seven threads for the platform and at least seven for each security), streaming data for up to 24 securities, running strategy for up to four. The multi-threading allows releasing the thread passing data/instruction to do its next duty, with the data/instruction put into a blocking queue where it's processed by a queue processing thread for the receiving object. This was done for object/duty organization for robustness, but results in very low lag: from Level 1 declared and propagated until an order is out the door, with elapsed time typically showing 2 ms to 4 ms, sometimes 6 ms, rarely 9 ms. My orders are out the door before my TWS charts update. (with that lag, I obviously do not need a Thread-ripper, but I'm curious what one would do with such a large number of threads and bursts of processing)
Once I have a Stratum 1 with a dedicated Ethernet cable & port between it and my trading box, I'll be able to let NTP poll that dedicated Stratum 1 significantly more frequently than it can internet NTP hosts. Then I hope I can tune NTP to keep time in sync in spite of the bursts of wildly varying heavy loads. I'd have a Stratum 1 in place already except my efforts were focused on my platform and strategy coding. If I can't tune NTP to the task, for snapshot times I should be able to maintain an available offset from the Stratum 1 to better than 500 us, likely sub 300 us. Which greatly exceeds what I need. I'd be very happy with +/- 10 ms. I'd be very amused to get 1 ms under bursts of heavy loads.
Michael
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Re: C# reqHistoricalData, returns odd time spans
Hi Josh,?
Thank you for your prompt reply.?
Your suggestions solved my problem of requesting 1-minute data.?
However, what about requesting 5-minute bare data where the IB API documentation states that up to 7 days can be requested in each single request. I get an error message whenever the "DurationString" exceeds 86,400 seconds.?
Are you saying that only "1 D" is treated differently in terms of referring to "trading session" but that I can specify a duration string of "2 D" or "7 D" and that is then interpreted by the API as requesting data for the from end timestamp preceding 48 hours or 7*24 hours, respectively?
Thanks
?
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Historical Dividends sing Python API
Hi,
I wonder if it is possible to get the "dividends" paid by each stock using the IB API.
Actually I am able to get daily prices from my demo account.
I arrived at??butI dont need the next dividends, I need when and amount of paid dividends in the past
Best regards,
Alex
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Re: Latency of reqTickByTickData
Michael ? Your graphs couldn’t be more different from my experience. I simply don’t see this gradual drift up to a some hundreds of milliseconds. I suspect your W32Time configuration is different from mine. ? Have I done a test against a known UTC source? Yes, or course. As I said in an earlier post, I use the w32tm /stripchart command, and there are any number of publicly accessible NTP time servers to run it against (including quite a few Stratum 1 servers here in the UK). I haven’t run this continuously during a trading day, because I don’t want to abuse the NTP servers by long-term frequent polling, but it would probably be instructive to do a day’s run polling at say 10-minute intervals. ? Here’s a sample run earlier today, this one against Microsoft’s own timeserver at time.windows.com (I’ve removed the actual stripchart for clarity). The d: values are the delay times, the o: values are the offsets. Error: 0x800705B4 is when nothing is returned from the poll (eg packet lost on the internet or probably a million other reasons). ? C:\WINDOWS\system32>w32tm /stripchart /computer:time.windows.com Tracking time.windows.com [51.141.32.51:123]. The current time is 10/09/2018 18:48:33. 18:48:33, d:+00.0312956s o:+00.0004735s 18:48:35, d:+00.0309786s o:+00.0007864s 18:48:37, error: 0x800705B4 18:48:40, d:+00.0324520s o:+00.0009616s 18:48:42, d:+00.0418918s o:+00.0031769s 18:48:44, d:+00.0307368s o:-00.0023841s 18:48:46, d:+00.0310377s o:+00.0011686s 18:48:48, d:+00.0333992s o:+00.0004049s 18:48:50, d:+00.0323832s o:+00.0005332s 18:48:52, d:+00.0326223s o:+00.0009655s 18:48:54, d:+00.0322853s o:+00.0010234s 18:48:56, d:+00.0318710s o:+00.0015744s 18:48:58, error: 0x800705B4 18:49:01, d:+00.0466047s o:+00.0046565s 18:49:03, d:+00.0324014s o:+00.0008943s 18:49:05, d:+00.0432705s o:-00.0050308s 18:49:07, d:+00.0333089s o:+00.0020226s 18:49:09, error: 0x800705B4 18:49:12, d:+00.0316959s o:+00.0012837s 18:49:15, d:+00.0323076s o:+00.0003937s 18:49:17, d:+00.0325084s o:-00.0025670s 18:49:19, d:+00.0436492s o:-00.0042612s 18:49:21, d:+00.0314942s o:+00.0008662s 18:49:23, d:+00.0326790s o:+00.0000281s 18:49:25, d:+00.0337862s o:+00.0011906s 18:49:27, d:+00.0321943s o:+00.0007403s 18:49:29, d:+00.0328384s o:+00.0010354s 18:49:31, d:+00.0424362s o:+00.0000262s 18:49:33, d:+00.0318403s o:+00.0008558s 18:49:35, d:+00.0330718s o:-00.0029762s 18:49:37, d:+00.0331696s o:-00.0016175s 18:49:39, d:+00.0327136s o:+00.0006243s 18:49:41, d:+00.0324984s o:+00.0000151s 18:49:43, d:+00.0320462s o:-00.0002619s 18:49:45, d:+00.0316774s o:+00.0011057s ? You can see from this that the offsets vary quite a bit, but the largest one in this sample is only 00.0050308s, ie 5 milliseconds. This is fairly typical. Occasionally there is a significant outlier, but usually when this happens the corresponding d: value is much bigger than the norm, and I suspect this is just a result of an asymmetric network delay. And yesterday evening my ISP seemed to be playing up, as all the d: figures were in the hundreds of milliseconds and the corresponding offset were in the tens (and using PingPlotter on my server showed that the latency to the ISP’s ‘point of presence’ (or whatever the correct term is) was way higher than normal). ? So to my mind, pretty good syncing is around 10-50ms, very good is maybe 1-10ms, and anything less than that is simply unobtainable with any consistency unless you happen to have a Stratum 1 server in the building! ? What sort of precision do I actually need? Well in fact, to be realistic, a second or so is probably perfectly adequate. After all, my latency to IB’s servers is well over 100ms (there’s a big pond in the way), so a few extra milliseconds of clock error is largely irrelevant. And the timestamps only really matter at all when building bars, so a second or two error might cause occasional distortion of the extremes of the bar, but unlike to be greatly significant except in fast markets. ? If it’s of any interest to you, here’s my W32Time configuration on this computer: ? C:\WINDOWS\system32>w32tm /query /configuration [Configuration] ? EventLogFlags: 2 (Local) AnnounceFlags: 10 (Local) TimeJumpAuditOffset: 28800 (Local) MinPollInterval: 6 (Local) MaxPollInterval: 10 (Local) MaxNegPhaseCorrection: 172800 (Local) MaxPosPhaseCorrection: 172800 (Local) MaxAllowedPhaseOffset: 300 (Local) ? FrequencyCorrectRate: 4 (Local) PollAdjustFactor: 5 (Local) LargePhaseOffset: 50000000 (Local) SpikeWatchPeriod: 900 (Local) LocalClockDispersion: 10 (Local) HoldPeriod: 5 (Local) PhaseCorrectRate: 1 (Local) UpdateInterval: 100 (Local) ? ? [TimeProviders] ? NtpClient (Local) DllName: C:\WINDOWS\system32\w32time.dll (Local) Enabled: 1 (Local) InputProvider: 1 (Local) AllowNonstandardModeCombinations: 1 (Local) ResolvePeerBackoffMinutes: 15 (Local) ResolvePeerBackoffMaxTimes: 7 (Local) CompatibilityFlags: 2147483648 (Local) EventLogFlags: 1 (Local) LargeSampleSkew: 3 (Local) SpecialPollInterval: 1024 (Local) Type: NTP (Local) NtpServer: 0.pool.ntp.org 1.pool.ntp.org 2.pool.ntp.org 3.pool.ntp.org (Local) ? NtpServer (Local) DllName: C:\WINDOWS\system32\w32time.dll (Local) Enabled: 0 (Local) InputProvider: 0 (Local) ? ? Richard ? ? ?
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From: [email protected] <[email protected]> On Behalf Of michaelIC via Groups.Io
Sent: 09 September 2018 07:31
To: [email protected]
Subject: Re: [TWS API] Latency of reqTickByTickData? On Sat, Sep 8, 2018 at 06:40 PM, Richard L King wrote: Michael’s posts are interesting, though I must admit to being a bit baffled as to what exactly they’re showing me ... (especially if it’s using the default W32Time settings)
No, not the default settings.
The graphs show the polling of six NTP hosts (representing UTC) reporting the offset of windows system time from each. Also, the raw average of those poll offsets (and an adjusted/corrected offset of those reported offsets).?
What I found interesting was the accelerated drift when the system was under heavy loads.
You'll see that the offsets the hosts are reporting are astoundingly variable. Best I could determine from consulting with various people is that this is due to my having cable internet, and one with particularly variable response, robbing the round-trip HTP poll timing of consistency, making the results rather noisy. So my contention is that with an up-to-date version of Windows, with the Windows Time Service correctly configured (which means changing it from the default settings), you’ll get pretty good time syncing even if you’re not close to a stratum 1 time server (mine are about 30ms and 10-15 hops away). ? Richard
Could be.
What do you consider "pretty good time syncing"?
Fluctuating: - +/- a minute from UTC?
- +/- a second from UTC?
- +/- 100 ms?
- +/- 10 ms?
- +/- one ms?
- tighter?
And if drift or skew changes, how often is its bringing brought in line detected and acted upon.
How accurate of a timestamp does someone want/need. Or think they're getting.
Your "contention" is interesting, but have you a done a test run against a known UTC source to know how closely aligned your system time is to UTC, and how often it fluctuates by what amount throughout a day, or at least your trading day?
Of course, if one isn't looking at data at a fine time scale, it won't matter at all. But if one is...
Michael
I've modified one of the graphs already uploaded. I've removed the raw average and the adjusted/corrected offset and assigned colours to each host to make it easier to track the reported offsets from a single NTP host. The first poll occurs three seconds after system time is aligned to UTC. By poll #20, 1 minute into the sampling run, system time lags UTC by ~150 ms. It is crudely aligned to UTC after poll #44. The first minutes the system is under heavy load. The next a medium load. And a light load after that.
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Re: Allow OCA functionality on conditional cancellations
Hi Jimmy, maybe you could post your comment also in the New Features Poll entry so that IB can better understand how to allow a new OCA functionality without breaking the existing functionality. Thank you.
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Re: historical contract data return the same data (for quite a span of time)
Just to clarify:? My TWS application has similar data holes AND if I go throught the api, I see the same data holes.
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Re: historical contract data return the same data (for quite a span of time)
I can tell you I have the same issue (I think) and IB tech support had never heard of the issue when I asked - which I find unbelievable - and lead me to believe it was perhaps something wrong with my config.? The issue was submitted to "the developers" months ago.? I just re-asked last week.
What I see in general is contracts for stocks starting with "A" won't pull historical data from SMART.? I also see the same issue on index options.? Could also affect more tickers but I haven't checked.? You'll also notice it's just for the recent couple hours - it will show maybe 15 min, then blank, then historical data.? After some amount of time, It will show the data (I'm guessing after a few hours - definitely the next day should all the data for previous day).
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Re: Install TWS or IB gateway on Ubuntu and ARM64 bit processor
Derek, You have conflicting paths which is a problem I alluded to in the last email.? It is looking for your jar file in /root/jars, which is probably not where you installed it on your desktop PC before you ported it to the arm.? You have two options:
- Do a grep search for all the paths in your Arm device and correct them manually to match your new install directory (very onerous - there are a bunch to change)
- Install in the exact same directory that you installed on your PC before compressing and installing on the Arm.? In my case, everything is install in /home/scott/Jts on both my PC and my Arm device.
One last observation is that it is not a good idea to install applications in the root directory or as root user with root privileges.? It is a security risk and/or you could easily damage your system inadvertently by issuing the wrong commands as root.? It is better to setup a user account and use sudo or su when you need root access.??
Scott
On Sun, Sep 9, 2018 at 12:21 PM, Derek Fung <ibmderekfung@...> wrote: Hi Scott,
I follow your steps and get the error below.
It said the twslaunch-963.jar does not exist. I checked the Jts folder copied from my Windows computer and I only found twslaunch-973.jar instead of older version 963.?
Can you please help?
Derek
 Thanks Richard and Scott. Let me try.? On 9 Sep 2018, at 05:39, Richard L King < rlking@...> wrote: Thanks for that Scott. Looks like there’s no need for me to do anything. ? Derek, just download and install the ARM 64 Java SE Development Kit from here: ?
? The script that Scott offered should locate the Java and do everything to launch Gateway without further ado, once you’ve copied the Jts folder over as Scott describes. ? Good luck. ? Richard ? ? ? ? Derek, I remembered a few other things so here is a follow up on running gateway on an ARM.? The installation will fail when installing a fresh IB or TWS download on an Arm Linux machine.? So the workaround is to install on an x86-X64 desktop, then compress and copy the 'Jts' folder onto the Arm filesystem.? Then used a modified script like the one I sent in the last post.? Make sure you install the Jts on the Arm in an identical file structure as your x86-x64 or you will get path errors.? For example, install in "/home/johndoe/Jts" in both the x86-64 and the Arm. As Richard indicated, the jar files will run fine on the Arm once started correctly, it is the install and startup scripts that are messing things up.?? ? On Sat, Sep 8, 2018 at 3:59 PM, MochaSatin <scott@...> wrote: Derek, You have to hack the ibgateway script to run correctly on Arm processor.? Do a diff on the attached script to see the changes I made to run the gateway.? I have run it on both a pi3 and and xu4. ? On Sat, Sep 8, 2018 at 5:20 AM, Derek Fung <ibmderekfung@...> wrote: Hi Richard, Apologize for the late response.? Last week was engaged with other urgent things. Yes, I am interested to try, please share with me.?? And which version of Orace Java for ARM that I should install? ? On Tue, Sep 4, 2018, 01:22 Richard L King <rlking@...> wrote: I think the problem here is that the TWS and Gateway installers now include their own ‘hidden’ copy of Java, this being an Oracle Java that I pretty much guaranteed to work well with that particular version of TWS/Gateway. The rationale for this is that a) it means the user doesn’t have to take the trouble to install and maintain a suitable Java version; and b) this should reduce support problems for IB because in theory the user will not accidentally use an incompatible Java version. ? Now, the actual Java compiled class files, being pure Java, are I believe identical on all platforms for TWS and Gateway, and should run with any Java VM. So in theory you should be able to install TWS/Gateway on another machine (Ubuntu perhaps or even Windows) and then just copy the relevant jar files over to the ARM machine. You’d then need to install a suitable Java on the ARM machine: I don’t know whether Oracle produce a Java version for the ARM architecture, but if they don’t you might be able to find another implementation. Ah, I’ve just discovered that indeed Oracle do support ARM. ? Once you’ve got the JAR files and the Java runtime in place, it should just be a matter of using an appropriate Java command with the correct arguments to start the thing off. I can help with that because that’s exactly what IBC/IBController do under the covers. ? So if you think this might be an avenue worth pursuing, then please let me know and get Oracle Java installed . I’ll then post the details of which jar files to copy, and the appropriate Java command (I can’t be bothered to go and look this up unless you’re actually going to use it). ? Needless to say, there’s no guarantee this will work, but there’s also no obvious reason why it won’t. ? Richard ? ? ? ? This is the error screen I have.? Seems it is related to Java.? Hey Derek,
I use ubuntu all the time for my gateway and tws machines, the ARM64 thing might be a bit odd though, I've no experience with that.
Does it state that your java version is wrong or is that a guess? If its as statement then it's a fairly good thing to look at updating, if it's a guess, well... ummm... maybe?! Best wishes, M ? On 3 September 2018 at 17:06, Derek Fung <ibmderekfung@...> wrote: Hi, Has anyone installed TWS or IB gateway successfully on ARM64 bit processor and Ubuntu?? I have problem in installation. Guess it is because the JVM is not supported.? Any suggestion?
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Re: Install TWS or IB gateway on Ubuntu and ARM64 bit processor
Hi Scott,
I follow your steps and get the error below.
It said the twslaunch-963.jar does not exist. I checked the Jts folder copied from my Windows computer and I only found twslaunch-973.jar instead of older version 963.?
Can you please help?
Derek
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On 9 Sep 2018, at 08:52, Derek Fung < ibmderekfung@...> wrote: Thanks Richard and Scott. Let me try.? On 9 Sep 2018, at 05:39, Richard L King < rlking@...> wrote: Thanks for that Scott. Looks like there’s no need for me to do anything. ? Derek, just download and install the ARM 64 Java SE Development Kit from here: ?
? The script that Scott offered should locate the Java and do everything to launch Gateway without further ado, once you’ve copied the Jts folder over as Scott describes. ? Good luck. ? Richard ? ? ? ? Derek, I remembered a few other things so here is a follow up on running gateway on an ARM.? The installation will fail when installing a fresh IB or TWS download on an Arm Linux machine.? So the workaround is to install on an x86-X64 desktop, then compress and copy the 'Jts' folder onto the Arm filesystem.? Then used a modified script like the one I sent in the last post.? Make sure you install the Jts on the Arm in an identical file structure as your x86-x64 or you will get path errors.? For example, install in "/home/johndoe/Jts" in both the x86-64 and the Arm. As Richard indicated, the jar files will run fine on the Arm once started correctly, it is the install and startup scripts that are messing things up.?? ? On Sat, Sep 8, 2018 at 3:59 PM, MochaSatin <scott@...> wrote: Derek, You have to hack the ibgateway script to run correctly on Arm processor.? Do a diff on the attached script to see the changes I made to run the gateway.? I have run it on both a pi3 and and xu4. ? On Sat, Sep 8, 2018 at 5:20 AM, Derek Fung <ibmderekfung@...> wrote: Hi Richard, Apologize for the late response.? Last week was engaged with other urgent things. Yes, I am interested to try, please share with me.?? And which version of Orace Java for ARM that I should install? ? On Tue, Sep 4, 2018, 01:22 Richard L King <rlking@...> wrote: I think the problem here is that the TWS and Gateway installers now include their own ‘hidden’ copy of Java, this being an Oracle Java that I pretty much guaranteed to work well with that particular version of TWS/Gateway. The rationale for this is that a) it means the user doesn’t have to take the trouble to install and maintain a suitable Java version; and b) this should reduce support problems for IB because in theory the user will not accidentally use an incompatible Java version. ? Now, the actual Java compiled class files, being pure Java, are I believe identical on all platforms for TWS and Gateway, and should run with any Java VM. So in theory you should be able to install TWS/Gateway on another machine (Ubuntu perhaps or even Windows) and then just copy the relevant jar files over to the ARM machine. You’d then need to install a suitable Java on the ARM machine: I don’t know whether Oracle produce a Java version for the ARM architecture, but if they don’t you might be able to find another implementation. Ah, I’ve just discovered that indeed Oracle do support ARM. ? Once you’ve got the JAR files and the Java runtime in place, it should just be a matter of using an appropriate Java command with the correct arguments to start the thing off. I can help with that because that’s exactly what IBC/IBController do under the covers. ? So if you think this might be an avenue worth pursuing, then please let me know and get Oracle Java installed . I’ll then post the details of which jar files to copy, and the appropriate Java command (I can’t be bothered to go and look this up unless you’re actually going to use it). ? Needless to say, there’s no guarantee this will work, but there’s also no obvious reason why it won’t. ? Richard ? ? ? ? This is the error screen I have.? Seems it is related to Java.? Hey Derek,
I use ubuntu all the time for my gateway and tws machines, the ARM64 thing might be a bit odd though, I've no experience with that.
Does it state that your java version is wrong or is that a guess? If its as statement then it's a fairly good thing to look at updating, if it's a guess, well... ummm... maybe?! Best wishes, M ? On 3 September 2018 at 17:06, Derek Fung <ibmderekfung@...> wrote: Hi, Has anyone installed TWS or IB gateway successfully on ARM64 bit processor and Ubuntu?? I have problem in installation. Guess it is because the JVM is not supported.? Any suggestion?
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Re: Latency of reqTickByTickData
On Sat, Sep 8, 2018 at 06:40 PM, Richard L King wrote:
Michael’s posts are interesting, though I must admit to being a bit baffled as to what exactly they’re showing me ... (especially if it’s using the default W32Time settings)
No, not the default settings. The graphs show the polling of six NTP hosts (representing UTC) reporting the offset of windows system time from each. Also, the raw average of those poll offsets (and an adjusted/corrected offset of those reported offsets).? What I found interesting was the accelerated drift when the system was under heavy loads. You'll see that the offsets the hosts are reporting are astoundingly variable. Best I could determine from consulting with various people is that this is due to my having cable internet, and one with particularly variable response, robbing the round-trip HTP poll timing of consistency, making the results rather noisy.
So my contention is that with an up-to-date version of Windows, with the Windows Time Service correctly configured (which means changing it from the default settings), you’ll get pretty good time syncing even if you’re not close to a stratum 1 time server (mine are about 30ms and 10-15 hops away).
?
Richard
Could be. What do you consider "pretty good time syncing"? Fluctuating:
- +/- a minute from UTC?
- +/- a second from UTC?
- +/- 100 ms?
- +/- 10 ms?
- +/- one ms?
- tighter?
And if drift or skew changes, how often is its bringing brought in line detected and acted upon. How accurate of a timestamp does someone want/need. Or think they're getting. Your "contention" is interesting, but have you a done a test run against a known UTC source to know how closely aligned your system time is to UTC, and how often it fluctuates by what amount throughout a day, or at least your trading day? Of course, if one isn't looking at data at a fine time scale, it won't matter at all. But if one is... Michael I've modified one of the graphs already uploaded. I've removed the raw average and the adjusted/corrected offset and assigned colours to each host to make it easier to track the reported offsets from a single NTP host. The first poll occurs three seconds after system time is aligned to UTC. By poll #20, 1 minute into the sampling run, system time lags UTC by ~150 ms. It is crudely aligned to UTC after poll #44. The first minutes the system is under heavy load. The next a medium load. And a light load after that.
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Re: Install TWS or IB gateway on Ubuntu and ARM64 bit processor
Thanks Richard and Scott. Let me try.?
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On 9 Sep 2018, at 05:39, Richard L King < rlking@...> wrote: Thanks for that Scott. Looks like there’s no need for me to do anything. ? Derek, just download and install the ARM 64 Java SE Development Kit from here: ?
? The script that Scott offered should locate the Java and do everything to launch Gateway without further ado, once you’ve copied the Jts folder over as Scott describes. ? Good luck. ? Richard ? ? ? ? Derek, I remembered a few other things so here is a follow up on running gateway on an ARM.? The installation will fail when installing a fresh IB or TWS download on an Arm Linux machine.? So the workaround is to install on an x86-X64 desktop, then compress and copy the 'Jts' folder onto the Arm filesystem.? Then used a modified script like the one I sent in the last post.? Make sure you install the Jts on the Arm in an identical file structure as your x86-x64 or you will get path errors.? For example, install in "/home/johndoe/Jts" in both the x86-64 and the Arm. As Richard indicated, the jar files will run fine on the Arm once started correctly, it is the install and startup scripts that are messing things up.?? ? On Sat, Sep 8, 2018 at 3:59 PM, MochaSatin <scott@...> wrote: Derek, You have to hack the ibgateway script to run correctly on Arm processor.? Do a diff on the attached script to see the changes I made to run the gateway.? I have run it on both a pi3 and and xu4. ? On Sat, Sep 8, 2018 at 5:20 AM, Derek Fung <ibmderekfung@...> wrote: Hi Richard, Apologize for the late response.? Last week was engaged with other urgent things. Yes, I am interested to try, please share with me.?? And which version of Orace Java for ARM that I should install? ? On Tue, Sep 4, 2018, 01:22 Richard L King <rlking@...> wrote: I think the problem here is that the TWS and Gateway installers now include their own ‘hidden’ copy of Java, this being an Oracle Java that I pretty much guaranteed to work well with that particular version of TWS/Gateway. The rationale for this is that a) it means the user doesn’t have to take the trouble to install and maintain a suitable Java version; and b) this should reduce support problems for IB because in theory the user will not accidentally use an incompatible Java version. ? Now, the actual Java compiled class files, being pure Java, are I believe identical on all platforms for TWS and Gateway, and should run with any Java VM. So in theory you should be able to install TWS/Gateway on another machine (Ubuntu perhaps or even Windows) and then just copy the relevant jar files over to the ARM machine. You’d then need to install a suitable Java on the ARM machine: I don’t know whether Oracle produce a Java version for the ARM architecture, but if they don’t you might be able to find another implementation. Ah, I’ve just discovered that indeed Oracle do support ARM. ? Once you’ve got the JAR files and the Java runtime in place, it should just be a matter of using an appropriate Java command with the correct arguments to start the thing off. I can help with that because that’s exactly what IBC/IBController do under the covers. ? So if you think this might be an avenue worth pursuing, then please let me know and get Oracle Java installed . I’ll then post the details of which jar files to copy, and the appropriate Java command (I can’t be bothered to go and look this up unless you’re actually going to use it). ? Needless to say, there’s no guarantee this will work, but there’s also no obvious reason why it won’t. ? Richard ? ? ? ? This is the error screen I have.? Seems it is related to Java.? Hey Derek,
I use ubuntu all the time for my gateway and tws machines, the ARM64 thing might be a bit odd though, I've no experience with that.
Does it state that your java version is wrong or is that a guess? If its as statement then it's a fairly good thing to look at updating, if it's a guess, well... ummm... maybe?! Best wishes, M ? On 3 September 2018 at 17:06, Derek Fung <ibmderekfung@...> wrote: Hi, Has anyone installed TWS or IB gateway successfully on ARM64 bit processor and Ubuntu?? I have problem in installation. Guess it is because the JVM is not supported.? Any suggestion?
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Re: Latency of reqTickByTickData
Thanks for the links Mario. ? The first one in particular gives very useful information about the requirements for achieving very high accuracy with Windows 10 and Windows Server 2016. ? But it needs to be emphasised that these are the requirements to be able to guarantee the relevant level of accuracy, in such a way that you will be supported by Microsoft. But if you don’t meet the requirements it doesn’t meant that you won’t get a good result, just that you’re on your own as regards Microsoft support. ? As I indicated in my earlier post, I get pretty good results with Windows Server 2012 R2, and I’m nowhere near meeting any of those sets of requirements. I’ve now also done the same configuration on Windows 10 Professional on my rather underpowered Surface Pro 2, and that’s pretty good too. If I run a heavy workload on the Surface, the offsets do become a bit erratic. But my server is much more stable, probably because even though it’s running TWS and Gateway, two 40 GByte SQL Server databases, a mail server, and three API data collection programs, it’s actually very lightly loaded as it has 16 virtual processors and those sort of workloads just aren’t very processor intensive (essentially no significant graphics). ? Michael’s posts are interesting, though I must admit to being a bit baffled as to what exactly they’re showing me – I’d need to spend more time working through them to get a clearer understanding. But given that they’re Windows 7, I can’t say I’m surprised that the synchronisation isn’t very good (especially if it’s using the default W32Time settings)? - heck, Windows 7 is 11 years old now, and I certainly have no intention of ever using it again: in my opinion it’s positively out-of-date in practically every way in comparison to Windows 10. ? So my contention is that with an up-to-date version of Windows, with the Windows Time Service correctly configured (which means changing it from the default settings), you’ll get pretty good time syncing even if you’re not close to a stratum 1 time server (mine are about 30ms and 10-15 hops away). ? Richard ? ?
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From: [email protected] <[email protected]> On Behalf Of Mario Pisa
Sent: 08 September 2018 09:17
To: [email protected]
Subject: Re: [TWS API] Latency of reqTickByTickData?
Best regards
El 7 sept 2018, a las 22:46, michaelIC via Groups.Io <michael.i.c@...> escribió:
My bad.
I had a nagging thought, so I checked the log files from those runs.
The units across the bottom are not seconds, but the poll number.
The polls were done every three seconds.
So 1 is the first.
2 is the second, three seconds after the first.
3 is the third, three seconds after the second, etc..
So #20 is one minute into the run.
#40, two minutes.
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Re: Install TWS or IB gateway on Ubuntu and ARM64 bit processor
Thanks for that Scott. Looks like there’s no need for me to do anything. ? Derek, just download and install the ARM 64 Java SE Development Kit from here: ?
? The script that Scott offered should locate the Java and do everything to launch Gateway without further ado, once you’ve copied the Jts folder over as Scott describes. ? Good luck. ? Richard ? ? ?
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From: [email protected] <[email protected]> On Behalf Of MochaSatin
Sent: 08 September 2018 21:25
To: [email protected]
Subject: Re: [TWS API] Install TWS or IB gateway on Ubuntu and ARM64 bit processor? Derek, I remembered a few other things so here is a follow up on running gateway on an ARM.? The installation will fail when installing a fresh IB or TWS download on an Arm Linux machine.? So the workaround is to install on an x86-X64 desktop, then compress and copy the 'Jts' folder onto the Arm filesystem.? Then used a modified script like the one I sent in the last post.? Make sure you install the Jts on the Arm in an identical file structure as your x86-x64 or you will get path errors.? For example, install in "/home/johndoe/Jts" in both the x86-64 and the Arm. As Richard indicated, the jar files will run fine on the Arm once started correctly, it is the install and startup scripts that are messing things up.?? ? On Sat, Sep 8, 2018 at 3:59 PM, MochaSatin <scott@...> wrote: Derek, You have to hack the ibgateway script to run correctly on Arm processor.? Do a diff on the attached script to see the changes I made to run the gateway.? I have run it on both a pi3 and and xu4. ? On Sat, Sep 8, 2018 at 5:20 AM, Derek Fung <ibmderekfung@...> wrote: Hi Richard, Apologize for the late response.? Last week was engaged with other urgent things. Yes, I am interested to try, please share with me.?? And which version of Orace Java for ARM that I should install? ? On Tue, Sep 4, 2018, 01:22 Richard L King <rlking@...> wrote: I think the problem here is that the TWS and Gateway installers now include their own ‘hidden’ copy of Java, this being an Oracle Java that I pretty much guaranteed to work well with that particular version of TWS/Gateway. The rationale for this is that a) it means the user doesn’t have to take the trouble to install and maintain a suitable Java version; and b) this should reduce support problems for IB because in theory the user will not accidentally use an incompatible Java version. ? Now, the actual Java compiled class files, being pure Java, are I believe identical on all platforms for TWS and Gateway, and should run with any Java VM. So in theory you should be able to install TWS/Gateway on another machine (Ubuntu perhaps or even Windows) and then just copy the relevant jar files over to the ARM machine. You’d then need to install a suitable Java on the ARM machine: I don’t know whether Oracle produce a Java version for the ARM architecture, but if they don’t you might be able to find another implementation. Ah, I’ve just discovered that indeed Oracle do support ARM. ? Once you’ve got the JAR files and the Java runtime in place, it should just be a matter of using an appropriate Java command with the correct arguments to start the thing off. I can help with that because that’s exactly what IBC/IBController do under the covers. ? So if you think this might be an avenue worth pursuing, then please let me know and get Oracle Java installed . I’ll then post the details of which jar files to copy, and the appropriate Java command (I can’t be bothered to go and look this up unless you’re actually going to use it). ? Needless to say, there’s no guarantee this will work, but there’s also no obvious reason why it won’t. ? Richard ? ? ? ? This is the error screen I have.? Seems it is related to Java.? Hey Derek,
I use ubuntu all the time for my gateway and tws machines, the ARM64 thing might be a bit odd though, I've no experience with that.
Does it state that your java version is wrong or is that a guess? If its as statement then it's a fairly good thing to look at updating, if it's a guess, well... ummm... maybe?! Best wishes, M ? On 3 September 2018 at 17:06, Derek Fung <ibmderekfung@...> wrote: Hi, Has anyone installed TWS or IB gateway successfully on ARM64 bit processor and Ubuntu?? I have problem in installation. Guess it is because the JVM is not supported.? Any suggestion?
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Re: Install TWS or IB gateway on Ubuntu and ARM64 bit processor
Derek,
I remembered a few other things so here is a follow up on running gateway on an ARM.? The installation will fail when installing a fresh IB or TWS download on an Arm Linux machine.? So the workaround is to install on an x86-X64 desktop, then compress and copy the 'Jts' folder onto the Arm filesystem.? Then used a modified script like the one I sent in the last post.? Make sure you install the Jts on the Arm in an identical file structure as your x86-x64 or you will get path errors.? For example, install in "/home/johndoe/Jts" in both the x86-64 and the Arm. As Richard indicated, the jar files will run fine on the Arm once started correctly, it is the install and startup scripts that are messing things up.??
Scott
On Sat, Sep 8, 2018 at 3:59 PM, MochaSatin <scott@...> wrote: Derek,
You have to hack the ibgateway script to run correctly on Arm processor.? Do a diff on the attached script to see the changes I made to run the gateway.? I have run it on both a pi3 and and xu4.
Scott
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Re: Install TWS or IB gateway on Ubuntu and ARM64 bit processor
Derek,
You have to hack the ibgateway script to run correctly on Arm processor.? Do a diff on the attached script to see the changes I made to run the gateway.? I have run it on both a pi3 and and xu4.
Scott
On Sat, Sep 8, 2018 at 5:20 AM, Derek Fung <ibmderekfung@...> wrote: Hi Richard,
Apologize for the late response.? Last week was engaged with other urgent things.
Yes, I am interested to try, please share with me.??
And which version of Orace Java for ARM that I should install?
Thanks!
Derek On Tue, Sep 4, 2018, 01:22 Richard L King < rlking@...> wrote: I think the problem here is that the TWS and Gateway installers now include their own ‘hidden’ copy of Java, this being an Oracle Java that I pretty much guaranteed to work well with that particular version of TWS/Gateway. The rationale for this is that a) it means the user doesn’t have to take the trouble to install and maintain a suitable Java version; and b) this should reduce support problems for IB because in theory the user will not accidentally use an incompatible Java version. ? Now, the actual Java compiled class files, being pure Java, are I believe identical on all platforms for TWS and Gateway, and should run with any Java VM. So in theory you should be able to install TWS/Gateway on another machine (Ubuntu perhaps or even Windows) and then just copy the relevant jar files over to the ARM machine. You’d then need to install a suitable Java on the ARM machine: I don’t know whether Oracle produce a Java version for the ARM architecture, but if they don’t you might be able to find another implementation. Ah, I’ve just discovered that indeed Oracle do support ARM. ? Once you’ve got the JAR files and the Java runtime in place, it should just be a matter of using an appropriate Java command with the correct arguments to start the thing off. I can help with that because that’s exactly what IBC/IBController do under the covers. ? So if you think this might be an avenue worth pursuing, then please let me know and get Oracle Java installed . I’ll then post the details of which jar files to copy, and the appropriate Java command (I can’t be bothered to go and look this up unless you’re actually going to use it). ? Needless to say, there’s no guarantee this will work, but there’s also no obvious reason why it won’t. ? Richard ? ? ? ? This is the error screen I have.? Seems it is related to Java.? Hey Derek,
I use ubuntu all the time for my gateway and tws machines, the ARM64 thing might be a bit odd though, I've no experience with that.
Does it state that your java version is wrong or is that a guess? If its as statement then it's a fairly good thing to look at updating, if it's a guess, well... ummm... maybe?! Best wishes, M ? On 3 September 2018 at 17:06, Derek Fung <ibmderekfung@...> wrote: Hi, Has anyone installed TWS or IB gateway successfully on ARM64 bit processor and Ubuntu?? I have problem in installation. Guess it is because the JVM is not supported.? Any suggestion?
--
(T) +44 (0) 131 2202413 ?? (M) +44 (0) 7528 551604 ? (W)
Gulfstream Software - Winner Risk Management Awards 2010
This message is subject to :
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Re: Install TWS or IB gateway on Ubuntu and ARM64 bit processor
Hi Richard,
Apologize for the late response.? Last week was engaged with other urgent things.
Yes, I am interested to try, please share with me.??
And which version of Orace Java for ARM that I should install?
Thanks!
Derek
On Tue, Sep 4, 2018, 01:22 Richard L King < rlking@...> wrote: I think the problem here is that the TWS and Gateway installers now include their own ‘hidden’ copy of Java, this being an Oracle Java that I pretty much guaranteed to work well with that particular version of TWS/Gateway. The rationale for this is that a) it means the user doesn’t have to take the trouble to install and maintain a suitable Java version; and b) this should reduce support problems for IB because in theory the user will not accidentally use an incompatible Java version. ? Now, the actual Java compiled class files, being pure Java, are I believe identical on all platforms for TWS and Gateway, and should run with any Java VM. So in theory you should be able to install TWS/Gateway on another machine (Ubuntu perhaps or even Windows) and then just copy the relevant jar files over to the ARM machine. You’d then need to install a suitable Java on the ARM machine: I don’t know whether Oracle produce a Java version for the ARM architecture, but if they don’t you might be able to find another implementation. Ah, I’ve just discovered that indeed Oracle do support ARM. ? Once you’ve got the JAR files and the Java runtime in place, it should just be a matter of using an appropriate Java command with the correct arguments to start the thing off. I can help with that because that’s exactly what IBC/IBController do under the covers. ? So if you think this might be an avenue worth pursuing, then please let me know and get Oracle Java installed . I’ll then post the details of which jar files to copy, and the appropriate Java command (I can’t be bothered to go and look this up unless you’re actually going to use it). ? Needless to say, there’s no guarantee this will work, but there’s also no obvious reason why it won’t. ? Richard ? ? ? ? This is the error screen I have.? Seems it is related to Java.? Hey Derek,
I use ubuntu all the time for my gateway and tws machines, the ARM64 thing might be a bit odd though, I've no experience with that.
Does it state that your java version is wrong or is that a guess? If its as statement then it's a fairly good thing to look at updating, if it's a guess, well... ummm... maybe?! Best wishes, M ? On 3 September 2018 at 17:06, Derek Fung <ibmderekfung@...> wrote: Hi, Has anyone installed TWS or IB gateway successfully on ARM64 bit processor and Ubuntu?? I have problem in installation. Guess it is because the JVM is not supported.? Any suggestion?
--
(T) +44 (0) 131 2202413 ?? (M) +44 (0) 7528 551604 ? (W)
Gulfstream Software - Winner Risk Management Awards 2010
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Re: close all positions and cancel all open orders
It is in the sample java application, if you run it you'll see buttons to do exactly that.
Best wishes,
M
Hi,
I would like to cancel all open orders and close all positions.
Does anyone has an example code? (JAVA API)
Thanks.
?
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close all positions and cancel all open orders
Hi,
I would like to cancel all open orders and close all positions.
Does anyone has an example code? (JAVA API)
Thanks.
?
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Re: Latency of reqTickByTickData
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El 7 sept 2018, a las 22:46, michaelIC via Groups.Io < michael.i.c@...> escribió: My bad.
I had a nagging thought, so I checked the log files from those runs.
The units across the bottom are not seconds, but the poll number.
The polls were done every three seconds.
So 1 is the first.
2 is the second, three seconds after the first.
3 is the third, three seconds after the second, etc..
So #20 is one minute into the run.
#40, two minutes.
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Re: Allow OCA functionality on conditional cancellations
I sometime submit OCA groups with, for example, multiple profit targets (each profit target trying to close the entire position); for a long position, a higher profit target at first, and if that first profit target is not met, then the order expires, and another, lower profit target order becomes active (subsequent profit targets have a good after equal to a previous order's good till). I wouldn't want the entire OCA group to be cancelled when the first, higher profit target's good till time is reached.
Jimmy
On Fri, Sep 7, 2018 at 6:55 PM Orionn via Groups.Io <psmiranda= [email protected]> wrote: Currently, OCA orders are only canceled if an order in the OCA group is either manually canceled or filled. If an OCA order is canceled by a good-til-date condition or by a conditional cancel price condition then the other orders in the same OCA group are not canceled. I find this logic surprising and, in my opinion, flawed. I would like to see orders in the same OCA group be canceled if another order in the same OCA group is canceled due to a good-til-date condition or a conditional cancel price condition. This issue is not API specific as orders generated in TWS also show this behavior.
In case anyone else would like the OCA functionality improved, you may vote and comment at the following New Features Poll entry:
Thank you.
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Alex Giul
