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Re: Problem with RTD and Excel

 

Sorry, I forgot to look at my API version. I am running 10.30.01 for
my TWS_API. I had updated that when I had to replace my laptop and
found that the newer version was working fine with my older version of
the workstation.

On Fri, Jan 17, 2025 at 1:02?PM nfhill11 via groups.io
<nfhill11@...> wrote:

Thanks.

I just fixed it by downloading and installing the latest TWS API. Apparently you should download the latest version of the API along with TWS/IB Gateway to ensure everything works together. Weekend saved!
Re: Strange Behavior After TWS Update on Old API

 

More like a couple weeks probably to make sure everything's working as expected.? I'm dreading it.? I think I did solve the problem though.? Updating to 10.33.1e seems to have fixed things, thank god.? I can delay the pain longer...
Re: Strange Behavior After TWS Update on Old API

 

You might want to roll up the sleeves, get a few six packs of something, and clear a weekend for the refactoring, Adam. I am not sure which exact API level your old TWS had, but I am sure there have been a lot of changes in classes and method signatures.

One quick thing you could check is the field "Show Trades for:" in the TWS "Trade History" window. That is the maximum time frame TWS API will return historical execution reports for, The default is "since mid-night" but you can select it to be up to "7 days". But just in TWS and not in IBGW.

闯ü谤驳别苍

?

?
On Fri, Jan 17, 2025 at 12:57 PM, Adam S. wrote:

I was successfully running my code using TWS 10.19.2a with IbPy (an old python 2.7 TWS API) due to tons of legacy code.? I installed the latest standalone stable TW, version 10.30.1, logged in, and then noticed the API had problems.? No problem I thought, I'll just go back to TWS 10.19.2a, but now it too is having the same problems that only showed up once I installed 10.30.1t. I wondered if the issue was a setting somewhere being changed because installing the newer TWS destroyed my settings, but I think I have everything back to how it was before and the API problems I'm facing don't seem obviously settings related.
?
In particular, requesting trade executions and open orders often incorrectly return nothing now.? Both requests will still return their final terminating/done-with-request messages, just no actual data execution or open order info like they should.? When they fail, they consistently fail and return nothing.? Then suddenly, for reasons I cannot figure out, they'll start working again consistently only to eventually start consistently failing again.? Updating TWS also gave me the bug of the open order handler suddenly receiving an extra field, but that was easy enough to deal with.
?
Does anyone have any idea what the problem could be or have any ideas?? I've been putting off refactoring to the IBKR's API because it will take A LOT of rewriting and testing.
?
?

?
Strange Behavior After TWS Update on Old API

 

I was successfully running my code using TWS 10.19.2a with IbPy (an old python 2.7 TWS API) due to tons of legacy code.? I installed the latest standalone stable TW, version 10.30.1, logged in, and then noticed the API had problems.? No problem I thought, I'll just go back to TWS 10.19.2a, but now it too is having the same problems that only showed up once I installed 10.30.1t. I wondered if the issue was a setting somewhere being changed because installing the newer TWS destroyed my settings, but I think I have everything back to how it was before and the API problems I'm facing don't seem obviously settings related.
?
In particular, requesting trade executions and open orders often incorrectly return nothing now.? Both requests will still return their final terminating/done-with-request messages, just no actual data execution or open order info like they should.? When they fail, they consistently fail and return nothing.? Then suddenly, for reasons I cannot figure out, they'll start working again consistently only to eventually start consistently failing again.? Updating TWS also gave me the bug of the open order handler suddenly receiving an extra field, but that was easy enough to deal with.
?
Does anyone have any idea what the problem could be or have any ideas?? I've been putting off refactoring to the IBKR's API because it will take A LOT of rewriting and testing.
?
?
Re: Problem with RTD and Excel

 

Thanks.
?
I just fixed it by downloading and installing the latest TWS API.? Apparently you should download the latest version of the API along with TWS/IB Gateway to ensure everything works together.? Weekend saved!
Re: Problem with RTD and Excel

 

I just got warnings about 10.19 no longer being supported also, so I
installed the new 10.33.1e version (Latest Version) and all of my
stuff is working. But, I am using TWS and not the Gateway.
Best of luck!
Jim

On Fri, Jan 17, 2025 at 12:28?PM nfhill11 via groups.io
<nfhill11@...> wrote:

Hi Jim

I'm having the same issue when attempting to upgrade from IB Gateway v10.19 to v10.30 (as v10.19 will stop functioning in March). Did you ever find a longer fix to this issue or are are still using the older TWS/Gateway versions?

Any pointers would be great!

Thanks
Nick
Re: Problem with RTD and Excel

 

Hi Jim
?
I'm having the same issue when attempting to upgrade from IB Gateway v10.19 to v10.30 (as v10.19 will stop functioning in March).? Did you ever find a longer fix to this issue or are are still using the older TWS/Gateway versions?
?
Any pointers would be great!
?
Thanks
Nick
Re: Delphi and TWS

 

Could you help me implement my own connection?
?
Thanks.
Re: Delphi and TWS

 

This is enough now.

Delphi, Pascal, Lazarus, and problems with home-grown TWS API message serializers/deserializers are out of scope for our group. I did let it go for a little so that interested parties could find each other.

But any detail discussions and customer service topics for non-IBKR TWS API implementations need to be handled somewhere else, not in front of our 6,000++ members who do not use any of these.

I am sure you understand.

闯ü谤驳别苍

?

On Thu, Jan 16, 2025 at 04:30 PM, Chucky wrote:

Yeah??? Well where was the damn Lazarus app? There was no such app in the file I downloaded but you advertised that it run on Lazaus. Maybe you added? later but it wasn't in the version you sold me. So if you don't want ppl bad mouthing your software stop advertising unsupported features. Maybe you do now offer the lazarus app, but you didnt when I purchased it.
Re: Delphi and TWS

 

Yeah??? Well where was the damn Lazarus app? There was no such app in the file I downloaded but you advertised that it run on Lazaus. Maybe you added? later but it wasn't in the version you sold me. So if you don't want ppl bad mouthing your software stop advertising unsupported features. Maybe you do now offer the lazarus app, but you didnt when I purchased it.
Re: IB's New automated trading system questionnaire

 

My understanding is that it does not depend on the type of instrument. But that it applies to all customers who use an automated trading system, i.e. without the account owner actively monitoring the trading screen.
Re: IB's New automated trading system questionnaire

 

I do not know what criteria is being used to determine who? the questionnaire applies to.? I remember no mention of the type of instrument.? It seemed like it was designed to evaluate how well your automated trading handles errors.? The concern being you might trigger some sort of market disruption (for example, Knight Capital in 2012) if your trading goes off the deep end.
Construct quote with greeks and prices

 

Trying to create a quote based on ticks coming from "reqMktData".?
Simplified code below.?
?
Question: There are two separate callbacks for option greeks and prices and both are important for my strategy but at the moment callback for prices is almost always executed before callback for greeks, so "PointStream" often receives quote with prices but without greeks. Is there an easy way to make sure that before I send final quote to the stream, its greeks are already calculated??
?
void SubscribeToPoints(Contract contract)
{
? var point = new PointModel();
? void subscribeToComs(TickOptionMessage message)
? {
? ? point.Delta = message.Delta;
? ? point.Gamma = message.Gamma;
? ? point.Theta = message.Theta;
? ? point.Vega = message.Vega;
? ? point.Sigma = message.ImpliedVolatility;
? }
? void subscribeToPrices(TickPriceMessage message)
? {
? ? switch (message.Field)
? ? {
? ? ? case PropertyEnum.BidSize: point.BidSize = message.Data; break;
? ? ? case PropertyEnum.AskSize: point.AskSize = message.Data; break;
? ? ? case PropertyEnum.BidPrice: point.Bid = message.Data; break;
? ? ? case PropertyEnum.AskPrice: point.Ask = message.Data; break;
? ? ? case PropertyEnum.LastPrice: point.Last = message.Data; break;
? ? }
? ? PointStream(point);
? }
? client.TickPrice += subscribeToPrices;
? client.TickOptionCommunication += subscribeToComs;
? client.ClientSocket.reqMktData(id, contract, string.Empty, false, false, null);
}
Re: IB's New automated trading system questionnaire

 

Hi all -
?
is the questionnaire referenced in this thread specific to class of instrument (eg futures); or does the questionnaire apply to all IBKR customers?

Thanks!
Re: Delphi and TWS

 

Yes of course we can help..... customers.? If you write to us at support, we will help get you started.? Try it.
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Re: conditional order conditioned on execution of buy order only?

 

I think setting a prohibitive limit price on the parent order is also a reasonable way to effectively pause execution when this is preferred over re-submission. My guess about IBKR supporting changing good-after-time for standing orders was based on the fact that it does support changing good-till-date setting, but this setting obviously does not cause the order to pause which could make a critical difference.
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As for cancelling the orders, one thing that would make me hesitate to prefer it over modifying is IBKR's order efficiency ratio guidelines ("OER", IB KB articles 1343/1765) where they count cancellations towards increase of inefficiency and recommend revision over re-submission. So if this happens to be an important consideration in the context of a particular trading method then cancellations are best avoided. However if modifications are used for pausing an order, two such events would be required, effectively equating in number the combination of a cancellation and a new submission. Either way, it should be noted that very frequent client-side hunting for a new limit price without execution will likely be prone to violating IB's guidelines.
?
--
Best,
DS
Re: Delphi and TWS

 

Thanks for your response.
I work mainly with Linux but also with Windows. I have Delphi 12 on Windows and Lazarus on Linux.
I have only tried connecting to TWS with Delphi, and although it does not give errors when I try to connect by telling it the host and port, I cannot connect.
I have not tried it in Lazarus for Linux. Do you have any code?
?
Greetings and thanks.
Re: Delphi and TWS

 

Thanks for your response Chucky.
I work mainly with Linux but also with Windows. I have Delphi 12 on Windows and Lazarus on Linux.
I have only tried connecting to TWS with Delphi, and although it does not give errors when I try to connect by telling it the host and port, I cannot connect.
I have not tried it in Lazarus for Linux. Do you have any code?
?
Greetings and thanks.
Re: Delphi and TWS

 

It works perfectly well on Lazarus.?
Tested in both MacOS and Linux versions of Lazarus.? Even comes with a sample app built in Lazarus.? So, quit saying bad things about my work.
Re: conditional order conditioned on execution of buy order only?

 

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p.s. two relevant threads:
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?/g/twsapi/topic/88826062#msg48954?-- how to pause execution
?
?/g/twsapi/topic/6097221#msg38757-- Can I create a condition to toggle a Limit order between ACTIVE and PAUSED states...
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