Re: Invalid symbols
thanks BeeJay.
it seems that your first method will work and i may change to your
algorithm later.
the second one will work at the beginning. but i think there is a
limit of 40 symbols in
By
szeyu73 <no_reply@...>
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#345
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Re: twsapi: Re: Ways of filtering bad quotes from TWS
Hey Mark,
I don't know what is causing your problem. However, I
just wanted to mention that in my programs,
m_pClient->checkMessages()
is called everytime there is an event and is not
associated
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Carl Erikson <carlerikson@...>
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#344
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Re: twsapi: parameter list for orderstatus?
This does sound a bit like a bug and should probably be reported to IB.
Richard
} Yes, not very good names for variables, but till now seems to not cause much
} problems.
}
} Michel.
}
By
Richard Foulk <richard@...>
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#343
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Re: Invalid symbols
I don?t have this problem but maybe you can do this:
When you place an order with an order id 12345 and an invalid symbol
(ex. "XYZ") than you get no error message and NO ORDERSTATUS. So if
you
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bee_jay_61 <no_reply@...>
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#342
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Invalid symbols
hello.
i found some problem in placing invalid symbols. for example, if i
place an order to BUY 100 shares of XYZ, which is not valid.
the TWS API won't tell my program thru the API (such as
By
szeyu73 <no_reply@...>
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#341
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Invalid symbols
hello.
i found some problem in placing invalid symbols. for example, if i
place an order to BUY 100 shares of XYZ, which is not valid.
the TWS API won't tell my program thru the API (such as
By
szeyu73 <no_reply@...>
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#340
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Re: TICK DATA
This is a new subject. I do not know whether this fits into this message board.
I collect data for a futures symbol FEU50STO. It is a future on 50 EU Stocks index. It is traded in FSE (Frankfurt)
By
Shukrainternationals <shukrainternationals@...>
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#339
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Re: twsapi: Re: Ways of filtering bad quotes from TWS
I see you are using C++ API, and I'm using ActiveX VB but for the purpose of
this discussion this is not a problem.
First of all we need to understand how IB sends price and size changes:
- if price
By
Michel <migurull@...>
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#338
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Re: Ways of filtering bad quotes from TWS
TriPak44...
Can you contact me via email outside of the discussion board?
Thanks
Scott
quotes
bad
back
a
possible
By
marinindextrader <marinindextrader@...>
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#337
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Re: Ways of filtering bad quotes from TWS
Yes, this is exactly what I'm trying to accomplish. Thanks for the
confirmation. What I'm using today is 5% range and if I see 5 prices
in a row in that new range then I assume that they are
By
mbluhm2001 <mbluhm2001@...>
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#336
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twsapi: Re: Ways of filtering bad quotes from TWS
I guess the first question is why do you turn off your timer. I would
think that the only issue you could have is if your processing of the
ticks would last more than 200ms and that's alot of CPU
By
mbluhm2001 <mbluhm2001@...>
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#335
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AW: twsapi: Grabbing past fill prices...
I think that you can only get an execution report once, after that this
executions are "deleted" or invisible, you can`t get them any more.
For this thing, the demo and the live account work
By
Marcus Jellinghaus
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#334
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Re: twsapi: parameter list for orderstatus?
Works fine now, thanx for the help! I had price as double instead of
single, which you pointed out.
Private Sub tws1_orderStatus(ByVal id As Long, ByVal Status As
String, ByVal Filled As Long,
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cyberbri_2000 <no_reply@...>
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#333
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Grabbing past fill prices...
I'm trying to get fill prices on orders placed prior to the current
session. When I do a Tws1.reqExecutions as the demo user when I
first start a session, it returns the full execution report
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cyberbri_2000 <no_reply@...>
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#332
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Re: Ways of filtering bad quotes from TWS
I filter for zero last price, ask and bid price in both the data
source and the data client. I haven't had problems with other quotes
being off but I'm only essentially dealing with the Minis and I
By
tripack44 <no_reply@...>
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#331
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Re: twsapi: Re: Help! Cancel order
Jaba,
Your program has put me 2 weeks ahead, but being a tinkerer at heart I must always improve things.
That explains why I had the need to replace the straight 6 in my 74 260Z with a 289
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Kendall Hawkins
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#330
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Re: twsapi: parameter list for orderstatus?
Yes, not very good names for variables, but till now seems to not cause much
problems.
Michel.
-----Mensaje original-----
De: marinindextrader [mailto:marinindextrader@...]
Enviado el:
By
Michel <migurull@...>
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#329
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Re: twsapi: parameter list for orderstatus?
the word Status is a reserved property name for certain objects
When I type it into my editor it automatically caps the lead
letter....
Try changing the variable declaration to a different name,
By
marinindextrader <marinindextrader@...>
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#328
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Re: twsapi: parameter list for orderstatus?
'price' must be Single, not Double. Here is my declaration line:
Private Sub tws_orderStatus(ByVal id As Long, ByVal Status As String, ByVal
Filled As Long, _
ByVal Remaining As Long, ByVal price As
By
Michel <migurull@...>
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#327
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Re: twsapi: parameter list for orderstatus?
This gets the same error...
Sub tws1_orderStatus(ByVal id As Long, ByVal status As String, ByVal
filled As Long, ByVal remaining As Long, ByVal price As Double)
It would be helpful to see your
By
cyberbri_2000 <no_reply@...>
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#326
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