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Re: Remote TWS tip
bee_jay_61
Are you sure tunneling is needed?
I can easyly connect to the TWS from any machine in my network. Just call TWS.Connect with the IP of the computer where TWS is running. Example: TWS.connect('192.168.0.1', 7496); Like written in the docu: host - host name or IP address of the machine where TWS is running. Leave blank to connect to the local host. But I think you need at least Build 769 or 770 for that. PlaceOrder, CancelOrders. Everything works. --- In twsapi@y..., "kgeis" <kgeis@y...> wrote: I was a bit annoyed by the fact that TWS does not accept incomingon a separate Linux machine.Linux box, and I tunnelled port 7496 back to my desktop machine. This |
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AW: twsapi: Asset US format information
开云体育On
Hyperfeed?s website, they recommend Realtick. My understanding is that
brokerages install a hyperfeed server at their office and deliver the data to
their clients. So the data and the technologie comes from hyperfeed. This seems
to be true also for the products of Charles Schwab and
Cybertrader.
?
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AW: twsapi: Asset US format information
开云体育Hi
Scott,
?
until
now, I did not really need realtime data in my application. I do all the
"trading signal calculations" in Tradestation.
But
when I decided which datafeed to use, the API was important.
?
eSignal has a non-free-SDK and a free DDE-API. I copied a part of the
help file at the end of the eMail. I tried it in excel, and it worked fine. The
amount of different informations that are supported is
amazing.
The
none-free-SDK allows to download historical data additional to the realtime
data. (I think Dynaloader uses it?).
?
Hyperfeed/PCQuote has an API at ?and
an other API at ..
Several brokerages seem to use Hyperfeed.
Hyperfeed has a lot of different products. I think I chose
the?product which is meant?for Tradestation?and?I used it
also with the API.
?
The
API?s from Hyperfeed look much better. But eSignal is very easy to install, the
DDE-API?is easy to use. When I used Hyperfeed, I had to call their support
several times. I used Hyperfeed/PCQuote and eSignal once at the same time. I
don?t know who delivered the better market data, but I used the same TS strategy
with both datafeeds and the eSignal data made more profit.
?
Marcus
?
?
?
eSignal:
?
Third-party applications that support DDE (Dynamic Data Exchange) can
receive data from the Data Manager. (Microsoft Excel and other applications
support DDE.) The Data Manager acts as a server, and the other application acts
as a client. You can format, arrange, and manipulate the data using the
application’s normal features.
A sample Excel file is included in the program installation. You can open it to see an example of how applications handle DDE. For example, to request the bid size for IBM, you enter the following formula =WINROS|BidSize!ibm. The exact way that you request DDE data varies, so be sure to consult your application's documentation for details. ?
These
are the DDE topics that you can use to request data from the Data
Manager:
?
These
are the valid DDE topics that you can use to request data from the Data
Manager.
52HDATE?52-week high date (fundamental data)
52LDATE?52-week low date (fundamental data) 52WHIGH?52-week high (fundamental data) 52WLOW?52-week low (fundamental data) ASK?Current ask for stock ASKEXG ?Exchange where the ask occurred ASKEXG?Exchange where the ask occurred ASKSIZE?Size of the ask offer ASSETS?Assets for money market BASE?A code that determines the method of base code translation BID?Current bid for stock BIDEXG? ?Exchange where the bid occurred BIDSIZE ?Size of the bid offer C?Close/Open/Settlement indicator (C/O/S) CHANGE?Net change between the last trade and the previous day's close COUPON?Coupon rate DAY?Calendar day that applies to the values DAYYIELD7?Seven-day yield for money market DIVIDEND?Dividend (fundamental data) DIVINT?Dividend interval (fundamental data) EFFYIELD?Effective seven-day yield for money market EPS?Earnings per share (fundamental data) HEADLINECOUNT?Number of headlines for the issue HIGH?Today's highest value of stock LAST?Current value of stock LISTEXG?Exchange where listed LOW?Today's lowest value of stock MATURITY?Average maturity for money market MIDPRICE?On the LSE only, the midpoint between the last price and the bid price MINUTESDELAYED?Number of minutes issue is delayed NAME?Company name (fundamental data) NAV?Net access value NEWSCOUNT?Number of news alerts for the day NEWSDAY?The day the news alert occurred NEWSTIME?Minutes after midnight since last news alert OFFER?Current offer for mutual fund OPEN?Today's opening value OPENINT?Number of outstanding issues OPENRANGE?Average of fluctuation before market opens PE?Price/earnings ratio (fundamental data) PREV?Yesterday's last value of stock SHARES?Shares 0utstanding (fundamental data) STATUS?Status bytes of the ROS record TICK?Number of real-time transactions that day TICKS?A 4-byte array that indicates the last four price changes. Each byte can be +, -, or a space TIMEREALTIME?Time (hours, minutes, seconds) of the last real-time activity TIMEUPDATE?Time (hours, minutes, seconds) of last data change TOTALVOL?Total volume for the day TRADESIZE?The number of trades TRADEEXG?Exchange where last traded XDATE?Dividend date (fundamental data) YEARUPDATE?Date (mm/dd/yy) of last data change YEARREALTIME?Date (mm/dd/yy) of the last real-time activity YIELD?Yield (fundamental data)
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Re: twsapi: Asset US format information
marinindextrader
OK but answer this...
You said: "TAL is solid but does not have the fancy QCharts recordsets." So how does TAL set up for a depth of call in terms of numRecs and updates? Frankly I dont give a rat's Pitutey about Qchart's add on garbage... All I want to be able to do is call into a server and pull x records down [OHLC], ostensibly leave open the query, and have an open connect update the front end bar, and give me an event to trap that lets me update my array when the period closes/opens... How do they [TAL[ handle multiple symbols? In Q, you either cycle through a symbol set [open close record set add infinitum], or you create a control array of the TRecordSet control [thats how I do it]...[or a hybrid, put a gang of TRset controls to work cycling your symbols] "Value added data provider"...thats a Qchart quote...pretty funny isnt it? Got so much damn value added its mucking up the works... LOL Scott --- In twsapi@y..., Nick <nickrbox@o...> wrote: ownI should probably ask them this...but featuresparsing on the client side?There is no comparison between QCharts and TAL. QCharts has cute but is unreliable. TAL is solid but does not have the fancyQCharts recordsets.use TAL - it just works all by itself. You will have to write more datahandling code to make up for the missing recordsets.It's fine for data gathering but not if you want reliable real-time data. |
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Re: Remote TWS tip
Interesting... where can I get more info about this tunneling ? I
assume its a windows program which allows to be connected by a different host, and turns around to make the connection to TWS as the local host... Thanks for the info -weidong --- In twsapi@y..., "kgeis" <kgeis@y...> wrote: What I did is a hack to get around the "localhost only" limitationof TWS. By using tunneling, the end of the tunnel connecting to TWSis on the Windows machine, so it appears to TWS that the connection isserver; it makes a port on one machine appear to be local on the othermachine. run it there. I mainly run it on my Windows box because it's a fasterminor UI problems running it under Linux/X, but there are other minor UIit... incoming runningsocket connections from remote hosts. I currently use TWS on a myona separate Linux machine. ThisLinuxbox, and I tunnelled port 7496 back to my desktop machine. allowed me to connect from a remote machine as I wanted. |
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Re: Remote TWS tip
What I did is a hack to get around the "localhost only" limitation of
toggle quoted message
Show quoted text
TWS. By using tunneling, the end of the tunnel connecting to TWS is on the Windows machine, so it appears to TWS that the connection is coming from the localhost. The tunnel acts as a kind of proxy server; it makes a port on one machine appear to be local on the other machine. To respond to Elliot's comment, I used to run TWS on the Linux machine, and when my ATS goes into "production," I will once again run it there. I mainly run it on my Windows box because it's a faster machine, which makes TWS a bit snappier. Also, there were some minor UI problems running it under Linux/X, but there are other minor UI problems under Windows. --- In twsapi@y..., "zhao_weidong" <wdzhe@h...> wrote:
So you are saying the comment in the source deo that only local |
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Re: twsapi: Asset US format information
Louis
开云体育Thank you for your responses but there must be a
misunderstanding somewhere. That might be because
I am a French trader just moving to the US markets.
?
My goal is to store intraday quotes into a?database file.
Therefore I needed to know how much space to allocate
for each field, particularly the asset symbol field. Whether
the data comes from IB, eSignal or PCQuote wont make
any difference in that point of view.
?
My question about whether each symbol was unique was
because I wondered whether it was necessary to use
additional fields like say "exchange"?or "asset type".
?
If each symbol were unique, I?could?use a second database
that would contain?the exchange, asset type or any other
information for each symbol. This would save some space
from the intraday quotes file.
?
I dont have any applications related to TradeStation so I
cannot find that information.
? |
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Re: Remote TWS tip
So you are saying the comment in the source deo that only local
host "127.0.0.1" works is not true any more ? Just to confirm it... -weidong --- In twsapi@y..., "kgeis" <kgeis@y...> wrote: I was a bit annoyed by the fact that TWS does not accept incomingon a separate Linux machine.Linux box, and I tunnelled port 7496 back to my desktop machine. This |
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Re: twsapi: Asset US format information
Nick
I should probably ask them this...butThere is no comparison between QCharts and TAL. QCharts has cute features but is unreliable. TAL is solid but does not have the fancy QCharts recordsets. You will not have to do any caching or fiddling with servers if you use TAL - it just works all by itself. You will have to write more data handling code to make up for the missing recordsets. If real money is on the line I can't imagine anyone using QCharts. It's fine for data gathering but not if you want reliable real-time data. |
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Re: twsapi: Asset US format information
marinindextrader
I should probably ask them this...but
I wonder if they are a value added data middleman like Qcharts? : ie you can call recordsets through filters (OHLC, tech studies,L2 parsing filters, etc) Hmmm...but I also wonder if they have raw L2 and TOS bypass servers that allow the option of jumping around their bottlenecks, and handling your own parsing on the client side? Thanks...they are bookmarked for later study tonite Scott --- In twsapi@y..., Nick <nickrbox@o...> wrote: theI am open to alternative feeds with solid SDK developement andCheck out Townsend Analytics (TAL) at at taltrade.com. They have RealTick charting program plus real-time data via their Toolkit. |
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Re: twsapi: Asset US format information
marinindextrader
Marcus
How are their SDK's and components? Do you have any experience with either? I am ready to expand my Qcharts subscription to take in the QDP program as they have reduced their pricing scheme... I am open to alternative feeds with solid SDK developement and support.. Any comments appreciated.. Scott --- In twsapi@y..., "Marcus Jellinghaus" <Marcus_Jellinghaus@G...> wrote: Perhaps you look at some other applications like globalserver fromsymbol. As I wrote already several times, I think that there are othercompanies that are specialised on transmitting realtime data like eSignal orPCQuote. IB is more in the brokerage business than in the quote business.of expierience.types and/or from different exchanges ? I mean is each symbolunique ? - Is a database of all the US symbols/company names available fordownload ?(INTC) probably because of symbol problems or because some moreinformation is missing. Do you know why ?available if someone is interested.Service. |
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Frame Plus IDE tools...anyone ever use it?
marinindextrader
Anyone ever use Frame Plus objects library..
Looks like exactley what I need to manage multiple childs in my MDI to emulate VB 6 EE IDE child window docking and splits. They also have a kewl looking menu builder utility that lets you drop in icons on your menubar, and lets you save menu files for transport across applications. Anyone ever use their products? Scott |
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AW: twsapi: Asset US format information
开云体育Perhaps you look at some other applications like globalserver from
Tradestation4 to understand which informations are linked to one
symbol.
As I
wrote already several times, I think that there are other companies that are
specialised on transmitting realtime data like eSignal or PCQuote. IB is more in
the brokerage business than in the quote business.
eSignal and PCQuote have API?s for realtime data with several years of
expierience.
?
Marcus
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Asset US format information
Louis
I am writing an intraday data capture program and would like
to have the following information in order to design the database structure (I am not very familiar with the US financial stuff). - What is the max length of an asset symbol ? - Could you find two assets with the same symbol but of different types and/or from different exchanges ? I mean is each symbol unique ? - Is a database of all the US symbols/company names available for download ? - I found a problem using a reqMktData call with the INTEL symbol (INTC) probably because of symbol problems or because some more information is missing. Do you know why ? When the program is finished I will make the source code available if someone is interested. Thanks in advance. Louis. |
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Re: twsapi: Remote TWS tip
Elliot Lee
On Thu, 18 Jul 2002, kgeis wrote:
I was a bit annoyed by the fact that TWS does not accept incomingTWS runs well enough directly on Linux, FWIW. If the box is headless, you can always use Xvnc to provide a display that you can monitor from the Windows box. -- Elliot Some men are born mediocre, some men achieve mediocrity, and some men have mediocrity thrust upon them. -- Joseph Heller, "Catch-22" |
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Remote TWS tip
I was a bit annoyed by the fact that TWS does not accept incoming
socket connections from remote hosts. I currently use TWS on a Windows desktop and I am developing an ATS server that I'm running on a separate Linux machine. It's pretty obvious, but I used SSH Secure Shell to log in to my Linux box, and I tunnelled port 7496 back to my desktop machine. This allowed me to connect from a remote machine as I wanted. Just thought someone might want to know. |
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