part of my brain has been surgically removed thanks to this market action. There was a time when all the bunnies and chocolate in the shops would have reminded me that it was easter. Thanks for the help, much appreciated,
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On 4/14/22 19:12, Nick wrote: This is Good Friday holiday in US, markets are closed.
CME holiday calendar here:
On 4/14/2022 7:48 PM, comicpilsen wrote:
hi all we're seeing a green DATA indicator AND the status check shows all servers green BUT we don't see any data since 15:00 CST? Anyone else seeing this? The only check we know is to click on the data icon ( top right of TWS mosaic). Is there another way to find the status please?
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WOW is my face red!!!? I completely missed that. Thanks.
On 4/14/22 19:07, Dean Williams via
groups.io wrote:
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hi all
we're seeing a green DATA indicator AND the status check
shows all servers green BUT we don't see any data since
15:00 CST? Anyone else seeing this? The only check we know
is to click on the data icon ( top right of TWS mosaic).
Is there another way to find the status please?
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This is Good Friday holiday in US, markets are closed.
CME holiday calendar here:
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Show quoted text
On 4/14/2022 7:48 PM, comicpilsen wrote: hi all we're seeing a green DATA indicator AND the status check shows all servers green BUT we don't see any data since 15:00 CST? Anyone else seeing this? The only check we know is to click on the data icon ( top right of TWS mosaic). Is there another way to find the status please?
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hi all
we're seeing a green DATA indicator AND the status check shows all servers green BUT we don't see any data since 15:00 CST? Anyone else seeing this? The only check we know is to click on the data icon ( top right of TWS mosaic). Is there another way to find the status please?
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hi all
we're seeing a green DATA indicator AND the status check shows all servers green BUT we don't see any data since 15:00 CST? Anyone else seeing this? The only check we know is to click on the data icon ( top right of TWS mosaic). Is there another way to find the status please?
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Windows timeBeginPeriod() behavior changes
This is a heads-up for those of you doing lower level win32
programming with timeBeginPeriod().
Starting in Win 10 2004 the setting is no longer global and only
effects the calling process.
Even more bizarre, from the timeBeginPeriod() Microsoft docs:
Starting with Windows 11, if a
window-owning process becomes fully occluded, minimized, or
otherwise invisible or inaudible to the end user, Windows does
not guarantee a higher resolution than the default system
resolution. See for
more information on this behavior.
You have to explicitly declare that you don't want Windows to
blatantly ignore your timer resolution settings.
Most programs that care will set the timer resolution so they
will not be effected by the global/local change.
But if you have something that runs in the background and depends
on a specific timer resolution you will have to add code to make
it stick when the program is not "interactive".
The change to Win 10 was initially undocumented but eventually
made it to timeBeginPeriod().
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Re: Possible bug in TWS API when requesting auction price, volume, and imbalance data for ASX-listed securities
Hi Jurgen Thanks for responding.
Yes I read your other thread about 10.x and double checked what version I was on, but I’m still in 9.x. Also this was on a live account not paper.
I think this bug has been around for a while. The imbalance field is supposed to be red or green depending on bid or ask surplus, but now that I think about it, I have never in the last few years seen it be any colour other than green for ASX stocks, which fits with the narrative that they are accidentally putting the volume in that field instead (which will always be positive).
Cheers,
Colin
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On 13 Apr 2022, at 5:00 pm, 闯ü谤驳别苍 Reinold via groups.io <TwsApiOnGroupsIo@...> wrote:
?Which TWS version shows this behavior, Colin? And is this in a paper or real account?
We had issues with all version 10 "latest" TWS versions in combination with a paper account (including 10.15 versions) and have stayed with the "stable" TWS 981.3 for the paper account for now.
闯ü谤驳别苍
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Re: Possible bug in TWS API when requesting auction price, volume, and imbalance data for ASX-listed securities
Which TWS version shows this behavior, Colin? And is this in a paper or real account?
We had issues with all version 10 "latest" TWS versions in combination with a paper account (including 10.15 versions) and have stayed with the "stable" TWS 981.3 for the paper account for now.
闯ü谤驳别苍
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Re: Possible bug in TWS API when requesting auction price, volume, and imbalance data for ASX-listed securities
Hi all,
Just thought I would add that I've verified that the bug is definitely in TWS itself. My earlier assertion that the numbers in the GUI were correct was actually incorrect. I was looking at imbalance percentage rather than raw imbalance. When you compare raw imbalance and auction volume in TWS GUI for ASX listed stocks pre-auction, those two fields are always identical (which obviously they shouldn't be). I've submitted a bug report to IB directly with a screenshot and we'll see how responsive they are.
Cheers,
Colin
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Re: combo order with stoploss and takeprofit
is it a fixed percentage? why not just write the code to calculate
limitPrice = 100 takeProfitLimitPrice = limitPrice * 1.5 stopLimitPrice = limitPrice * 0.5 stopLimitAux = stopLimitPrice - 0.15 #parent order parent.lmtPrice = limitPrice #profit taker takeProfit.lmtPrice = takeProfitLimitPrice #stop limit stopLimit.lmtPrice = stopLimitPrice stopLimit.auxPrice = stopLimitAux
I am familiar with such bracket orders.?
but how can I set an exit price?
parent.lmtPrice = limitPrice
I would like to use a percentage basis on the parent combo.?
note - this is intended for pair training?
?
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How to change the remaining quantity of a Bracket Entry Order to Zero when it is partially filled
Hi All,
I searched TWSAPI and couldn't find this exactly.? If I missed a post please point me there.
How can I change the quantity of the Bracket Entry Order when it is partially filled?? Thru TWS will be preferred, doesn't have to thru API, since I have to do manual intervention anyway.? I tried setting changing the Order Ticket Outstanding Quantity to ZERO and IBKR wouldn't allow it, says it can't be Zero.? I think it would allow "1".? Maybe I missed something ...
I had a Bracket order this morning (in the paper system) for OSTK Long with the Entry being a STPLMT.? The initial order was for 3900 shrs and it partially filled 1200 shrs.? I wanted to keep the OCOs at 1200 shrs.
How can I alter the Entry order (without disturbing the OCOs) to be 1200 shrs, instead of 3900?? The OCOs were showing 1,200 shrs after the partial fill.
Thanks, as always, and Be Well,
Lou Dudka
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Re: combo order with stoploss and takeprofit
I am familiar with such bracket orders.?
but how can I set an exit price?
parent.lmtPrice = limitPrice
I would like to use a percentage basis on the parent combo.?
note - this is intended for pair training?
?
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Re: combo order with stoploss and takeprofit
There's a good on the api website. Create a contract object with your combo legs, and then create a bracket object with your parent order, profit taker & stop loss. To submit you do a for loop to call the placeOrder method passing the orderId, contract object & order objects as parameters.
I have a combo order running.
How does one add?stoploss and takeprofit to the single combo?
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Re: Re-login failures with TWS auto-restart option.
Thanks Nick.
I guess that eliminates my theory that I'm having problems because of Win7.
Thanks, as always, and Be Well,
Lou Dudka
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Minor bug in common.py in 10.14.1
Hello All - There is a minor bug when attempting to print the returned values from reqRealTimeBars.? The request was failing and I was getting this error: 'RealTimeBar' has no attribute 'open'.? This occurred because the __str__ method in the RealTimeBar class in common.py was trying to return self.open instead of self.open_.? Screenshot below.? I'm using TWS Gateway 10.14.1. 
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combo order with stoploss and takeprofit
I have a combo order running.
How does one add?stoploss and takeprofit to the single combo?
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Re: Re-login failures with TWS auto-restart option.
This was live account on Windows 10 21H1.
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On 4/11/2022 12:02 PM, Lou Dudka wrote: Nick - was this paper or prod?
What OS are you running?
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Re: Re-login failures with TWS auto-restart option.
Nick - was this paper or prod?
What OS are you running?
Thanks, as always, and Be Well,
Lou Dudka
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Re: Possible bug in TWS API when requesting auction price, volume, and imbalance data for ASX-listed securities
Following Nick's suggestion, I made some requests in the pre-close period today and examined separately the TWS log file and the API log file. As it turns out, examining the API log file was unnecessary, since we can already see the bug in the TWS log file, before the data ever reaches the API. Here is a short excerpt:
```
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:INFO] Sending tick size.
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:DET] [2;6;2070488;34;37031]
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:INFO] Tick size sent.
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:INFO] Sending tick size.
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:DET] [2;6;2070488;36;37031]
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:INFO] Tick size sent.
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:1:6:INFO] Sending tick price.
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:1:6:DET] [1;6;2070488;35;0.70999998;non-eligible;0;0;0]
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:INFO] Sending tick size.
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:DET] [2;6;2070488;61;0]
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:INFO] Tick size sent.
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:INFO] Sending tick size.
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:DET] [2;6;2070561;34;200000]
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:INFO] Tick size sent.
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:INFO] Sending tick size.
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:DET] [2;6;2070561;36;200000]
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:INFO] Tick size sent.
```
As can be seen, tick types 34 and 36 are both sending the same number, even though the imbalance number in the GUI is most definitely not the same number as the auction volume.
So it seems that the bug is in the TWS section of the codebase itself, rather than in the Python API, which is a bit unfortunate because I probably could have done something about it via github if it was in the Python API. So I guess this probably has to be lodged as a ticket with the IB TWS team. Does anyone have any experience with this? Are they particularly responsive or is this one of those things that could take years for them to address?
Cheers,
Colin
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Re: Possible bug in TWS API when requesting auction price, volume, and imbalance data for ASX-listed securities
Great suggestion thanks Nick. I'll try that and report the results back to this thread.
Cheers,
Colin
You could enable the api log and see what TWS is sending over the socket.
I haven't looked at the latest api but earlier versions did not inform
TWS of the language used to implement the client api. In other words TWS
does not know whether a client is python or Java or C++.
If the data is correct in the api log but incorrect in python then that
is useful. If the data is wrong in the api log it would be wrong in all
languages.
On 4/10/2022 7:35 PM, colintbowers@... wrote:
> I also should have added to the original post that the auction
> imbalance displays correctly in the TWS GUI, which suggests fairly
> strongly that the problem is occurring somewhere in the API.
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