Problems with the API in receiving data in real time with reqMarketData ()
Dear all:
I have problems with the API in receiving data in real time with reqMarketData ()
I get the message:
2023-07-04 16:37:30,321 - ibapi.wrapper- Linea = 57 en wrapper ERROR ERROR 1000 10089
By
Jesus Barbero
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#51344
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Re: Is there a limit/penalty on changing STP order more than X times?
Just to make sure I understand correcty, you are referring to an order to aquire a position?
Would the same regulation apply to a stp child order connected to an open posiition? My algo places a lmt
By
Raoul Suurmeijer
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#51343
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Re: Is there a limit/penalty on changing STP order more than X times?
10 seems to me above IB criteria for an efficient ordering, try staying below 5.
Also the rate of your change have an impact: Think "human", IB is very tolerant to anything that match human pace.
Why
By
Gordon Eldest
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#51342
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Re: Is there a limit/penalty on changing STP order more than X times?
Thank you for this information. So if my strategy would be to change the STP or TRAIL order up to 10 times before it hopefully executes, that would not be a problem then?
By
Peter Andersson
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#51341
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Python - listening for trading oppertuneties - disconnected - how to reconnect
I have a python script listening to market data, waiting for trading oppertunities.
The script runs fine for hours and will execute an order successfully if conditions are met.
However after several
By
@einarpe
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#51340
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Re: Is there a limit/penalty on changing STP order more than X times?
Yes, IB will charge you if you change an order too frequently.? I believe the rule used to be 25-to-1 for the order-to-fill ratio in a day.? NASDAQ and NYSE also charge IB if they send too many
By
FreeGoldRush
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#51339
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Re: Problem with breaking change in Python API
Yep, just tested it out today and definitely works. Thanks for responding.
Cheers,
Colin
By
Colin Bowers
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#51338
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Re: Is there a limit/penalty on changing STP order more than X times?
Seems close to this thread /g/twsapi/topic/80863099#46628
Look to me that the link to IB article is broken, try search with keyword/sentence is "Order Efficiency Ratio" or "Optimizing
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Gordon Eldest
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#51337
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Re: Problem with breaking change in Python API
That argument can be sent as an empty string.
By
misantroop
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#51336
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Re: Problem with breaking change in Python API
I didn't know about the sample Program.py. That's good advice - I'll check
that. Also thanks for your documentation link. That is much clearer than
the docs link I was using.
Cheers and thanks for
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Colin Bowers
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#51335
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Re: Problem with breaking change in Python API
Did you look at the sample Program.py provided w/ the API? It seems to imply you can just pass an empty string. I wonder why it's not the default argument?
Anyway... it's interesting that there's
By
buddy
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#51334
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Problem with breaking change in Python API
Hi all,
I'm trying to upgrade the Python API from 9.76 to 10.19. For the most part, I'm only needing to make minor adjustments for conversions between decimal and float.
However, I've just run into
By
Colin Bowers
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#51333
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Re: Unable to parallelize entire python trade sequence
I forgot to attach a screenshot of what the order looks like on TWS, sorry for the double post.
By
omgwtfsalty@...
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#51332
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Re: Unable to parallelize entire python trade sequence
So I took all your advice and I finally got it to work on paper. Will be testing it live tomorrow. Really appreciate all the help and advice.
For the next iteration, I am trying to replace trailing
By
omgwtfsalty@...
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#51331
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Re: Is there a limit/penalty on changing STP order more than X times?
I would also like to do multiple changes to a TRAIL order, ie changing the trailingpercent value.? Would that be pelanized somehow?
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Peter Andersson
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#51330
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Is there a limit/penalty on changing STP order more than X times?
I want to enter a STP order and then change the trigger price as time passes. Someone mentioned that the exchanges "dont like it", and therefore can penalize me in some unknown way for doing this. Is
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Peter Andersson
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#51329
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Re: MNQ Incorrect and Inconsistent Fills with Order Type = STP and any Market Order
Jurgen is right, at least you are learning your lesson in paper money, I
had that happen to me in real money.
By
Al Oraibi
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#51328
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Re: Time to Fill Orders During Paper Trading
For the sake of helping anyone who visits this thread in future,
My problem was solved when "Trading Permissions were set properly". I did not have trading permissions for Futures and thus future
By
Pratik Babhulkar
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#51327
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Re: Unable to parallelize entire python trade sequence
It's a poorly named and confusing variable for the same reason it's bad to use double-negatives. But, if you read the description carefully, you'll probably want to set it to True. They should have
By
buddy
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#51326
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Re: Unable to parallelize entire python trade sequence
Hi J¨¹rgen, are you saying that because the opening orders and exit orders might be too close to each other? Then yeah probably I should make the opening order expire around 3pm.
Why should I ignore
By
omgwtfsalty@...
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#51325
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