Yes document said that would return more than 1000 ticks to finish full second.? I haven’t verify this but I think in lat March SPY could be more than 1000 ticks per seconds.

Hello,

I was surprised, to say the least, to discover that I'm getting delayed data in API (1 hour to be exact). I'm doing the following:?

? ? private static Contract getMicroESFuturesContract() {

? ? ? ? Contract contract = new Contract();

? ? ? ? contract.localSymbol("MESM0");

? ? ? ? contract.secType("FUT");

? ? ? ? contract.currency("USD");

? ? ? ? contract.exchange("GLOBEX");

? ? ? ? return contract;

? ? }

? ? public void subscribe(int tickerId, Contract contract, String period,

? ? ? ? ? ? ? ? ? ? ? ? ? boolean reqRealTimeBars, boolean reqTickByTickData, boolean reqMarketDepth, boolean reqHistoricalData) {

? ? ? ? if (reqRealTimeBars) socket.reqRealTimeBars(tickerId, contract, 5, "MIDPOINT", false, null);

? ? ? ? if (reqTickByTickData) {

? ? ? ? ? ? socket.reqTickByTickData(tickerId, contract, "AllLast", 0, false);

? ? ? ? ? ? socket.reqTickByTickData(tickerId + 1, contract, "BidAsk", 0, false);

? ? ? ? }

? ? ? ? if (reqMarketDepth) {

? ? ? ? ? ? socket.reqMktDepth(tickerId, contract, 8, true, null);

? ? ? ? }

? ? ? ? if (reqHistoricalData) {

? ? ? ? ? ? //socket.reqHistoricalData(tickerId, contract, "", period, "1 day", "TRADES", 0, 1, false, null);

? ? ? ? ? ? //int tickerId, Contract contract, String endDateTime, String durationStr, String barSizeSetting, String whatToShow, int useRTH, int formatDate, boolean keepUpToDate, List<TagValue> chartOptions

? ? ? ? ? ? socket.reqHistoricalData(tickerId, contract, "", period, "5 secs", "BID_ASK", 0, 1, false, null);

? ? ? ? }

? ? ? ? socket.reqMktData(tickerId, contract, "233", false, false, null); //RTVolume

? ? ? ? socket.reqPositions();

? ? ? ? socket.reqIds(-1);

? ? }

And then call:?

?

subscribe(Configuration.MES_CONTRACT_ID, getMicroESFuturesContract(), LOOKBACK_UNITS_PERIOD + " S",

? ? ? ? ? ? ? ? true, true, true, true);

Any ideas why I'm getting delayed data?

You can't assume that everything will work all the time. What happens if you have an open position but your program stops working?

You need to defend against outages. The extent you go to will depend on your circumstances and needs.

If you only use bracket orders then it's just lost opportunity cost. If you manage open positions then it could get costly to not be able to send an exit order.

On 6/2/2020 6:08 AM, Susan Smith wrote:

Hi all, can anyone please kindly advise is that highly recommended to include "watchdog" function in every program?
I need some advice on whether I should include watchdog in my program.

I recently wrote a program to automatically buy and sell a certain securities based on their price (i.e. buy when price > y and sell when price < z)
The program run around the clock.

I'm new to Python and as I browse through topic history in this group I saw that many people talking about using "watchdog".
I tried to do some research on it but so far I only know it can print some alerts if there is any connection issue (I'm sure it's much more than that).

When I was trading manually with TWS, the connectivity issue that I realized are:
1) daily mandatory restart of TWS (I have set a specific time for this and I make sure I'm in front of the computer on that time to relogin so it's ok with it)
2) internet connectivity issue (sometimes it will pop up a window saying "attempting to reconnect" probably due to internet issue, usually after a few minutes the tws will be running again, as I observed the api is still connected with tws even it has connectivity issue in between, so it seems should be no issue for my program to keep running in this case?)

My program is not aimed for downloading historical data, just for sending orders if certain price criteria is met.

In my case, is the watchdog function necessary for me?
Usually what is the reason for people using watchdog in ib api?

Thanks so much for your advice in advance!