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Re: twsapi: Please, help
multicen2002
Run-time Error 13
--- In twsapi@y..., "David" <kotomo@p...> wrote: what errors do you get ?line ?? Please, post a sample code line which really works for you and Ican go from there.may cause duplicate error - keep trying or increase first and thenplace an order)changes will not make it work(dont trade ES)you, > everything starting to work just fine.Service. |
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Re: twsapi: Please, help
David
开云体育what errors do you get ?
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Re: twsapi: Please, help
multicen2002
Thank you for trying David.
But again it is not working.. everything else works fine. Anybody know how to solve my 1 week long torture with this line ?? Please, post a sample code line which really works for you and I can go from there. WARM Thank you to You all. Andrew !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ----------------------------------- bad code line start here ----------------------------------- Private Sub Command4_Click() Tws1.placeOrder 3030, "BUY", 1, "ES", "FUT", "200209", "", "", "GLOBEX", "", "LMT", 0, 0 End Sub --- In twsapi@y..., "David" <kotomo@p...> wrote: First, your ORDERID - 1 could be a PROBLEM - generate a largernumber and increase by delta of 10 or more ( still first order may cause duplicate error - keep trying or increase first and then place an order) after Expire Date - the strike price use 0will not make it work(dont trade ES) again for currency use ""Service. |
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Re: twsapi: Please, help
David
开云体育First, your ORDERID - 1 could be a PROBLEM - generate a larger
number and increase by delta of 10 or more ( still first order may cause
duplicate error - keep trying or increase first and then place an
order)
after Expire Date - the strike price use 0
right? use "" instead
on the exchange not sure - use "GLOBEX" if after the other
changes will not make it work(dont trade ES)
again for currency use ""
This should work
David
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Please, help
multicen2002
Hi,
I am working on my VB API for IB platform. Thanx to ppl like you, everything starting to work just fine. BUT.. I wasted 1 week trying to send limit order from my box. what is wrong with this code ?? ---------------------------------------- code ---------------------------------------- Private Sub Command4_Click() Tws1.placeOrder 1, "BUY", 1, "ES", "FUT", "200209",_ LastPrice, , "SMART", , "LMT", LastPrice, 0 End Sub Please, help .. multicen2002@... |
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Demo Server Question
marinindextrader
To any and all...
I have never used the demo server. I have always used my accounts...for testing What is up with the demo server? When I fire up my client side TWS what special user name and password are required to access the demo server? I have a suspicion that you need to log on through the web based Java platform to access the demo server accounts...I hope I am wrong... Thanks Scott |
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Why does IB API renumber order id's after internet disconnect?
marinindextrader
This message was originally posted on IB's API forum. I Thought it
worthy of our archives and discussion. Posted on Wednesday, June 19, 2002 - 06:26 am: ---------------------------------------------------------------------- ---------- Dear IB, There is a problem with the ActiveX API/TWS interface after a disruption of the internet connection to IB. To demonstrate this problem using the Excel sheet do this: 1 - Place a stop or limit oder (order status will change to 'Submitted' or 'Presubmitted' depending on ordertype and exchange). Write down the assigned order id. In this example I assume it is 123. 2 - Fake a disruption of your internet connection by unplugging the network cable from your PC till TWS show the grid. 3 - Plug in the cable again, the grid disappears and TWS shows quote updates again. So far so good. 4 - Now try to cancel the order - You get an error "Can't find order with id 123" 5 - If you request open orders you see the order Id has changed (in our case from 123 to 124). Questions: What is the correct procedure to cancel the order? Why does IB renumber order id's after a disruption of the internet connection? Note: - This behaviour doesn't match the API documentation for cancelOrder () which tells you to use the ID that was specified previously in the call to placeOrder(). - This also explains the 'Duplicate order id' messages people have been seeing lately. - In the example above we used cancelOrder() but placeOrder() (when changing orders) has the same problem. - We used the most current Release of TWS and the API Regards, Pieter |
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Re: OCA updateExtended(), extended properties, etc, etc
marinindextrader
...thanks for keep us up to date......seriously
...post any and all peculiarities you find with the OCA process... Scott --- In twsapi@y..., "BrianL_98" <brianl_98@y...> wrote: Hi,property to some other value. Successive order placements using placeOrder() will all be grouped together as OCA orders. When done, you shouldorders. orderCould someone explain how to implement these properties on an to order basis? Thanks |
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Re: updateExtended(), extended properties, etc, etc
BrianL_98
Hi,
If you are still wondering how to place an OCA in VB, I did some testing today and was able to get it to work. Here's what you do: The OCA property has a default value of null (""). Set this property to some other value. Successive order placements using placeOrder() will all be grouped together as OCA orders. When done, you should reset the OCA property to null. Here's a code snippet that sets two OCA stop orders: Tws1.oca = "test2" Tws1.placeOrder NextID, "BUY", 1, "ES", _ "FUT", "200209", 0, "", "GLOBEX", "", "STP", 0, 1035 NextID = NextID + 1 Tws1.placeOrder NextID, "SELL", 1, "ES", _ "FUT", "200209", 0, "", "GLOBEX", "", "STP", 0, 1000# NextID = NextID + 1 Tws1.oca = "" --Brian --- In twsapi@y..., mickjenks <no_reply@y...> wrote: Thanks Elliot,OCA. That was never the question. The placeOrder() method doesn'tinclude in its declaration a variable for sending an OCA identifier, nordoes it allow for TIF or Transmit to be sent with the individual orders. |
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Re: twsapi: Timing of events
David
开云体育Michael,
If you use a common function for both price and size, you will
see that the price comes first but as one person stated correctly they would
have to be independent events.
So when a new price? and a new size is traded the price
comes first, otherwise they work separately.
All other comments are valid -? no hope for
volume.
In my program I drive the whole program of displaying data in
modified bar format on 5 different forms representing different time frames,
calculating hundreds of different indicators that are created as
objects,?and respond to my key events for orders - it works very well and
very quickly.
However, I use only one instrument that I trade and don't use
volume too seriously as I don't think it is so relevant in futures.
Hope it was of some help
David
?
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Re: twsapi: Re: Timing of events
Richard Foulk
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 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 for many people) to compute volume along the day. } } Michel. } -----Mensaje original----- } De: marinindextrader [mailto:marinindextrader@...] } Enviado el: mi?rcoles, 19 de junio de 2002 19:38 } Para: twsapi@... } Asunto: twsapi: Re: Timing of events } } } 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 zero price events, and 10 size events. } } and vice versa } } 10 trades at different price but the same size would fire 10 price } events and zero size events. } } and ten trades going off the same price and size would have the same } effect as if no trade had occured at all. } } That is my understanding and experience with tickPrice and tickSize. } } Scott } } } --- In twsapi@y..., "migurull" <migurull@t...> wrote: } > 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 evaluations): } > } > 1- When last price AND last size change at the same time(new } > quotation), is there some guarantee about the order in which } > tickPrice and tickSize events are rised? (ALWAYS tickPrice BEFORE } > tickSize?) } > } > 2- When quotation repeats at the same price and the same size, it } > seems that there is no tickPrice, nor tickSize events fired. In } this } > case, how to detect that a new quotation had taken place (for } > example, in order to compute total traded volume by adding all last } > sizes)? } > } > Thanks for your help. } > } > Michel. |
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Re: twsapi: Timing of events
Robert Carey
开云体育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 of one second bars of price,
or any multiple of it (say 60 seconds), that would be reasonably accurate for
trades, bids, and asks.
You could develop a concept of the depth of the
market by averaging out all the ask sizes for a minute. Ditto for bid
sizes.
No way can you get anything resembling the tick
stream from this data. I don't think IB wants to get into the datafeed
business.
RCarey
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Re: twsapi: Re: Timing of events
Michel
开云体育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
for many people) to compute volume along the day.
?
Michel.
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Re: Timing of events
marinindextrader
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 zero price events, and 10 size events. and vice versa 10 trades at different price but the same size would fire 10 price events and zero size events. and ten trades going off the same price and size would have the same effect as if no trade had occured at all. That is my understanding and experience with tickPrice and tickSize. Scott --- In twsapi@y..., "migurull" <migurull@t...> wrote: Hello,some questions/problems regarding 'tickPrice' and 'tickSize' events (I'mthis case, how to detect that a new quotation had taken place (for |
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Timing of events
migurull
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 evaluations): 1- When last price AND last size change at the same time(new quotation), is there some guarantee about the order in which tickPrice and tickSize events are rised? (ALWAYS tickPrice BEFORE tickSize?) 2- When quotation repeats at the same price and the same size, it seems that there is no tickPrice, nor tickSize events fired. In this case, how to detect that a new quotation had taken place (for example, in order to compute total traded volume by adding all last sizes)? Thanks for your help. Michel. |
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C# .NET + TWS ActiveX = 'Catastrophic failure' exception?
pjslim99
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 mscorlib.dll: Catastrophic failure' I am doing the following - Start TWS running locally. - TWS: Settings->Enable ActiveX and Socket Clients - Create new C# project - Solution Explorer: Add Reference: Tws ActiveX Control module (Tws.ocx) - Add Button with handler and code: using TWSLib; . . TwsClass myTws = new TwsClass(); myTws.connect("", 7496); . . - and run the program. If I call any function or retrieve a property from the ActiveX control I get the same exception. Any thoughts? Anyone succesfully got C# + TWS API working? thanks, PJ |
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Re: twsapi: Java API
gu6526
There are basically two methods to do this:
toggle quoted message
Show quoted text
1. wait() / notifyAll() communication In your main program use wait() to go to sleep without polling. Catch the interruptedException and go on. In the wrapper functions that receive the data do some checking that all your requested data have arrived and reactivate your main with notifyAll(). The wrapper functions are called asynchronously by the reader thread that was spawned from your main with the connect() call. 2. If you use a GUI, e.g. some Swing objects you can use the appropriate event handling to update your presentation objects with the asynchrounously received ticket data. The TestJavaClient application from IB is an example. Gernot In twsapi@y..., usernew <no_reply@y...> wrote: I need to get info on n tickers, so this is what I do at the moment: |
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Re: twsapi: Java API
usernew
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 arrived tws.disconnect(); // prices have arrived // so do stuff here Looking at the docs for request data, because I need info on n tickers, seems I would have to call requestdata n times My concern was making tws.wait_trans() not consume cycles. --- In twsapi@y..., "David" <kotomo@p...> wrote: usernew,you need to send requestData() only once - you can do it before the session. Davidhappen by the time requestData() returns ? I thought tickPrice etc. wereService. |
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Re: twsapi: Java API
David
开云体育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
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Re: twsapi: Java API
gu6526
You should look at EClientSocket.java:
toggle quoted message
Show quoted text
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 the client. So there is no need to wait! It's done all asynchronously. Gernot --- In twsapi@y..., Todd Turner <todd_a_turner@y...> wrote:
I believe that the callbacks only occur during a call |
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