outsideRth=True (bool), not OutsideRth='True' (string)

开云体育

tws-api/source/cppclient/client/lib/

Hi,

Has anyone tried entering an order with "fill outside RTH" using the API? I can't seem to get it to work.
Reference: https://interactivebrokers.github.io/tws-api/classIBApi_1_1Order.html

TWS API v9.76.1
Tried the following orders without avail:

??? #Create order object
??? order = Order()
??? order.action = 'BUY'
??? order.totalQuantity = 10
??? order.orderType = 'LMT'
??? order.lmtPrice = 100
??? order.OutsideRth = 'true'

and

??? order.OutsideRth = True # bool

Thank you in advance

Hi 闯ü谤驳别苍?

Since the log4j upgrade requirement was announced I have been trying unsuccessfully to upgrade the gateway on the pi3b. I am going from 978 -> 981. I'm following the same steps I did before per Scott (MochaSatin) advice from above. Unfortunately, I'm seeing some JavaFX errors in the launcher logs as noted in another post.?

I'm using the default (default-jre) package from apt which appears to include OpenJDK-11 from the official raspbian/debian repository. I tried installing OpenJFX from APT as well, but there was no change in behavior in 981.?

I noticed you are saying to use the 64 Bit Oracle Java. Can you confirm how you are installing it and that you can use the 64 Bit Oracle Java on the Pi? My understanding is that the Pi OS is 32bit, so I'm confused why or how you would be installing the 64 bit version. Thanks

Well, did the API source code you have looked at use Base64 encoding?

Thanks @nick can you tell me do i need to encode the data to send to IB in?base64 ??

thanks!!

that is correct, FX market data on15min candles for instance, currently returns only positive returns, for the 4 pairs I have tested, furthermore close doesn't match next open, the simple returns, i.e. (close-open)/open are constant and always positive

• Date: 20211223? 16:45:00, Open: 1.131480, High: 1.131960, Low: 1.131180, Close: 1.131500, Volume: -1, WAP: -1, BarCount: -1
• Date: 20211223? 17:00:00, Open: 1.131400, High: 1.131860, Low: 1.131050, Close: 1.131420, Volume: -1, WAP: -1, BarCount: -1
• Date: 20211223? 17:15:00, Open: 1.131610, High: 1.131780, Low: 1.131420, Close: 1.131630, Volume: -1, WAP: -1, BarCount: -1
• Date: 20211223? 17:30:00, Open: 1.131790, High: 1.132070, Low: 1.131450, Close: 1.131810, Volume: -1, WAP: -1, BarCount: -1
• Date: 20211223? 17:45:00, Open: 1.131870, High: 1.132100, Low: 1.131650, Close: 1.131890, Volume: -1, WAP: -1, BarCount: -1
• Date: 20211223? 18:00:00, Open: 1.132260, High: 1.132720, Low: 1.131940, Close: 1.132280, Volume: -1, WAP: -1, BarCount: -1
• Date: 20211223? 18:15:00, Open: 1.132550, High: 1.132730, Low: 1.132250, Close: 1.132580, Volume: -1, WAP: -1, BarCount: -1

12087792: 'EUR.USD',
12087807: 'EUR.GBP',
15016065: 'EUR.AUD',
12087817: 'EUR.CHF'

Upon further analysis of my logfiles I noticed that not only did reqMktData() on futures contracts fail. Also requests for forex exchange rates failed consistently.
For the time being have I switched back from Gateway version 10.22.2c to 9.81.3c. I hope that there will be more clarity before IB stops supporting this 9.81 version.

Thank you for your detailed reply 闯ü谤驳别苍.
I have sent a ticket to IB and added the logfile to it as well. The text is mostly identical to what I have posted here, plus a few more details related to the logfile I've sent them.

Thank you Jimmy. I'm happy to hear that 981.3g will be supported past December 29th.
My trust in the latest version (10.22) is severely dented by seeing these issues. IB's email was not clear in specifying that the current "stable" version of Gateway would also be updated for the Log4Shell vulnerability. It only mentioned that I should update to the "latest" version.
For the time being I switched back to the 9.81 version which I was running. I will look for the 981.3g version.

You are welcome, Frederick.

We have no working experience with the TWS C++ API since our work is in Java. But I stumbled over the Intel library in the C++ tree when I tried to understand the scope of the code changed between APII versions 985 and 10.11 related to the introduction of the Decimal data type.

Intel did publish the source code for the library and there are several GitHub repositories. You can also grab a copy of the source from Intel directly by following the links in my post:

• From
• Go to
• Go to

Maybe you can simply compile everything together in 64bit.

闯ü谤驳别苍

Thank you for confirming my assumption that 981.3g (++) will be supported as well after December 29, Jimmy.

JG, we have experienced (among others) similar reqMarkertData() issues with "latest" TWS versions 10.10, 10.11, and 10,12 over the last few months. In fact we filed a ticket with a lot of evidence. Data was more stable in the next minor release, just to be broken again two releases later. In our case, certain market data ticks (such as ASK, BID, LAST, ...) would suddenly not be sent any longer while others (such as Level II) would still come in properly, Only a TWS restart would clear the issue (for a short while)

The issue would impact our TWS API client but also TWS itself.? Just yesterday we took some screen grabs of TWS 10.12.2.c. As you can see below, Ask/Bid Price/Size did not change for hours while other ESH2 data items did. We will most likely look at the or a related issue since TWS and IGBG share so much code.

We'd be happy to file another ticket with evidence from several clients in case there are others in the group with market data issues in latest TWS/IBGW versions 10.12.

闯ü谤驳别苍

Hi 闯ü谤驳别苍,

Thanks so much for pointing that out! I had? completely missed that. Ouch! Now the thing is that I'm using the API with Qt 6 and x64 (thus far with API ver 9.85 which works well) but the library appears to be 32 bit as my app compiles all right with with Qt 32 bit kit under Qt 5 but with the new 10.11 TWS API files. So, if I can ask: is there 64 bit version of the Intel library (I tried to google that but didn't get much wiser)? If not, does that mean that all C++ apis are stuck in 32 bit? Then what would be better, keep using 9.85 with 64 bit or move to 10.11 with 32 bit?

Thanks so much again for your help!

Frederick

Yesterday I upgraded Gateway from version 981.3 to 1012.2. IB urged me to do so because of the Log4Shell vulnerability. I have not modified my client software.

I now notice unreliable behavior by Gateway. It is specifically about the reqMktData() function.
I submit reqMktData() for conid 495918893 (futures contract, exchange DTB Germany). I want to receive the current bid and ask prices. The prices are returned by IB. Then I cancel this reqMktData(). Similarly I run this for several other conid's, and all requested prices are received. Based on the received data do I want to place some trades for some of the conid's (not all).

In order to place an order I again submit reqMktData() for conid 495918893. This is about 10 seconds after the previous call to reqMktData() for this contract. I want to receive the current bid and ask prices. This time I receive no response from IB. My software waits 20 seconds before canceling the request. Why do I not receive a reply this time? Some of the other contracts do receive bid&ask prices the second time.

Later that night the same occurs multiple times for other futures contracts: initially a bid & ask price is received. But if my program asks again for it is no data received. This time it relates to futures contracts traded in the US, at the CME exchange.

I have not experienced this behavior with the previous Gateway version.
What is going wrong at IB? Can I rely on Gateway version 1012? At the moment I don't think so.

Isn't that provided by the I ?

We downloaded TWS API 10.11.01 end of October and that version shipped with the Intel library at source/CppClient/client/lib/libbid.lib

闯ü谤驳别苍

I am in the process of upgrading the api from 9.85 to 10.11 and run into this problem:

EClient.obj:-1: error: LNK2019: unresolved external symbol __bid64_to_string referenced in function "protected: static void __cdecl EClient::EncodeField<unsigned __int64>(class std::basic_ostream<char,struct std::char_traits<char> > &,unsigned __int64)" (??$EncodeField@_K@EClient@@KAXAEAV?$basic_ostream@DU?$char_traits@D@std@@@std@@_K@Z)

Doing a search of the source files, I find the line:

extern "C" void __bid64_to_string(char*, Decimal, unsigned int*)

in the file TWS API/source/CppClient/client/Decimal.h.

Now the thing is: I can't find the function?__bid64_to_string?anywhere. Would you have any idea where to find it, or how to solve this? (I am using VS2019, 64bit)

Help is greatly appreciated.

?