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Re: EClientSocket needs EReaderSignal (java)
Russell Brown
You need to implement the eclientsocket interface to use each function of the socket.
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example: class myclient implements eclientsocket ... declare each interface method following -------------------------------------------- On Tue, 12/29/15, andreasschober <no_reply@...> wrote:
Subject: [TWS API] Re: EClientSocket needs EReaderSignal (java) To: TWSAPI@... Date: Tuesday, December 29, 2015, 2:49 PM Thanks for your suggestion, there isnt a specific reason other than i wanted to understand what this EReaderSignal is for! Much appreciated your help Andy |
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Re: EClientSocket needs EReaderSignal (java)
rholowczak
What is the rest of the error message (should be a full stack trace)?
What client are you working with TWS or IB Gateway? What versions of those are being used? Are you connected to IB under your own account or edemo? ?Are you certain you are building against the version 9.71 API? What JDK are you using? What OS are you using? What contract specification did you use? There are dozens of reasons why an application like this will not run so the more information you supply the better chance anyone has of helping you. I just uploaded a second version of the full source code that works with the IB API 9.72 (see the (new) last page of my Tutorial for the full code: Programming Interactive Brokers Java API in a Console Application - Real Time Data). You'll need JDK 1.8, IB API 9.72. ? This is very quick&dirty implementation and should not be used for any real work. The major difference between 9.71 and 9.72 is how the EReader is implemented. In 9.71 all of the functionality of the EReader was included in the "client". ?In 9.72 the work of the client (all of the methods to connect and kick off requests) is separated form the EReader (that reads incoming messages). |
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Re: EClientSocket needs EReaderSignal (java)
I would agree with the advice to avoid the 9.72 API at the moment.
I¡¯m involved in contributing to the API development effort on GitHub, and I¡¯m hoping to persuade IB to change this rather odd design, that forces the client to create objects that are only of internal relevance to the API. I haven¡¯t yet had any feedback on my proposal, which I submitted quite some time ago, so I¡¯m not optimistic that they¡¯ll listen to my concerns, but I¡¯m still hoping they¡¯ll appreciate the benefits of it. To answer your question, the EReaderSignal is of no significance at all to the API client: it is only used internally to the API for synchronising access to a queue of messages. There is absolutely no reason I can see for the client to have to create this object. Richard From: TWSAPI@... [mailto:TWSAPI@...] On Behalf Of andreasschober Sent: 29 December 2015 19:49 To: TWSAPI@... Subject: [TWS API] Re: EClientSocket needs EReaderSignal (java) Thanks for your suggestion, there isnt a specific reason other than i wanted to understand what this EReaderSignal is for! Much appreciated your help Andy [Non-text portions of this message have been removed] |
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Re: EClientSocket needs EReaderSignal (java)
Stuart Brisgel
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On Dec 29, 2015, at 12:48 PM, rholowczak <no_reply@...> wrote:
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Re: EClientSocket needs EReaderSignal (java)
Stuart Brisgel
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On Dec 29, 2015, at 12:19 PM, rholowczak <no_reply@...> wrote:
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Looking for an EXCEL DDE API Interactive Brokers GURU
Hello Yall End of the year which means get all those projects done that you have always wanted.? This is more of the same as we are looking for someone to build a simple excel sheet that pulls live data from IB.? Any recommendations or people interested? Thanks |
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EClientSocket needs EReaderSignal (java)
andreasschober
Hi Im trying to get a simple code to work but dont understand how to implement EClientSocket, which needes EWraper and also EReaderSignal as input. I looked at other codes and EClientsocket is alwas calledwith "this" .. EClientSocket client = new EClientSocket(this) .... Have a look at this code from Prof H. It doesnt seem to work either with the new 9.72 version of TWS. Thanks for your input Andy |
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Re: TWS 50/sec limit
Ok everyone, we have beat that subject into the ground and?there is a solution. I however, am not a skilled developer and need help with the code. Can all interested parties jump back over to my original subject, "Building an options trading algo using TWS. Need some help!?"? In that topic,?I have detailed the trade entry portion. Is someone interested in developing the entire system for a fee?
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Re: Stale quantity in open order event
Well, although there may be something specific to this situation that can be improved, I expect that with asynchronous communication buffered in both directions (which is usually more performant than a synchronized API) and possibly multiple servers, to some degree you may always receive status messages that were already en route before you changed the order, for example.
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Re: TWS 50/sec limit
Nick
It is good you point this out. I should have been clear that my post was directed to the OP's claim that he could not download an option chain due to a fault in TWS.
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Regarding "Disconnects are caused by an error in your program." - I suppose we could debate the meaning of "error" but I have no desire for that. I was trying to say that if he was getting a disconnect then he should be looking at his program for the cause, not TWS. Regarding "TWS does not disconnect for pacing violations." - This was directed at his assertion that a large option chain reply was causing a pacing violation and that in turn was causing the disconnection. I was trying to say that pacing violations do not apply to replies sent by TWS. Although there are some pacing violations that don't cause disconnects (historical requests return a pacing violation error message) I should not have made an unqualified declaration. So, thanks for being thorough and making things clear for those who may read these posts in the future. I will put effort into making posts that stand on their own. On 12/25/2015 2:20 AM, Dmitry Shevkoplyas shevkoplyas@... [TWSAPI] wrote:
@Nick news1000, |
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Re: Stale quantity in open order event
The last bad openOrder/status (450 ms since quan change request) is immediately followed by a good one with a filled status.? While manual changes are very rare, I do not want to start guessing which openOrder/status events should be ignored.? I have opened a ticket with IB. From: "tron001@... [TWSAPI]" To: TWSAPI@... Sent: Saturday, December 26, 2015 11:22 PM Subject: [TWS API] Re: Stale quantity in open order event
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Frank, if you need to deal with unexpected arbitrary manual changes, your situation may be more complicated. However your example mentioned times of 45ms and 60ms, which are not really likely to be manual changes, unless you are really fast at typing. ;-) In terms of your example, I was expecting "you" to know the "new" quantity, which would of course allow you? sort out any openOrder and orderStatus messages which might refer to a different quantity. By the way, was the message in step 6 an orderStatus message with fillled+remaining = old quantity, or was remaining already zero, yet the status not given as 'filled"? That would be strange. |
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Re: Stale quantity in open order event
Frank, if you need to deal with unexpected arbitrary manual changes, your situation may be more complicated. However your example mentioned times of 45ms and 60ms, which are not really likely to be manual changes, unless you are really fast at typing. ;-)
In terms of your example, I was expecting "you" to know the "new" quantity, which would of course allow you? sort out any openOrder and orderStatus messages which might refer to a different quantity. By the way, was the message in step 6 an orderStatus message with fillled+remaining = old quantity, or was remaining already zero, yet the status not given as 'filled"? That would be strange. |
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Re: Stale quantity in open order event
How do you identify outdated order status/open order events?? Since orders can be changed manually, just ignoring events that do not match my records is not sufficient. From: "tron001@... [TWSAPI]" To: TWSAPI@... Sent: Saturday, December 26, 2015 7:50 PM Subject: [TWS API] Re: Stale quantity in open order event
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Or add logic to detect and ignore outdated orderStatus/openOrder messages. *As far as I know*, those messages which appear to be the latest (based on content like status or 'filled' quantity) can be relied upon. That is, status or 'filled' does't actually go backwards, and such messages can be ignored without causing further problems. (Apparently servers do things in parallel and responses aren't always in sequence.)
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Re: Stale quantity in open order event
Or add logic to detect and ignore outdated orderStatus/openOrder messages. *As far as I know*, those messages which appear to be the latest (based on content like status or 'filled' quantity) can be relied upon. That is, status or 'filled' does't actually go backwards, and such messages can be ignored without causing further problems. (Apparently servers do things in parallel and responses aren't always in sequence.)
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Re: Market Open or Closed
uberquant
I've found that if I ask for contract details for today when the market is open (during the session), it will generally give back that today for m_liquidhours (which is different from m_tradinghours) it is closed, but if I do it after the session closes it will show the next open day as being open. I've found this rather frustrating. Also watch out the time zones, for instance IB will report Belize which doesn't do daylight savings, instead of Chicago which does for VIX for instance
Quantlib has a helpful calendar functionality that lets you check whether any particular day is a business day in many markets. I use this as a second check if TWS returns today as closed and take tomorrow's opening times for today if needed. You can also use this to compute business days til expiration if it's relevant to your calculations. |
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Re: Market Open or Closed
Actually you can use ContractDetails and look for?m_tradingHours.
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