Seems like the max number of request for?tick-by-tick is 60? is it a hard cap?

I tried to buy booster to increase it but doesn't work...

Hello to all.
Guys I am writing this my first message to ask for information. With the new version of TWS released today.
I noticed that the Match Symbol button (function? reqMatchingSymbols) to be able to search for a symbolo / stock no longer works.

I attach image of the test app (vers. 9.72) connected with TWS stable?where the function is ok and with the results.
and image of the test app 9.80 with TWS 9.812 released today where it finds no results.

Thanks

Thanks for the indication, I will check if that is the problem.

I have a group of three orders (two Stop limit and one limit order). In some cases, when I send a signal to cancel all three orders, one of the stop limit orders is not canceled and I get this error message:
'Error 201, reqId #######: Order rejected - reason:Stop price revision is disallowed after order has triggered'

Is it normal? If yes, is there a standard way to handle these cases? In the Trade Workstation, I can cancel any order (triggered or not) with no problem. Why can't I do it in my code??

Thanks?

开云体育

It's a rather complicated eeries of events from the time a tick arrives at IB to the time it arrives in your program.

You don't have control of anything on IB's end.

You have some control of how your app handles the socket on your end but it's not likely to achieve each tick in its own packet. Not to mention that performance could actually go down when attempting to achieve 1 tick per packet.

Can IB deliver ticks individually instead of bundling multiple into a single "packet"/"package"? Like once a tick is realized, send it to a user subscribed to the tickbytick stream.

I'm getting a bunches of ticks at the moment.

Hi Guys,?

I have an algo written in IB API PYTHON, and I place limit orders with a expiry time at candle close. The algo itself is following the rules perfectly. However, when the order is not filled and gets expired/cancelled at candle close then sometimes I get the following error (as shown in the tiltle): "Error 202 for request 3179: Order Canceled - reason:"?

The error doesn't occur all the time, however when it occurs the algo simply hangs at the error without moving forward. My question is how can I make the algo to continue with the "main" function. In other words, when the error 202 occurs how can I handle it?

Thanks.

Perhaps? ? is worth reading.

This ruby code handles the reconnection feature

```
# Handy method to ensure that a connection is established and active.
#
# The connection is resetted on the IB-side at least once a day. Then the
# IB-Ruby-Connection has to be reestablished, too.
#
# check_connection reconnects if necessary and returns false if the connection is lost.
#
# It delays the process by 6 ms (150 MBit Cable connection)
#
#? a =? Time.now; G.check_connection; b= Time.now ;b-a
#?? => 0.00066005
#
?? ?def check_connection
?? ???? ??? ??? answer = nil; count=0
?? ???? ??? ??? z= tws.subscribe( :CurrentTime ) { answer = true }
?? ???? ??? ??? while (answer.nil?)
?? ???? ??? ??? ??? begin
?? ???? ??? ??? ??? ??? tws.send_message(:RequestCurrentTime)??? ??? ??? ??? ??? ??? ??? ??? ??? ??? ??? ??? # 10 ms? ##
?? ???? ??? ??? ??? ??? i=0; loop{ break if answer || i > 40; i+=1; sleep 0.0001}
?? ???? ??? ??? ??? rescue IOError, Errno::ECONNREFUSED?? # connection lost
?? ???? ??? ??? ??? ??? count = 6
?? ???? ??? ??? ??? rescue IB::Error # not connected
?? ???? ??? ??? ??? ??? reconnect
?? ???? ??? ??? ??? ??? count +=1
?? ???? ??? ??? ??? ??? sleep 1
?? ???? ??? ??? ??? ??? retry if count <= 5
?? ???? ??? ??? ??? end
?? ???? ??? ??? ??? count +=1
?? ???? ??? ??? ??? break if count > 5
?? ???? ??? ??? end
?? ???? ??? ??? tws.unsubscribe z
?? ???? ??? count < 5? && answer #? return value
?? ?end

```

You might translate this to your favorite language.

If :RequestMarketData is fired with the :Snapshot-Flag? set (regultarory snapshot: false), I expect a set of market prices in return.

If I understood correctly, setting the :MarkettDataType to 'frozen' or 'frozen_delayed' data are even returned, if the exchange is closed.
This works perfectly with us stocks on a demo account.

However, A MarketDataRequest of a Bag with 3 Contracts triggered a :TickRequestParameter response, informing of a lack of SnapshotPermissions. No TickData were returned.
Surprisingly,? requesting Snapshot-MarketData for? a ZN-Future, TickData were returned. The request triggert a similar :TickRequestParameter response ( SnapshotPermissions: 0)
Same result requesting Snapshot-Marktedata for european stocks and stocks trading at the SGX.

Now I am confused. How to interpret the TickRequestParameter response?

Thanks

Hartmut

I am trying to filter daily ticks for options so that when I add the size I get exactly the native volume displayed in TWS.?

In the following link are all transactions type which can be captured in the received ticks:

My question is what of these I need to filter out to get the same native volume.?

Thanks,
Ahmed.?

As you can see on the CME website there is a 50% credit on ZC-ZW spread,https://www.cmegroup.com/clearing/margins/inters.html#exchange=CBT&sector=AGRICULTURE&pageNumber=1
IB takes this into account when computing margin impact, so that opening a naked ZC position, or opening a ZC position in an account with a ZW opposite position already opened gives different
after-before margins, even if the order is the same. It has nothing to do with absolute value of anything.

I am totally sure about this, you can check yourself , using the API or the check margin impact option in TWS.

What-if results depends on the already opened positions as I said, so the only way to get the naked margin, is to use whatif on an empty account, using the paper account for example, but there should a simpler way, since this information is available in TWS.

Hey David -- this thread is from 2006 so you might not get a useful response.

I was getting that error a lot and also came up empty searching for what it meant. I did eventually realize that it was happening when I was requesting historical data from before the IPO date of a stock. When I changed from blindly requesting the last 30 days to doing a reqHeadTimestamp and asking from max(Head, 30 days ago), most of my BEST queries not supported errors went away. I realize that doesn't solve your issue, but may give a clue, or help others.

Hi,Gregory Smith,

Sounds great.Can you explain more about how to do it? I am confused about this in python,Many thanks.

Hi,?tripack44,

Can you explain how to do it more details? I am confused in this in python,Many thanks.

TWS shuts down, and my
program detects this and restarts and reconnects to the TWS

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Forex trader
David Liao

Hi,mark collins,

Can you explain more about killing and restarting program?I am confused in how to code it in python.
Many thanks.
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Forex trader
David Liao

I’ve only encountered this particular error with a single stock contract (AAL@NASDAQ) out of several hundred so far, when trying to do EClient.reqHeadTimestamp()?to get the earliest available historical trade bars for this contract, and am wondering what it means.?

The full error message below:

Error 162, reqId X: Historical Market Data Service error message: BEST queries are not supported for this contract, contract: Contract(secType='STK', conId=139673266, symbol='AAL', exchange='SMART', primaryExchange='NASDAQ', currency='USD', localSymbol='AAL', tradingClass='NMS')

[Message edited by Moderator to remove unnecessary quote from an ancient thread.]

Hi,btw,

It works perfect now.as below:

I canceled the redundancy' () ' of the previous first line:t=threading.Thread(target=app.ifDataDelay()) to?t=threading.Thread(target=app.ifDataDelay)
use t, start() and no t.join()
Thanks for your guidance.
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Forex trader
David Liao

Hi,btw,

Thanks for your guidance.So by you mean I change to below, is it right?

t.start()
app.start()


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Forex trader
David Liao