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Re: Real time market scanner

Matt Gundersen
 

Richard, check out these projects - they may have tools to fetch data
from Yahoo or other sources...



Also, if you goto www.sourceforge.net - or this link:



There are all kinds of open source tools to fetch from Yahoo.
Probably fetch from other sources...

And... Check these out - they may have some stuff built in that
already does what you want...


--- In TWSAPI@..., "Richard" <rwk2095@...> wrote:

--- "fox97us" <dec2003@> wrote:
.. write a scanning program with my own code --> send to a server
that has real time and historical data --> get back signals.
Any companies provide such service? Lots of market scanners
available now only have pre-defined creteria I can choose. I can't
get what I want.

I have been thinking about doing that with Yahoo:


The price is good ($11/month), but the interfact would be primitive.

Good luck!


Re: Stop Loss and Trailing Stop

 

Stop Loss- should be triggered to a market order at the price you
specify, you should be able to specify if its triggered by the bid ask
or last trade.( don't know how to do that)
Trailing stop loss - you specify the "spread" from the current price.
So lets say you had a sell trailing stop of 1 for the current price of
20. Your stop should get triggered 1 point below the current price
from the moment you enter the order. If stock moves to 20.5 after you
entered the order your stop rises to 19.5. if the stock drops to 19,
your stop loss is triggered.
If you have a buy showing up instead of a sell you can change it manualy

--- In TWSAPI@..., "rdcurrie2001" <currie-s@...> wrote:

I need a little help unerstanding the logic of the stop loss and
trailing stop procedures within IB. I understand the functions they
play but when I try to enter either of these I get confussed.

The only way I can get to the stop loss or traing stop functions is to
first enter a sell order which shows up as a day limit order. I then
click on the sell box to pull down the stop loss or trailing stop
functions. I now have an additional buy line with a STP function
shown.

My question is how do these two orders work together in order to stop
a falling stock. I wanted to execute this procudure this morning but
as it became unclear I decided not to go forward and ask anyone to
help me understand.

I am sure this is basic stuff but bear with me please.

Thanks!!!


Re: Real time market scanner

Richard
 

--- "fox97us" <dec2003@...> wrote:
.. write a scanning program with my own code --> send to a server
that has real time and historical data --> get back signals.
Any companies provide such service? Lots of market scanners
available now only have pre-defined creteria I can choose. I can't
get what I want.

I have been thinking about doing that with Yahoo:


The price is good ($11/month), but the interfact would be primitive.

Good luck!


Problem with updates using TWSAPI and paper trading account

sellwhenibuy
 

I have a problem with a VB.NET application I am building against the
TWSAPI. I have only used the application against a paper account so far.
After a few minutes of operation updates either the bid or ask of
several stocks stop updating. They do not update on the TWS screen and
no updates come through the API either. Is this a common problem?
Something only with paper accounts? Any hints or ideas would be very
appreciated.
Thanks


Re: Trade two accounts from one screen?

 

--- In TWSAPI@..., "a6rtury" <6rtury@...> wrote:

If I have trading rights for another person's IB account, can I trade
both my account and the other account when I make a trade -- without
having 2 instances of TWS open and switching between them? I do my
trading from IB's TWS standalone screen.

I'm assuming there would have to be some special setup with IB so that
the second account would somehow be linked to mine. Is this possible?
You should apply to open a friends & family account


Trade two accounts from one screen?

a6rtury
 

If I have trading rights for another person's IB account, can I trade
both my account and the other account when I make a trade -- without
having 2 instances of TWS open and switching between them? I do my
trading from IB's TWS standalone screen.

I'm assuming there would have to be some special setup with IB so that
the second account would somehow be linked to mine. Is this possible?


Stop Loss and Trailing Stop

 

I need a little help unerstanding the logic of the stop loss and
trailing stop procedures within IB. I understand the functions they
play but when I try to enter either of these I get confussed.

The only way I can get to the stop loss or traing stop functions is to
first enter a sell order which shows up as a day limit order. I then
click on the sell box to pull down the stop loss or trailing stop
functions. I now have an additional buy line with a STP function
shown.

My question is how do these two orders work together in order to stop
a falling stock. I wanted to execute this procudure this morning but
as it became unclear I decided not to go forward and ask anyone to
help me understand.

I am sure this is basic stuff but bear with me please.

Thanks!!!


RE : [TWS API] Pb DDE

martinod
 

Yes, I had to return to the previous one.

This is what IB support told me :

Dear Trader,

Sorry, to hear you are having issues with the API, to resolve your issue
please
upgrade to the beta API component.


c

Please use the beta and let us know if you have any other issues.


Regards,

AL,

-----Message d'origine-----
De : TWSAPI@... [mailto:TWSAPI@...] De la part
de brissetx
Envoy¨¦ : jeudi 27 avril 2006 21:16
? : TWSAPI@...
Objet : [TWS API] Pb DDE

Hello

Yesterday i got a new version of twstrader 858.4
then my DDE link doesn t work ...

Have you the same problem

thanks






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Pb DDE

brissetx
 

Hello

Yesterday i got a new version of twstrader 858.4
then my DDE link doesn t work ...

Have you the same problem

thanks


VOL trading broken in 8.84

 

8.84 seems to have broken VOL trading for me. The older version had a
deltaNeutral property which could be set to true. Now instead there is
a deltaNeutralOrderType property. But regardless of what order type I
select, I don't get the stock trade with the option trade.

Also, it looks like regardless of what Implied Vol I set, the option
is bought at the current market price.

In addition, using TWS I can no longer place a vol trade using the
demo login.


Real time market scanner

fox97us
 

Hello, all

I am trying to develop a real time market scanner. I think there two ways
to do it.

1) get real time data --> import into my database --> do scanning at my
local computer. However, IB TWS has a limit of 100 symbols at same
time. Is there any way I can circimvent it?

2) write a scanning program with my own codes --> send to a serve has
real time and historical data --> get back signals.
Any campanys provide such service? Lots of market scanners avaible
now only have pre-defined creteria I can choose. I can??t get what I want.


Thanks a lot

Fox97us


Re: TWS 857

Barnet Wagman
 

Marius Kjeldahl wrote:
I read something about this recurring problem (assuming you are talking about
the linux/unix release). If you move the login window outside of the screen
centre before logging in, the splash will appear (and not disappear), but you
can see what is really going on; after logging in it prompts that an upgrade is
available and asks if you want to download it. Click yes/no, and login proceeds.
The popup with this question is never seen when the login window is beneath the
splash, so the question can not be answered and login never completes.

At least that is what I found with the latest release.

My workaround was to download the jar's individually (again).

I've run into that problem in the past but had forgotten about it. I do
think that there was something else going on this time. I usually use
IBController, which handles that popup.


Re: TWS 857

Marius Kjeldahl
 

I read something about this recurring problem (assuming you are talking about the linux/unix release). If you move the login window outside of the screen centre before logging in, the splash will appear (and not disappear), but you can see what is really going on; after logging in it prompts that an upgrade is available and asks if you want to download it. Click yes/no, and login proceeds. The popup with this question is never seen when the login window is beneath the splash, so the question can not be answered and login never completes.

At least that is what I found with the latest release.

My workaround was to download the jar's individually (again).

Marius K.

Barnet Wagman wrote:

I suspect that the problem has something to do with the information that
TWS writes to one of the files in IBJts/dhohopwus. After I ran into the
'splash' problem, I installed a 'fresh' copy of 857.7, which recreates
those files (without my settings, of course). With the re-created
dhohopwus files, I was able to login successfully with 857.7.
However, I've download the 858.4 jars, and they seem to work.
PS Whatever the problem is, it has nothing to do with the splash itself;
presumably TWS doesn't dispose of it until login is complete, which
never happened.
Yahoo! Groups Links


Re: TWS 857

Barnet Wagman
 

I suspect that the problem has something to do with the information that
TWS writes to one of the files in IBJts/dhohopwus. After I ran into the
'splash' problem, I installed a 'fresh' copy of 857.7, which recreates
those files (without my settings, of course). With the re-created
dhohopwus files, I was able to login successfully with 857.7.

However, I've download the 858.4 jars, and they seem to work.

PS Whatever the problem is, it has nothing to do with the splash itself;
presumably TWS doesn't dispose of it until login is complete, which
never happened.


Re: FYI) Interesting autologin behavior on MacOSX

Jeff
 

After I downloaded the newest OSX java update on
Sunday. The new version window started popping
up...:(

--- Jeff <smawhoo@...> wrote:

Currently 1.5.0 on tiger. But samething applied on
my old panther
(which had jvm 1.4.2)

On Apr 3, 2006, at 12:18 PM, Brant Hahn wrote:

What JVM version are you using?

Jeff <smawhoo@...> wrote: Folks,

Just FYI.

People complained about the failure of auto-login
almost every time
they were
forced to upgrade TWS. I have noticed for some
reason that I *NEVER*
got the
upgrade popup on MacOSX platform with the old
Autologin.

I think it is the same unix/linux tws version on
macosx, but they
acted differently
regarding the upgrade. I did not dig into this
but guessed it is
something related to
java on different platforms.

-- J



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Re: What's the diff between reqOpenOrders and reqAllOpenOrders?

 

It's highly uncommon to say this with regards to TWS, but in this case RTFM :)

Method : reqOpenOrders()
Notes : Call this method to request the open orders that were placed from this client. Each open
order will be fed back through the openOrder1(), openOrder2(), openOrder3(), and orderStatus()
events.

NOTE: The client with a clientId of 0 will also receive the application-owned open orders. These
orders will be associated with the client and a new orderId will be generated. This association
will persist over multiple API and application sessions.

Method: reqAllOpenOrders()
Notes: Call this method to request the open orders that were placed from all clients and also from
the application. Each open order will be fed back through the openOrder1(), openOrder2(),
openOrder3(), and orderStatus() events.

NOTE: No association is made between the returned orders and the requesting client.

From

SSB


--- Jay Strauss <tws@...> wrote:

Hi,

This may seem obvious to some but, What's the diff between reqOpenOrders and
reqAllOpenOrders?

I've been testing by placing the order via the TWS only.

In my testing, both methods give back the same results. If I use clientId =
0, with either method call I get back "ALL" open orders. If I use clientId
<> 0 then I do NOT get back anything, since I have not placed any orders thru
the API with the same clientId

thanks
Jay

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What's the diff between reqOpenOrders and reqAllOpenOrders?

Jay Strauss
 

Hi,

This may seem obvious to some but, What's the diff between reqOpenOrders and
reqAllOpenOrders?

I've been testing by placing the order via the TWS only.

In my testing, both methods give back the same results. If I use clientId =
0, with either method call I get back "ALL" open orders. If I use clientId
<> 0 then I do NOT get back anything, since I have not placed any orders thru
the API with the same clientId

thanks
Jay


Re: My order does not get through

Robert Carey
 

Replace "NASDAQ" with "SUPERSOES"
"NASDAQ" in that field should throw an error. I believe code 321, "Error validating request:-'PlaceOrder' : cause - Invalid side field was entered"
RCarey


Re: My order does not get through

 

Luis

If your ActiveX control's name is AxTws1, then your event handlers should be
called AxTws1_orderStatus, AxTws1_errorMsg, etc.

You seem to have called them Tws1_orderStatus, etc - they are never going to
be called!

Richard

-----Original Message-----
From: TWSAPI@... [mailto:TWSAPI@...]On Behalf Of
Luis C. Uribe
Sent: 21 April 2006 00:03
To: TWSAPI@...
Subject: [TWS API] My order does not get through


I am working in vb.net 2005 and here is my function to test placing an
order:



Private Sub PlaceOrder()

AxTws1.placeOrder2(0, "BUY", 100, "INTC", "STK", "SMART", "NASDAQ",
"USD", "LMT", _

20, 0, "", "", "", "", "", "")

End Sub



After I execute this to place an order nothing happens, no event raised for
OrderStatus for which I have a handler:



Private Sub Tws1_orderStatus(ByVal eventSender As System.Object, ByVal
eventArgs As AxTWSLib._DTwsEvents_orderStatusEvent) Handles
AxTws1.orderStatus

Dim msg As String

msg = "order status: orderId=" & eventArgs.id & " client id=" &
eventArgs.clientId & " permId=" & eventArgs.permId & " status=" &
eventArgs.status & " filled=" & eventArgs.filled & " remaining=" &
eventArgs.remaining & " avgFillPrice=" & eventArgs.avgFillPrice & "
lastFillPrice=" & eventArgs.lastFillPrice & " parentId=" &
eventArgs.parentId

MsgBox(msg, MsgBoxStyle.Information, "Order Status")

End Sub



I also have an error handler and that event is not raised either. Any ideas
what is wrong? I know I am connected, I get quotes.



Thanks,



Luis C Uribe











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Re: Two TWS instances on one machine

 

You might want to take a look at virtual computing with either Virtual PC or Virtual Server from Microsoft or one of the VMWare versions for virtual computing. You can make a very small footprint of a single machine environment and then clone it as needed to in effect set up multiple independent instances (either entirely isolated or differential environments). These can share a single data directory on ths host machine (using a shared folders type of setup) where you can put those data files together or aggregate the contents for further analysis.

Very inepensive way to go, single physical machine, multiple virtual machines, easy to back up the environment as necessary. Performance probably is sufficient in this environment collecting the data as long as you have a high-speed connection to the internet available.


----> I suppose I could run each TWS on a separate
computer, but that seems
like overkill -- one TWS per computer.-----
never heard something like this before, running 3 TWS
+ 3 paper trade accounts from single computer+ each of
them communicate with my app via API.

computers are cheap today anyway. i just build one on
celeron D under $200,using brand new parts from
tigerdirect :)



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