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Abandon the thought of computing volume from IB's data. You will only get a small fraction of all ticks from IB. Okay for some things, but not anywhere near a full data feed. Richard } Thanks

When I started working with TWS ActiveX with VB I explored tickPrice and tickSize first. My observation was that either event occurred once a second and only if a number changed. You could build a set

Thanks Scott, this is as I understand it. So there is no way to detect various trades at the same price and size? This could be a very bad issue because it is important (at least for me, and I think

Both tickPrice and tickSize are autonamous of one another. Further they only fire when there is a change. An example would be 10 trades going off at the same price at different volumes would fire

Hello, I'm evaluating TWS ActiveX component in Visual Basic and I have some questions/problems regarding 'tickPrice' and 'tickSize' events (I'm using the web based Demo system for this

I have connected fine using Java and C++ API to TWS, however using Visual Studio.NET and C#, I get 'An unhandled exception of type: System.Runtime.InteropServices.COMException occured in

There are basically two methods to do this: 1. wait() / notifyAll() communication In your main program use wait() to go to sleep without polling. Catch the interruptedException and go on. In the

I need to get info on n tickers, so this is what I do at the moment: tws.connect(); for(i=0; i<n; i++){ tws.requestdata(...) } tws.wait_trans(); // to make sure all the prices have

usernew, maybe i do not know what you want or misunderstand TWS control but you need to send requestData() only once - you can do it before the session. David

You should look at EClientSocket.java: It spawns an asynchronous thread with tm_reader = new EReader( this, dis); The wrapper functions are called from this thread whenever a message is

yep, I am pretty sure that all that requestData() does is read data that has arrived from TWS, and call the appropriate EWrapper member function for tickPrice etc. If it was async, there would be no

You should look at EClientSocket.java: It spawns an asynchronous thread with tm_reader = new EReader( this, dis); The wrapper functions are called from this thread whenever a message is received by

So you are saying tickPrice, tickSize etc. are guaranteed to happen by the time requestData() returns ? I thought tickPrice etc. were completely asynchronous.

btw, Have you been able to call connect, and then call disconnect and then call connect again? The second call to connect always seems to cause an exception inside the API, for me anyway. --- Todd

I believe that the callbacks only occur during a call to requestData(). In my initial testing I used Sleep with no problem. I now have Windows sending a WM_TIMER message to my apps message queue

Yeah, I tried that and got exceptions. The problem might be that when you sleep the whole thread is put to sleep, so the event tickprice etc. callbacks can't happen. So, a regular sleep might not

Mick, I havn't gotten to that point in my work, but perhaps ultimately OCA is not server sided? In other words the TWS manages internally a marker...that ostensibly is sent back and forth, but all

OCA. include does Once Again. Use the ActiveX properties to set OCA, TIF and Transmit. The ActiveX is written in C++ and uses then WinSocket API. Look at the C++ API for more information.

Thanks Elliot, However, I have read the TWS docs and understand the purpose of OCA. That was never the question. The placeOrder() method doesn't include in its declaration a variable for sending an

I am not familiar with Java, but you need some sort of system call Sleep(int timeout_msecs), so that the process blocks until the timeout occurs. This functionality is provided by the OS. ---