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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@...> · #345 ·
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
By Carl Erikson <carlerikson@...> · #344 ·
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@...> · #343 ·
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
By bee_jay_61 <no_reply@...> · #342 ·
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@...> · #341 ·
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@...> · #340 ·
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@...> · #339 ·
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@...> · #338 ·
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@...> · #337 ·
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@...> · #336 ·
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@...> · #335 ·
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 · #334 ·
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,
By cyberbri_2000 <no_reply@...> · #333 ·
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
By cyberbri_2000 <no_reply@...> · #332 ·
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@...> · #331 ·
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
By Kendall Hawkins · #330 ·
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@...> · #329 ·
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@...> · #328 ·
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@...> · #327 ·
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@...> · #326 ·