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AW: Re: ALL: raw socket interface

 

开云体育

Scott,

?

I agree. In this regard I am a snob. So are the people from IB because they stick on their concept writing their client in Java which works pretty well in my opinion ;-)

?

I was following the discussion on this thread about writing software to the IB API in an open source manner.? This will never take off if you are just extending some quickly hacked VB-scripts.? You rather would need a well designed basic model from which you go on by refinement (without disturbing the interfaces defined in the first place).? Java (and may be C# in the future ;-) is an excellent candidate for such a task. ?I don’t know of any open available model written in Java (I know there is one in Eiffel, which is rather academic in my opinion).

?

So I am just working on such a model and if there is anybody on the thread who is interested in cooperating I would be happy to communicate my ideas off-line.

?

Best regards

Gernot

?

?


Re: ALL: raw socket interface

marinindextrader
 

Gernot wrote:

" I don't know about VB because I prefer to write in a really
structured OO-Language,"

SNOB!

muahahah Just Kidding

heheheh

Scott



--- In twsapi@y..., gernot.ullrich@t... wrote:
May be I misunderstood your question. Actually there is a socket
interface (see jts/SocketClient)
and the Java Interface uses the Socket Interface too. I don't know
about VB because I
prefer to write in a really structured OO-Language, but I think
everything is based on this layer.

Gernot
--- In twsapi@y..., "thestattrader" <TheStatTrader@y...> wrote:
I was thining about writing a raw socket interface to TWS, then
folks
could hit it with perl, c, etc... thought I'd see if there was
any
interest out there.
StatTrader


Re: time stamps

marinindextrader
 

There aint squat for docs and if you email Qcharts they just say
unless your a QDP member they wont give you support. You can use the
object browser on the OCX but it will appear greek unless you know
what your dealing with...It will expose all the Objects, Properties
and Methods...thats how I started with it...

When I got close I was able to get a little help and put the pieces
together...

I can help you ....


Scott



--- In twsapi@y..., "Daniel Rosen" <drosen@g...> wrote:
Scott, Thanks for the info. Looks like Qcharts is just what I need.
Can I assume that just looking at the typelib of their OCX is
sufficient
for figuring it out, or is their some docs?

... Dan


-----Original Message-----
From: marinindextrader [mailto:marinindextrader@y...]
Sent: Wednesday, June 12, 2002 12:52 PM
To: twsapi@y...
Subject: [twsapi] Re: time stamps


I am using the Qcharts OCX and Qcharts feed. I am not part of the
QDP
developers group...too expensive...but I am a paying member for
their
regular live data service.

I have their OCX and have code that calls for the data. There OCX
registers as a result of Qcharts installation, and the object,
property and method syntax can be had.

There has been change in the wind at Q with the switch from Qfeed
to
QDP for deveolopers, and on top of that, you will still need a Live
Data subscription. QDP is delayed, but also includes 24 hour
simulators allowing for testing outside of normal market hours....

QDP has an initiation fee of 300 bucks, costs 160 bucks a month,
and
you will need another 80-150 for live data per month! Can you
believe
that?

Qcharts and Lycos Pissed alot of people off when they instituted
the
QDP program....I understand quite a few folks just said screw it
and
either abandoned QCharts data for further developement, or bailed
altogether....

You can also grab DDE data from Q if you want under the normal
subscription....thier DDE feed and thier XLS plug-in do not use VBA
from what I can tell...it looks like all XLS type scripts...

Of course you will need Qcharts membership...starts at 80 bucks +
exchange fees. Emini is available for 10 bucks.

TAL has an excellent developers program, and a very reliable feed
from what I understand...more than I can say for Q. Bit pricey
though.

Scott


--- In twsapi@y..., "Daniel Rosen" <drosen@g...> wrote:
Which data provider do you use that has an ActiveX component?

... Dan


-----Original Message-----
From: marinindextrader [mailto:marinindextrader@y...]
Sent: Wednesday, June 12, 2002 10:34 AM
To: twsapi@y...
Subject: [twsapi] Re: time stamps


At the risk of being redundent...

Yes it lacks time stamps and there are implications to this.

First off tickPrice and tickSize do NOT pulse concurentley.
Early on with my developement I crafted a TOS (time of sales)
grid.
When I logged on to try it out, the size and price columns
quickley
got out of sync.

Both tickPrice and tickSize only pulse when there is a change. To
do
so otherwise would in essence make IB a data provider.

I for one do not want to see IB turn into a data provider.

I simply included an ActiveX component from my data provider and
was
able to bring in a secondary feed. I can now print a TOS grid,
and
compare Last from two sources if desired...

Scott




--- In twsapi@y..., tripack44 <no_reply@y...> wrote:
You're right. It doesn't have time stamps or cumulative volume.


--- In twsapi@y..., Richard Foulk <richard@s...> wrote:
Aloha,

The API appears not to support time stamps on quotes. Is
this
correct?
Or did I miss it?


Thanks

Richard

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Re: ALL: raw socket interface

thestattrader
 

sorry - you are correct. I had only briefly looked at the Java side
(not much involved), and I thought it was sending a serialized
Contract object over the socket, but I looked closer at the source
and see it's just pulling attributes out from Contract.. this is a
lot more basic then i thought, which is good :)
i can't wait to until the weekend rolls around so i can mess with it.


Re: time stamps

Daniel Rosen
 

开云体育

Scott, Thanks for the info.? Looks like Qcharts is just what I need.? Can I assume that just looking at the typelib of their OCX is sufficient for figuring it out, or is their some docs?
?
... Dan
?

-----Original Message-----
From: marinindextrader [mailto:marinindextrader@...]
Sent: Wednesday, June 12, 2002 12:52 PM
To: twsapi@...
Subject: [twsapi] Re: time stamps

I am using the Qcharts OCX and Qcharts feed. I am not part of the QDP
developers group...too expensive...but I am a paying member for their
regular live data service.

I have their OCX and have code that calls for the data. There OCX
registers as a result of Qcharts installation, and the object,
property and method syntax can be had.

There has been change in the wind at Q with the switch from Qfeed to
QDP for deveolopers, and on top of that, you will still need a Live
Data subscription. QDP is delayed, but also includes 24 hour
simulators allowing for testing outside of normal market hours....

QDP has an initiation fee of 300 bucks, costs 160 bucks a month, and
you will need another 80-150 for live data per month! Can you believe
that?

Qcharts and Lycos Pissed alot of people off when they instituted the
QDP program....I understand quite a few folks just said screw it and
either abandoned QCharts data for further developement, or bailed
altogether....

You can also grab DDE data from Q if you want under the normal
subscription....thier DDE feed and thier XLS plug-in do not use VBA
from what I can tell...it looks like all XLS type scripts...

Of course you will need Qcharts membership...starts at 80 bucks +
exchange fees. Emini is available for 10 bucks.

TAL has an excellent developers program, and a very reliable feed
from what I understand...more than I can say for Q. Bit pricey though.

Scott??


--- In twsapi@y..., "Daniel Rosen" wrote:
> Which data provider do you use that has an ActiveX component?
>?
> ... Dan
>?
>
> -----Original Message-----
> From: marinindextrader [mailto:marinindextrader@y...]
> Sent: Wednesday, June 12, 2002 10:34 AM
> To: twsapi@y...
> Subject: [twsapi] Re: time stamps
>
>
> At the risk of being redundent...
>
> Yes it lacks time stamps and there are implications to this.
>
> First off tickPrice and tickSize do NOT pulse concurentley.
> Early on with my developement I crafted a TOS (time of sales) grid.
> When I logged on to try it out, the size and price columns quickley
> got out of sync.
>
> Both tickPrice and tickSize only pulse when there is a change. To
do
> so otherwise would in essence make IB a data provider.
>
> I for one do not want to see IB turn into a data provider.
>
> I simply included an ActiveX component from my data provider and
was
> able to bring in a secondary feed. I can now print a TOS grid, and
> compare Last from two sources if desired...
>
> Scott
>
>
>
>
> --- In twsapi@y..., tripack44 wrote:
> > You're right. It doesn't have time stamps or cumulative volume.
> >
> >
> > --- In twsapi@y..., Richard Foulk wrote:
> > > Aloha,
> > >
> > > The API appears not to support time stamps on quotes.? Is this
> > correct?
> > > Or did I miss it?
> > >
> > >
> > > Thanks
> > >
> > > Richard
>
>
> To unsubscribe from this group, send an email to:
> twsapi-unsubscribe@y...
>
>
>
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service
> <> .



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Re: ALL: raw socket interface

bee_jay_61
 

That?s what I think too.

My Delphi VCL is also based on sockets but has some more events like

OnOrderPlaced, OnOrderFilled, OnOrderCancelled etc.

I can?t program in VB but there is a way to use sockets in VB and the
use of sockets is much better then the ActiveX.

Look at "Winsock API and VB - step by step tutorial for the Visual
Basic developers"





--- In twsapi@y..., gernot.ullrich@t... wrote:
May be I misunderstood your question. Actually there is a socket
interface (see jts/SocketClient)
and the Java Interface uses the Socket Interface too. I don't know
about VB because I
prefer to write in a really structured OO-Language, but I think
everything is based on this layer.

Gernot
--- In twsapi@y..., "thestattrader" <TheStatTrader@y...> wrote:
I was thining about writing a raw socket interface to TWS, then
folks
could hit it with perl, c, etc... thought I'd see if there was
any
interest out there.
StatTrader


Re: ALL: raw socket interface

hawkfan
 

There already is a socket interface. I believe thats actually how all but
the DDE interface are implemented.

There is a python interface based on the initial TWS release that included
the socket interface at . As far as I
know it hasn't gotten much testing.

There is also source for the dde library that used to be needed to
activate the socket interface there. I'm not sure if its still required.

John..

On Wed, 12 Jun 2002, marinindextrader wrote:

Date: Wed, 12 Jun 2002 17:32:16 -0000
From: marinindextrader <marinindextrader@...>
Reply-To: twsapi@...
To: twsapi@...
Subject: [twsapi] Re: ALL: raw socket interface

That would be awsome...and when your done I will write the VB class
that connects to it

We can add it to the pet rock

--- In twsapi@y..., "thestattrader" <TheStatTrader@y...> wrote:
I was thining about writing a raw socket interface to TWS, then
folks
could hit it with perl, c, etc... thought I'd see if there was any
interest out there.
StatTrader


AW: Re: ALL: raw socket interface

 

开云体育

May be I misunderstood your question. ?Actually there is a socket interface (see jts/SocketClient)

and the Java Interface uses the Socket Interface too.? I don’t know about VB because I

prefer to write in a really structured OO-Language, but I think everything is based on this layer.

?

Gernot

--- In twsapi@y..., "thestattrader" <TheStatTrader@y...> wrote:
> I was thining about writing a raw socket interface to TWS, then
folks

> could hit it with perl, c, etc... thought I'd see if there was any
> interest out there.
> StatTrader

?



Re: ALL: raw socket interface

marinindextrader
 

That would be awsome...and when your done I will write the VB class
that connects to it

We can add it to the pet rock

--- In twsapi@y..., "thestattrader" <TheStatTrader@y...> wrote:
I was thining about writing a raw socket interface to TWS, then
folks
could hit it with perl, c, etc... thought I'd see if there was any
interest out there.
StatTrader


ALL: raw socket interface

thestattrader
 

I was thining about writing a raw socket interface to TWS, then folks
could hit it with perl, c, etc... thought I'd see if there was any
interest out there.
StatTrader


Re: time stamps

marinindextrader
 

I am using the Qcharts OCX and Qcharts feed. I am not part of the QDP
developers group...too expensive...but I am a paying member for their
regular live data service.

I have their OCX and have code that calls for the data. There OCX
registers as a result of Qcharts installation, and the object,
property and method syntax can be had.

There has been change in the wind at Q with the switch from Qfeed to
QDP for deveolopers, and on top of that, you will still need a Live
Data subscription. QDP is delayed, but also includes 24 hour
simulators allowing for testing outside of normal market hours....

QDP has an initiation fee of 300 bucks, costs 160 bucks a month, and
you will need another 80-150 for live data per month! Can you believe
that?

Qcharts and Lycos Pissed alot of people off when they instituted the
QDP program....I understand quite a few folks just said screw it and
either abandoned QCharts data for further developement, or bailed
altogether....

You can also grab DDE data from Q if you want under the normal
subscription....thier DDE feed and thier XLS plug-in do not use VBA
from what I can tell...it looks like all XLS type scripts...

Of course you will need Qcharts membership...starts at 80 bucks +
exchange fees. Emini is available for 10 bucks.

TAL has an excellent developers program, and a very reliable feed
from what I understand...more than I can say for Q. Bit pricey though.

Scott


--- In twsapi@y..., "Daniel Rosen" <drosen@g...> wrote:
Which data provider do you use that has an ActiveX component?

... Dan


-----Original Message-----
From: marinindextrader [mailto:marinindextrader@y...]
Sent: Wednesday, June 12, 2002 10:34 AM
To: twsapi@y...
Subject: [twsapi] Re: time stamps


At the risk of being redundent...

Yes it lacks time stamps and there are implications to this.

First off tickPrice and tickSize do NOT pulse concurentley.
Early on with my developement I crafted a TOS (time of sales) grid.
When I logged on to try it out, the size and price columns quickley
got out of sync.

Both tickPrice and tickSize only pulse when there is a change. To
do
so otherwise would in essence make IB a data provider.

I for one do not want to see IB turn into a data provider.

I simply included an ActiveX component from my data provider and
was
able to bring in a secondary feed. I can now print a TOS grid, and
compare Last from two sources if desired...

Scott




--- In twsapi@y..., tripack44 <no_reply@y...> wrote:
You're right. It doesn't have time stamps or cumulative volume.


--- In twsapi@y..., Richard Foulk <richard@s...> wrote:
Aloha,

The API appears not to support time stamps on quotes. Is this
correct?
Or did I miss it?


Thanks

Richard

To unsubscribe from this group, send an email to:
twsapi-unsubscribe@y...



Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service
<> .


Re: time stamps

Daniel Rosen
 

开云体育

Which data provider do you use that has an ActiveX component?
?
... Dan
?

-----Original Message-----
From: marinindextrader [mailto:marinindextrader@...]
Sent: Wednesday, June 12, 2002 10:34 AM
To: twsapi@...
Subject: [twsapi] Re: time stamps

At the risk of being redundent...

Yes it lacks time stamps and there are implications to this.

First off tickPrice and tickSize do NOT pulse concurentley.
Early on with my developement I crafted a TOS (time of sales) grid.
When I logged on to try it out, the size and price columns quickley
got out of sync.

Both tickPrice and tickSize only pulse when there is a change. To do
so otherwise would in essence make IB a data provider.

I for one do not want to see IB turn into a data provider.

I simply included an ActiveX component from my data provider and was
able to bring in a secondary feed. I can now print a TOS grid, and
compare Last from two sources if desired...

Scott




--- In twsapi@y..., tripack44 wrote:
> You're right. It doesn't have time stamps or cumulative volume.
>
>
> --- In twsapi@y..., Richard Foulk wrote:
> > Aloha,
> >
> > The API appears not to support time stamps on quotes.? Is this
> correct?
> > Or did I miss it?
> >
> >
> > Thanks
> >
> > Richard


To unsubscribe from this group, send an email to:
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Re: Past IB TWS Version Archive

marinindextrader
 

I think this is a fine idea and these could be put in the files
section.

We should not do so without the express approval of IB though. Anyone
who has retained prior versions, please email IB Management prior to
posting.

IB Management Direct Email: ibmgmt@...
<ibmgmt@...>

Scott

--- In twsapi@y..., tripack44 <no_reply@y...> wrote:
Something I'd like to see this group put together is an archive of
say the last 3 versions of the IB TWS in a spot that is accessible
and organized by version number. This way we can install a certain
version without needing to be on the bleeding edge of technology.
I've seen several cases where people upgraded to the latest and
greatest and it caused problems for their trading setup or software
setup because of bugs or incompatible versions. I've lobbied IB to
add the past few versions in a spot on their web site or on FTP,
but
no action has occurred to date.


Re: Improvements & Bugs Lists

marinindextrader
 

The yahoo boards do allow polling....but here is the rub...

They require that the email list of the group be made public outside
of the board...

I opted out of that option out of respect for the privacy of the
members...

Give it some time and we will collect and archive improtant things in
the files central depository...


Scott

--- In twsapi@y..., "dtkamp" <dkamp@e...> wrote:
Scott, is there a way to create and manage a couple of lists/polls
up
here that would collect our votes for desired improvements and
needed
bug fixes for TWS and the API? (I guess you could actually have
such
a list for every aspect of the business, but TWS and the API would
be
a good start.)


Re: time stamps

marinindextrader
 

At the risk of being redundent...

Yes it lacks time stamps and there are implications to this.

First off tickPrice and tickSize do NOT pulse concurentley.
Early on with my developement I crafted a TOS (time of sales) grid.
When I logged on to try it out, the size and price columns quickley
got out of sync.

Both tickPrice and tickSize only pulse when there is a change. To do
so otherwise would in essence make IB a data provider.

I for one do not want to see IB turn into a data provider.

I simply included an ActiveX component from my data provider and was
able to bring in a secondary feed. I can now print a TOS grid, and
compare Last from two sources if desired...

Scott

--- In twsapi@y..., tripack44 <no_reply@y...> wrote:
You're right. It doesn't have time stamps or cumulative volume.


--- In twsapi@y..., Richard Foulk <richard@s...> wrote:
Aloha,

The API appears not to support time stamps on quotes. Is this
correct?
Or did I miss it?


Thanks

Richard


Re: ALL: Help Wanted_ Moderator

kjh129
 

One thing i do on the yahoo board i run, is when a new member signs up i
approve him/her(It?). Theres another setting that when you approve that
allows you to approve each msg that person sends. After seing that this
person is indeed interested in posting on said topic of group ( usually the
person will send a email and i get notified i need to approve it to pass it
onto the group) i remove the restriction on this persons posts for all
future posts. What this does is lets my group be 100% free of spammers which
means my members dont get lots of annoying mail. Perhaps a viable option for
you.

Regards,
Knyyt

----- Original Message -----
From: "marinindextrader" <marinindextrader@...>
To: <twsapi@...>
Sent: Tuesday, June 11, 2002 10:38 AM
Subject: [twsapi] Re: ALL: Help Wanted_ Moderator


I dont mean moderate the posts before there posted....

It would be nice to have a couple of guys with the power to yank in
case some spammer gets in or something lame is posted...

I firmly against censorship...but if someone posts something totally
lame and I am on vacation who is gonna yank it?

Thats what I meant



--- In twsapi@y..., "Chas Watkins" <chas@o...> wrote:
Why not allow people who post responsibly for a few days. Become
unmoderated. Reducing your workload while allowing quick discussion.

Regards

Chasman.

-----Original Message-----
From: marinindextrader [mailto:marinindextrader@y...]
Sent: Tuesday, June 11, 2002 6:41 AM
To: twsapi@y...
Subject: [twsapi] ALL: Help Wanted_ Moderator

Well with 209 Members in 2 days I am little stunned...

I will need to have a few people willing to moderate when I am not
on....

Please private email if you are interested and give me a 20 Second
sound byte why you would want to moderate...



Scott



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Re: Todd Turner's AutoExecutor Program

kjh129
 


I will take exception in this case to this post. Any commercial posts
will be yanked....
I for one would like to see a commercial posting of a new available
product. IMHO, once is news, repeated infomation on same topic then becomes
spam. JMHO,

Regards,
Knyyt


Re: time stamps

tripack44
 

You're right. It doesn't have time stamps or cumulative volume.


--- In twsapi@y..., Richard Foulk <richard@s...> wrote:
Aloha,

The API appears not to support time stamps on quotes. Is this
correct?
Or did I miss it?


Thanks

Richard


time stamps

Richard Foulk
 

Aloha,

The API appears not to support time stamps on quotes. Is this correct?
Or did I miss it?


Thanks

Richard


Re: VB: What is the best structure for the following scenario

Richard Foulk
 

} > It is my intent to slowly grow the tutorial project step by step as
} > time goes on....anyone wishing to contribute is welcome.
}
} That should be one of the great features of this board (i.e.,
} providing a non-trivial set of starting projects).
}
} With respect to censorship, I'd vote for letting "commercial"
} interests show up here as long as they aren't just spamming, and are
} willing to be subjected to serious questions about their product. For
} example, if someone from CyberTrader showed up, left a site address,
} and claimed that everything IB is doing they do better (including API
} support), then, IMHO, it would be better to go after them and get
} them to explain themselves than to just kick them off. If they kept
} spamming us without answering questions, then screw em, but otherwise
} they would just be adding good content to the board.
}

Jeeze. Competing interested are completely off topic.

And Cybertrader is garbage.