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Re: Anybody uses TWS API and Nanex datafeed?

Jeff Han
 

Hi Alex,

I was using Nanex over a year ago, and considering to use it again

at that time, the exg_time timestamp from NxCoreHeader and nxc_time timestamp from NxCoreSystem were ranging from 20ms to over several seconds, so I gave up on them.

they were saying they would update the system and got the time (from exchange time to their processing time under a few milliseconds), what's the delay looking like nowadays?

Thanks
Jeff
Program finishes before EWrapper stops

 

Good Morning,?

I have noticed that the EWrapper will still receive info even after the program has finished e.g. historical data. I have found this annoying because I want the program to finish only after the EWrapper has finished. I have been able to manage this so far by creating a while loop that stops once the the EWrapper has stopped. i.e. I will put a counter in whatever EWrapper function I'm using and the while loop will stop once the counter has reached some number.?

Does anyone have a (much) better idea? I've been trying to understand how the threading works with no avail.?

Cheers,?
Re: Bracket Order Quantity is capped.

 

You are correct in that the order quantity for any child order is fixed to the quantity of the parent order. You can't change that.
I guess that you will need to change your orders such that the last take profit and stop loss orders are not linked to any parent order. I'm not sure if you can do that in TWS (having the orders reside at either IB or the exchange), or that you will need to write code to continuously monitor your position size and submit orders based off of that.
Bracket Order Quantity is capped.

 

Hello,

You can see below the submission of orders from API. So my intention is first have a buy limit order, then either take profit if price go up or buy more if price goes down and then open take profit and stop loss for the whole quantity. All is good as you see in the picture below, unless for the quantity of the last take profit and stop loss. I set it in the code as 400 but it is always capped to 200, I think because it checks that the parent size is 200. Any idea how to get around this?




Thanks,
Ahmed.?

orders.png

Re: API used to link from trade service to client account

 

¿ªÔÆÌåÓý

When I look here:

and click 'Compare API Features' then the TWS api has a lot to offer. Combined with the so-called 'Broker Transmit' offered by Collective2 is an easy way to distribute trading signals to other broker accounts.

I'm not too familiar with FIX/CTCI, but what is a strong use case for that type of connection?

Regards,

Raoul


On 26-11-2020 17:32, Josh via groups.io wrote:

Most Collective2 trading uses a FIX/CTCI connection.

Re: disconnects on paper trading gateway (no other connections)

LS
 

Hi there!

Are there any uncommon?error messages returned??

In my?experience it could be caused by api requests overhead.
Try to limit all your requests to TWS to 50/sec (20ms - 30ms for request).

§á§ä, 27 §ß§à§ñ§Ò. 2020 §Ô. §Ó 14:56, <forexdude1234@...>:

Hi folks, having a very painful problem.? IB is disconnecting my paper trading account at odd times and doesn't reconnect without re-starting the gateway.? ?For an automated trading system, this is a serious issue.

Do I need to fund my main account?? I was about to, just polishing off the code before I did.

Anyone else have this problem and know the exact cause?? Should I expect this behavior with the live system?? If so, that is a problem!

disconnects on paper trading gateway (no other connections)

 

Hi folks, having a very painful problem.? IB is disconnecting my paper trading account at odd times and doesn't reconnect without re-starting the gateway.? ?For an automated trading system, this is a serious issue.

Do I need to fund my main account?? I was about to, just polishing off the code before I did.

Anyone else have this problem and know the exact cause?? Should I expect this behavior with the live system?? If so, that is a problem!
reqMatchingSymbols issue resolved

 

¿ªÔÆÌåÓý

For all who use this method from time to time. The issue has been resolved and it is working fine again.

?

Note: I can only confirm that for use with Excel VBA.

?

Regards,

Marc

?

?

?
Re: SEDOL SecID support discontinued?

 

Unfortunately no, SEDOLS aren¡¯t available from the API.
Re: API used to link from trade service to client account

 

Most Collective2 trading uses a FIX/CTCI connection.
Re: Cancel Take Profit on fulfillment of the parent of another bracket order

 

Try to make parent(2) a child of parent(1), and create a common OCA group between child(1) and parent(2)
Cancel Take Profit on fulfillment of the parent of another bracket order

 

Hi,

I have the following scenario but I don't know what is the best way to handle in terms of order types.?

First I have a bracket order: parent order(1) + take profit child(1)
Second, I have another bracket order for same symbol: parent order(2) + take profit child (2) + stop loss child (2)

for? "take profit child(1)" and "parent order(2)", if one of them is executed I want the other to be cancelled.?

Hope this is clear, and thanks in Advance!
Ahmed.?
Re: Change of Timezone specs in contract details?

 

Yes indeed the IDs are in the database though roughly about half of them are deprecated. Unless these get completely removed from the db this still looks like a good step towards elimination of the poorly undocumented IDs used in the API previously.
Re: Change of Timezone specs in contract details?

 

The time zone IDs seem to be from the tz database: https://en.wikipedia.org/wiki/List_of_tz_database_time_zones

From python pytz can handle them: https://pypi.org/project/pytz/
Re: API used to link from trade service to client account

 

Have you tried checking the Collective2 agreements that you have acknowledged that allow Collective2 to trade your IB account ? Or have you tried asking the Collective2 team directly ? On a side note, I have developed two tools related to this subject, OrderReplicator and IBtoC2 that may be of interest to some.

--

Re: Change of Timezone specs in contract details?

 

Thank you! That sure is quite some hodgepodge but at least it now kind of looks like fully disclosed.
Re: Change of Timezone specs in contract details?

 

It seems that IB recently changed their format.

Too bad thay didn't seize the opportunity to go with IANA standard, but at least they are documented : they look like a mixed bag of IANA, legacy and three-letter codes.
Change of Timezone specs in contract details?

 

What's up with timezones in TWS API contract details today? I've got all my algos messed up today on startup due to what is obviously a change of Timezone specifications. I use a custom dictionary to convert from proprietary IB timezone specifications to IANA timezones to get trading hours for my task scheduler and work within a common standard.?US stocks in the API are now in timezone named "US/Eastern". Didn't see it coming and can't figure out if it's a welcome change to some standard specification (not IANA though since that would be "America/New_York"), or to yet another proprietary format that needs to be guessed?
Re: API used to link from trade service to client account

 

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Hello,

I'm on Collective2 as a trader, and would like to know this as well. Having a sort of 'master-account' sending out trading signals to clients which are then executed instantly on their account (avoiding the cost of C2/Quant/etc for both the trader and investor). But also, I'm pretty sure we can not use those ourselves. There's a lot of regulation, customer protection and privacy involved, so as far as I know this is impossible.

Your best option would be to apply for a special IB account, 'friends and families' I believe, where you can manage up to 15(?) client accounts. But if anyone knows something better, I would gladly hear about this too.

Thanks,

Raoul


On 24-11-2020 05:06, kav wrote:

Hello,

Which IB API type does a service like Collective2 or Quant Connect use to send trades from their platform to client accounts?

Thanks

Re: Check if order has completed

 

great news!? good luck!
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