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Re: Gateway disconnects multiple times daily at around 2pm, sometimes failing to reconnect

 

Interesting.

Yesterday (Tuesday 2pm Sydney time) the problem arose for me again. Gateway fails to reconnect to the IB Server when the IB Server restarts, forcing me to log in to Gateway again. My problem goes back a long way, is very intermittent, and I have an active ticket with IB on the matter.

Today, Gateway reconnected, but just looking at my logs now, I see similar messages to yours at time 14:05:23.663. Anyway, I didn't have to log in again today, the reconnection and login was automatic.

KH


Re: Gateway disconnects multiple times daily at around 2pm, sometimes failing to reconnect

 

Looks like during the first section of the log your IB Gateway is connected to the and the disconnects you describe take place right within the , which is 23:45 - 00:45 in US/Eastern or 13:45 - 14:45 in Australia/Sydney. You should expect various spurious disruptions during that window including brief complete disconnects (errors 1100 and 1102.

We have seen (and expected) similar warnings and errors during last night's US maintenance window and I have attached a quick log, in case that helps. Code 2105 events are actually only warnings and should not cause permanent disconnects or authentication failures, though your clients should be prepared to handle them.

闯ü谤驳别苍


Gateway disconnects multiple times daily at around 2pm, sometimes failing to reconnect

 

Hi all

Hoping for some guidance on this issue that has been plaguing me for months. Thanks in advance!

As topic name, almost every trading day, the gateway will disconnect from the IBKR servers 3-4 times around 2:05pm every day. Since this first started occurring I have moved houses and put my software on AWS to no avail.

For example today, whilst running on AWS Sydney, while it was able to reconnect each time, it disconnected 3 times and gave me error 2105 at (AEST/UTC+10):
14:03:33
14:04:17
14:05:23

and the respective logs:
2022-06-29 14:03:31.314 [BB] INFO? [JTS-EServerSocketNotifier-104] - [1:157:157:1:0:90:-1:INFO] Historical data update sent [requestId: 3].
2022-06-29 14:03:33.122 [BB] INFO? [JTS-ushmdsListenerS7-109] - Socket for connection ndc1.ibllc.com:4000 was closed by peer.
2022-06-29 14:03:33.125 [BB] INFO? [JTS-ushmdsListenerS7-109] - Disconnecting ndc1.ibllc.com:4000 [disconnectDetails=DisconnectDetails[sessionID=7,endPoint=ndc1.ibllc.com:4000,reason=DISCONNECT_ON_BROKEN_SOCKET,cause=null,systemMessage=null,keepSocketOpen=false]]...
2022-06-29 14:03:33.125 [BB] INFO? [JTS-ushmdsListenerS7-109] - Socket closed.
2022-06-29 14:03:33.125 [BB] INFO? [JTS-ushmdsListenerS7-109] - Interrupting dispatcher [sessionID=7]...
2022-06-29 14:03:33.126 [BB] INFO? [JTS-ushmdsDispatcherS7-110S7-111] - Dispatcher thread terminating [sessionID=7,interrupted=true]...
2022-06-29 14:03:33.130 [BB] INFO? [JTS-ushmdsListenerS7-109] - Interrupting listener [sessionID=7,disconnectSocket=true]...
2022-06-29 14:03:33.130 [BB] INFO? [JTS-ushmdsListenerS7-109] - AuthTimeoutMonitor-ushmds: deactivate
2022-06-29 14:03:33.130 [BB] INFO? [JTS-ushmdsListenerS7-109] - Listener thread terminating [sessionID=7] [seen=62643,totalShifted=62643,moreAvailable=0]
2022-06-29 14:03:33.131 [BB] INFO? [JTS-DisconnectedS7-147] - Farm ushmds/NATIVE: Lost active connection with disconnect status DISCONNECT_ON_BROKEN_SOCKET
2022-06-29 14:03:33.132 [BB] INFO? [JTS-DisconnectedS7-147] - Farm ushmds/NATIVE: Resetting
2022-06-29 14:03:33.132 [BB] INFO? [JTS-DisconnectedS7-147] - CONN CALC: Last connection attempt time is cleared!
2022-06-29 14:03:33.132 [BB] INFO? [JTS-DisconnectedS7-147] - CONN CALC: Last connection set as now:14:03:33:132
2022-06-29 14:03:33.132 [BB] INFO? [JTS-DisconnectedS7-147] - HTBP Disconnected from live peer!::0
2022-06-29 14:03:33.132 [BB] INFO? [JTS-DisconnectedS7-147] - CONN CALC: Last disconnect time set as now:14:03:33:132
2022-06-29 14:03:33.132 [BB] INFO? [JTS-ushmdsServicePingS7-114] - Terminating ping thread
2022-06-29 14:03:33.137 [BB] INFO? [JTS-DisconnectedS7-147] - Starting fuse [name=ushmds-nativepause,timeout=0]...
2022-06-29 14:03:33.141 [BB] INFO? [JTS-Fuse-ushmds-nativepause-148] - Farm ushmds/DISCONNECTED: Connecting natively (ushmds)...
2022-06-29 14:03:33.143 [BB] INFO? [JTS-Fuse-ushmds-nativepause-148] - Reconnection time cleared: argClearBackoff=false base=0 range=5000 next=0 disconnected=0
2022-06-29 14:03:33.148 [BB] INFO? [JTS-AsyncNonLocked-44] - Keep-alive scheduled for:ushmds
2022-06-29 14:03:33.149 [BB] INFO? [JTS-AsyncNonLocked-44] - [1:157:157:1:0:4:2:DET] Sending error.
2022-06-29 14:03:33.149 [BB] INFO? [JTS-AsyncNonLocked-44] - [1:157:157:1:0:4:2:DET] [4;2;-1;2105;HMDS data farm connection is broken:ushmds]
2022-06-29 14:03:33.149 [BB] INFO? [JTS-AsyncNonLocked-44] - [1:157:157:1:0:4:2:DET] Error sent.
2022-06-29 14:03:33.149 [BB] INFO? [JTS-AsyncNonLocked-44] - cdebug: ROUTING | connTracker:ushmds@5cd4e9d | Disconnected | 1656475412135 | true
2022-06-29 14:03:33.146 [BB] INFO? [JTS-Fuse-ushmds-nativepause-148] - AsyncDisconnectNotifiers: 1
2022-06-29 14:03:33.157 [BB] INFO? [JTS-Fuse-ushmds-nativepause-148] - Connecting ndc1.ibllc.com:4000 timeout=0...
2022-06-29 14:03:33.159 [BB] INFO? [JTS-Fuse-ushmds-nativepause-148] - CONN CALC: Last connection set as now:14:03:33:159
--------------------------------------------------------------------------------------------------------------------

2022-06-29 14:04:16.273 [BB] INFO? [JTS-EServerSocketNotifier-104] - [1:157:157:1:0:90:-1:INFO] Historical data update sent [requestId: 3].
2022-06-29 14:04:16.518 [BB] INFO? [JTS-CCPDispatcherS3-49] - Setting time offset to -517 diff -252
2022-06-29 14:04:16.518 [BB] INFO? [JTS-CCPDispatcherS3-49] - CCP reported time: 2022-06-29 04:04:16.000 (GMT) [1656475456000], local time: 2022-06-29 04:04:16.518 (GMT), local time: 2022-06-29 14:04:16.518 (AEST), difference in seconds: -0.518, handling delta:1 [Msg1]
2022-06-29 14:04:16.537 [BB] INFO? [JTS-ushmdsNativeUpgrade-162] - Farm ushmds/CCP: Trying native connection, attempt
2022-06-29 14:04:16.539 [BB] INFO? [JTS-ushmdsNativeUpgrade-162] - Trying connecting ndc1.ibllc.com:4000 timeout=0...
2022-06-29 14:04:16.943 [BB] INFO? [JTS-ushmdsNativeUpgrade-162] - Farm ushmds/CCP: Trying native connection
2022-06-29 14:04:16.943 [BB] INFO? [JTS-ushmdsNativeUpgrade-162] - AsyncDisconnectNotifiers: 1
2022-06-29 14:04:16.943 [BB] INFO? [JTS-ushmdsNativeUpgrade-162] - Connecting ndc1.ibllc.com:4000 timeout=0...
2022-06-29 14:04:17.158 [BB] INFO? [JTS-ushmdsNativeUpgrade-162] - Connected to ndc1.ibllc.com:4000 on local port 0 socket local addrs:port /172.31.39.211:55610
2022-06-29 14:04:17.158 [BB] INFO? [JTS-ushmdsNativeUpgrade-162] - Farm ushmds/CCP: Connected, sending secure connect and/or auth
2022-06-29 14:04:17.159 [BB] INFO? [JTS-ushmdsNativeUpgrade-162] - InnerConnection.onConnected() [sessionID=14,secureConnectEnabled=true,logonReplySigned=true].
2022-06-29 14:04:17.222 [BB] INFO? [JTS-ushmdsNativeUpgrade-162] - Not exhausted because ndc1.ibllc.com was connected
2022-06-29 14:04:17.222 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - Starting dispatcher thread [sessionID=14]...
2022-06-29 14:04:17.222 [BB] INFO? [JTS-ushmdsListenerS14-163] - Starting listener thread [sessionID=14]...
2022-06-29 14:04:17.223 [BB] INFO? [JTS-ushmdsListenerS14-163] - Initial listener buffer size is 131072.
2022-06-29 14:04:17.223 [BB] INFO? [JTS-ushmdsListenerS14-163] - Capping listener buffer size at 65536.
2022-06-29 14:04:17.449 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - cert #0 subject:CN=tws.ibllc.com,OU=tws.ibllc.com,O=IBLLC,C=US??? issuer:CN=prod.ckg.ibllc.com,O=Interactive Brokers LLC,L=Greenwich,ST=Connecticut,C=US??? notBefore:20220628-13:36:17 Europe/London (1656419777000)??? notAfter:20220630-21:36:17 Europe/London (1656621377000)
2022-06-29 14:04:17.449 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - cert #1 subject:CN=prod.ckg.ibllc.com,O=Interactive Brokers LLC,L=Greenwich,ST=Connecticut,C=US??? issuer:CN=DigiCert SHA2 High Assurance Server CA,OU=www.digicert.com,O=DigiCert Inc,C=US??? notBefore:20200812-01:00:00 Europe/London (1597190400000)??? notAfter:20220817-13:00:00 Europe/London (1660737600000)
2022-06-29 14:04:17.450 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - cert #2 subject:CN=DigiCert SHA2 High Assurance Server CA,OU=www.digicert.com,O=DigiCert Inc,C=US??? issuer:CN=DigiCert High Assurance EV Root CA,OU=www.digicert.com,O=DigiCert Inc,C=US??? notBefore:20131022-13:00:00 Europe/London (1382443200000)??? notAfter:20281022-13:00:00 Europe/London (1855828800000)
2022-06-29 14:04:17.455 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - Current time is: 20220629-05:04:17 Europe/London
2022-06-29 14:04:17.459 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - CipherContext initialization successed.
2022-06-29 14:04:17.459 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - Cipher context created: CipherContext[id=19,encrypt=true].
2022-06-29 14:04:17.459 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - Cipher context created: CipherContext[id=20,encrypt=false].
2022-06-29 14:04:17.459 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - set nsMsgVersion / cryptors: farm=HISTORICAL_DATA-ushmds; nsMsgVersion=44; encryptor=true; decryptor=true
2022-06-29 14:04:17.459 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - AuthTimeoutMonitor-ushmds: deactivate
2022-06-29 14:04:17.459 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - AuthTimeoutMonitor-ushmds: timeout=20000
2022-06-29 14:04:17.459 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - AuthTimeoutMonitor-ushmds: activate
2022-06-29 14:04:17.544 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - Start ping with 5000 for JTS-ushmdsServicePreAuthPingS14-167
2022-06-29 14:04:17.544 [BB] INFO? [JTS-AuthTimeoutMonitorThread-ushmds-166] - Starting auth timeout monitor thread for ushmds
2022-06-29 14:04:17.562 [BB] INFO? [JTS-ushmdsServicePreAuthPingS14-167] - Starting ping thread
------------------------------------------------------------------------
2022-06-29 14:05:23.418 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Received MD auth msg classid = 1
2022-06-29 14:05:23.419 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Receiver: 772
2022-06-29 14:05:23.419 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Received Result
2022-06-29 14:05:23.419 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Passed session token authentication.
2022-06-29 14:05:23.662 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Logon reply received [signed=true].
2022-06-29 14:05:23.662 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Reconnection time cleared: argClearBackoff=true base=0 range=5000 next=0 disconnected=0
2022-06-29 14:05:23.662 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - AuthTimeoutMonitor-ushmds: deactivate
2022-06-29 14:05:23.663 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Farm ushmds/CCP: Upgrading to native connection
2022-06-29 14:05:23.663 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Disconnecting hdc1.ibllc.com:4000 [disconnectDetails=DisconnectDetails[sessionID=12,endPoint=hdc1.ibllc.com:4000,reason=DISCONNECT_NATIVE_CONNECTION_RESTORED,cause=null,systemMessage=null,keepSocketOpen=false]]...
2022-06-29 14:05:23.663 [BB] INFO? [JTS-ushmdsListenerS12-156] - Socket or stream for connection hdc1.ibllc.com:4000 was closed by another thread.
2022-06-29 14:05:23.663 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Socket closed.
2022-06-29 14:05:23.663 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Interrupting dispatcher [sessionID=12]...
2022-06-29 14:05:23.663 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Interrupting listener [sessionID=12,disconnectSocket=true]...
2022-06-29 14:05:23.663 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - AuthTimeoutMonitor-ushmds: deactivate
2022-06-29 14:05:23.664 [BB] INFO? [JTS-ushmdsListenerS12-156] - Listener thread terminating [sessionID=12] [seen=6881,totalShifted=6881,moreAvailable=0]
2022-06-29 14:05:23.664 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Start ping with 60000 for JTS-ushmdsServicePingS18-181
2022-06-29 14:05:23.665 [BB] INFO? [JTS-DisconnectedS12-180] - Farm ushmds/NATIVE: Old CCP connection hdc1.ibllc.com:4000 UNCONNECTED was disconnected after native upgrade
2022-06-29 14:05:23.665 [BB] INFO? [JTS-AsyncNonLocked-44] - Keep-alive scheduled for:ushmds
2022-06-29 14:05:23.665 [BB] INFO? [JTS-AsyncNonLocked-44] - [1:157:157:1:0:4:2:DET] Sending error.
2022-06-29 14:05:23.665 [BB] INFO? [JTS-AsyncNonLocked-44] - [1:157:157:1:0:4:2:DET] [4;2;-1;2105;HMDS data farm connection is broken:ushmds]
2022-06-29 14:05:23.665 [BB] INFO? [JTS-AsyncNonLocked-44] - [1:157:157:1:0:4:2:DET] Error sent.
2022-06-29 14:05:23.666 [BB] INFO? [JTS-AsyncNonLocked-44] - cdebug: ROUTING | connTracker:ushmds@5cd4e9d | Disconnected | 1656475522897 | true
2022-06-29 14:05:23.666 [BB] INFO? [JTS-AsyncNonLocked-44] - [1:157:157:1:0:4:2:DET] Sending error.
2022-06-29 14:05:23.666 [BB] INFO? [JTS-AsyncNonLocked-44] - [1:157:157:1:0:4:2:DET] [4;2;-1;2106;HMDS data farm connection is OK:ushmds]
2022-06-29 14:05:23.666 [BB] INFO? [JTS-AsyncNonLocked-44] - [1:157:157:1:0:4:2:DET] Error sent.
2022-06-29 14:05:23.666 [BB] INFO? [JTS-AsyncNonLocked-44] - Keep-alive applied to:ushmds
2022-06-29 14:05:23.666 [BB] INFO? [JTS-AsyncNonLocked-44] - cdebug: ROUTING | connTracker:ushmds@5cd4e9d | Connected | 1656475522897
2022-06-29 14:05:23.666 [BB] INFO? [JTS-ushmdsNativeUpgrade-162] - Farm ushmds/NATIVE: Terminating native background upgrade
2022-06-29 14:05:23.666 [BB] INFO? [JTS-ushmdsServicePreAuthPingS18-179] - Terminating ping thread
2022-06-29 14:05:23.666 [BB] INFO? [JTS-ushmdsDispatcherS12-157S12-158] - Dispatcher thread terminating [sessionID=12,interrupted=true]...
2022-06-29 14:05:23.667 [BB] INFO? [JTS-ushmdsServicePingS12-161] - Terminating ping thread
2022-06-29 14:05:23.667 [BB] INFO? [JTS-AuthTimeoutMonitorThread-ushmds-178] - Terminating auth timeout monitor thread for ushmds
2022-06-29 14:05:23.673 [BB] INFO? [JTS-ushmdsServicePingS18-181] - Starting ping thread


Moderated Re: Fundamentals Explorer

 

开云体育

Hey hey,
Thanks again for your guidence, admittedly I am ignorant of the terminology and what can be found where.
It's a learning curve and I'm not from the financial sector and I'm doing too many things. So any guidance is welcome.

Thanks so much, thanks for the links, will give it a go again.


On 24/06/2022 05:24 pm, 闯ü谤驳别苍 Reinold via groups.io wrote:

I guess if finviz provides what you are looking for, maybe that's the way to go.

Richard and? hymagik have pointed you in the direction you'd have to go with the IBKR API. Let me only add a few links to the API documentation where you can find the TWS API requests for all API implementations that deal with the kind of data you are looking for.. Feel free and ignore if you have studied this documentation by now:

  • ?section
  • section
  • section
  • section

I have put the topic on moderation for now to avoid unnecessary noise. Substantive contributions and specific questions about API requests or concrete issues are obviously always welcome.

闯ü谤驳别苍


Moderated Re: Fundamentals Explorer

 

I guess if finviz provides what you are looking for, maybe that's the way to go.

Richard and? hymagik have pointed you in the direction you'd have to go with the IBKR API. Let me only add a few links to the API documentation where you can find the TWS API requests for all API implementations that deal with the kind of data you are looking for.. Feel free and ignore if you have studied this documentation by now:

  • ?section
  • section
  • section
  • section

I have put the topic on moderation for now to avoid unnecessary noise. Substantive contributions and specific questions about API requests or concrete issues are obviously always welcome.

闯ü谤驳别苍


Moderated Re: Fundamentals Explorer

 

开云体育

Actually, this is a sample of what I am looking for, however I got this from finviz.

statements?????????????? Dividend -
Index -????????????????? P/FCF -
P/E -??????????????????? EPS past 5Y -
EPS (ttm) -0.10????????? ROI -
Insider Own 0.19%??????? 52W High -79.23%
Shs Outstand 21.74M????? Beta -
Perf Week 97.56%???????? Dividend % -
Market Cap 6.90B???????? Quick Ratio 0.00
Forward P/E -??????????? Sales past 5Y -
EPS next Y -???????????? Gross Margin -
Insider Trans 0.00%????? 52W Low 158.35%
Shs Float 1.76M????????? ATR 0.72
Perf Month -77.46%?????? Employees 3
Income -2.50M??????????? Current Ratio 0.00
PEG -??????????????????? Sales Q/Q 138.70%
EPS next Q -???????????? Oper. Margin -
Inst Own 0.50%?????????? RSI (14) 38.66
Short Float 44.71%?????? Volatility 22.31% 27.53%
Perf Quarter -75.80%???? Optionable No
Sales 19.38M???????????? Debt/Eq 0.01
P/S 356.05?????????????? EPS Q/Q -128.10%
EPS this Y 241.50%?????? Profit Margin -
Inst Trans -42.14%?????? Rel Volume 21.74
Short Ratio 0.73???????? Prev Close 1.89
Perf Half Y -75.55%????? Shortable Yes
Book/sh 4.66???????????? LT Debt/Eq 0.00
P/B 0.52???????????????? Earnings -
EPS next Y -???????????? Payout -
ROA -1.30%?????????????? Avg Volume 1.08M
Target Price -?????????? Price 2.43
Perf Year -75.33%??????? Recom -
Cash/sh 0.00???????????? SMA20 47.86%
P/C -??????????????????? SMA50 -63.93%
EPS next 5Y -??????????? SMA200 -73.50%
ROE -1.40%?????????????? Volume 17,220,076
52W Range 0.94 - 11.70?? Change 28.57%
Perf YTD -75.60%???????? Jun-13-22 04:00AM



On 21/06/2022 12:05 am, Colin B Maharaj via groups.io wrote:

Ok, I got it,
Once again I am using a Delphi library that can be used in C++ Builder (no python,? C#,? Java or VC++)
so it feels a little like being on a deserted island.? And I was busy in the month gone. Thanks.

On 19/05/2022 12:44 pm, Colin B Maharaj via groups.io wrote:

I am sorry, I rushed to ask a question without a bit of research.
Not a good habit.

Thanks, I'll figure it out.

On 19/05/2022 05:22 am, Richard L King wrote:

Well, just a glance at that image shows that you've got contract data, real-time market data, and fundamentals data.

?

Armed with the API documentation, why do you need to ask this question? Please make a bit of an effort to work this out for yourself, and then if you get stuck ask a more specific question.

?

?

From: [email protected] <[email protected]> On Behalf Of Colin B Maharaj
Sent: 18 May 2022 21:02
To: [email protected]
Subject: [TWS API] Fundamentals Explorer

?

Hi all,
What API should I call to recreate one like this, it's in the TWS..

Also if I have a list of symbols, how about a minimal set of info to make a table of the following say.....

symbol, current price, low price, high price, volume, 200 dma, 50 dma etc...

?


Re: IB Routinely Misses Stops and Hidden LMTs

 

@jcopp
You can only set the trigger method for simulated orders, in live trading it is up to the exchange and i suppose they are using the default method.

int? [get, set]
? Specifies how Simulated Stop, Stop-Limit and Trailing Stop orders are triggered.
Valid values are:
0 - The default value. The "double bid/ask" function will be used for orders for OTC stocks and US options. All other orders will used the "last" function.


@闯ü谤驳别苍 Reinold
Thanks for the info. I'll add the condition to all orders in the bracket and test it.
I am still wondering though, why the stops worked with most other orders.


Good Till Date order rejected outside RTH?

 

I'm receiving the following error when my algo places a futures trade outside RTH with the Good till Date set to expire the order after 10 mins:

ERROR 9 201 Order rejected - reason: Order will be expired before market opens

I'm not sure why this is happening as the order attribute has outsideRTH=True and IBGateway (10.14) is configured to allow outside RTH trading in the Presets for Futures.

Not sure what else I'm missing - any thoughts appreciated!


How to request historical data from a specific date?

 

Hi,?

I would like to know if there is a way to request historical market data using the "/api/iserver/marketdata/history" endpoint from a specific date or time?
Currently, I am able to obtain data from this endpoint, but all data returned is till the present.
So would anybody know please, is it possible to specify a start/end parameter to return historical data via the endpoint? If not, is there any alternative that can be used to meet this objective?

Thanks


[Moderator edit] This relates to the


Restoration of historical data after interruption by competing session

 

Hi, it's easy to learn from experience that API data streams are restored without the need for resending requests after a connection is completely broken between API software and IBKR servers, but?I wonder if anyone in the group has a firm grasp of historical data behavior when datafarm access is interrupted by a competing session (i.e. TWS vs IBGW, or mobile vs desktop etc). This pertains to errors 10187 and possibly 10197 I believe.

Do API data request states get automatically restored together with connection to respective datafarms as well? How long is the time-out to restore the datafarm availability after the competing session terminates?


Re: Can I combine a bracket order with a MOC (Market on close) order - Invalid OCA handling method

 

To successfully place a MOC order within an OCA group, you must set the OCA mode to reduce (without protection), and expect that despite this the OCA event will entirely?cancel rather than reduce it.


Re: IB Routinely Misses Stops and Hidden LMTs

 

Correct. You set OutsideRth to true on every order object in the bracket. But at least on STOP orders. Order presets defined within TWS have no impact on your TWS API client.

As a matter of practice, we set OutsideRth true on all orders in the bracket for ES trades, but apparently only the StopLoss STOP order really needs it set for triggers to work. In fact we get Error 2109 warnings on all other orders: 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed.

In the example below OutsideRth was set to true for all four orders in the bracket

  • 222 MKT entry order
  • 222.1 LMT profit taker order
  • 222.2 STOP stop loss order
  • 222.3 MKT position close order with time condition at 15:55 Central time
Placing orders 222, 222.1, and 222.3 triggers (error) warning 2109, but placing 222.2 does not and it will not trigger outside of the regular trading hours without OutsideRth? set to true.

闯ü谤驳别苍





On Thu, Jun 23, 2022 at 04:42 PM, Jenzi wrote:
That's a very interesting thought, because the exits were made in the second the us markets did open.
Otherwise, i have made many other trades during the day where it worked (same instrument, exits on taget limit or stop).
In the TWS 'Global Configuration' - 'Presets' for Futures the checkmark is set.

You mean to set the option for every bracket order when creating/sending an order? I'll give that a try.

bool? [get, set]
? If set to true, allows orders to also trigger or fill outside of regular trading hours.


How does ExecutionCondition work? (Pair Trade)

 

I'm testing out making pair trades where one half of the trade is executed before the second and the second's execution is conditional on the first (ex: buy AAPL and short MSFT, but you only short MSFT once the AAPL trade has been executed). It seems like ExecutionCondition should fit this, but the documentation isn't really clear about what it actually does and I was wondering if anyone could clarify.

ib_insync docs:??
ibkr docs:??


Re: IB Routinely Misses Stops and Hidden LMTs

 

One factor to consider is which trigger to use: Bid, Ask, or Last. That obviously plays a role, including vulnerability when bored institutional traders run the Stops.

On Thu, Jun 23, 2022 at 2:42 PM Jenzi <jzip@...> wrote:
That's a very interesting thought, because the exits were made in the second the us markets did open.
Otherwise, i have made many other trades during the day where it worked (same instrument, exits on taget limit or stop).
In the TWS 'Global Configuration' - 'Presets' for Futures the checkmark is set.

You mean to set the option for every bracket order when creating/sending an order? I'll give that a try.

bool? [get, set]
? If set to true, allows orders to also trigger or fill outside of regular trading hours.


Re: IB Routinely Misses Stops and Hidden LMTs

 

That's a very interesting thought, because the exits were made in the second the us markets did open.
Otherwise, i have made many other trades during the day where it worked (same instrument, exits on taget limit or stop).
In the TWS 'Global Configuration' - 'Presets' for Futures the checkmark is set.

You mean to set the option for every bracket order when creating/sending an order? I'll give that a try.

bool? [get, set]
? If set to true, allows orders to also trigger or fill outside of regular trading hours.


Re: IB Routinely Misses Stops and Hidden LMTs

 

开云体育

Did you set the stop-loss orders to execute outside regular trading hours? It’s not enough just to set that for the parent order.

?

?

?

From: [email protected] <[email protected]> On Behalf Of Jenzi
Sent: 23 June 2022 20:16
To: [email protected]
Subject: Re: [TWS API] IB Routinely Misses Stops and Hidden LMTs

?

It's ES before the US open, during European markets.


Re: IB Routinely Misses Stops and Hidden LMTs

 

It's ES before the US open, during European markets.


Re: IB Routinely Misses Stops and Hidden LMTs

 

Ok, pulled up a footprint of the situation, basically this should not be possible to happen.


Re: IB Routinely Misses Stops and Hidden LMTs

 

How liquid are the contracts you're trading? Even if the stop gets triggered you still need some liquidity for the trade to execute


On Thu, Jun 23, 2022 at 11:52 AM Jenzi <jzip@...> wrote:
These aren't Stop Limits 'STP LMT', but Stop Orders 'STP', that should exit via a market order, when according to IB doc "the user-specified stop trigger price is attained or penetrated".
This is happened live. And i've seen this with Trailing Stops too.
I've checked the ES trades, take a look at the 2min chart, i've marked the two candles with the short entries, it wasn't even a volatile market and i doubt anything got jumped. The exits were made more than four hours later.


Re: IB Routinely Misses Stops and Hidden LMTs

 

These aren't Stop Limits 'STP LMT', but Stop Orders 'STP', that should exit via a market order, when according to IB doc "the user-specified stop trigger price is attained or penetrated".
This is happened live. And i've seen this with Trailing Stops too.
I've checked the ES trades, take a look at the 2min chart, i've marked the two candles with the short entries, it wasn't even a volatile market and i doubt anything got jumped. The exits were made more than four hours later.