Re: -1 negative VOLUME in Futures BID_ASK historical request
I see the same. It looks like you only get VOLUME or BARCOUNT if you ask for TRADES. That doesn’t seem unreasonable to me.
Richard
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Richard L King
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#53686
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
I just ran your sample program again, after hours w/ realtime, data_lines=75, loops=5 and everything worked OK using IBGW 10.30.1s. IDK what to say... I may try it again tomorrow since you indicate
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buddy
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#53682
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
Thank you very much!
yes, I can confirm it is there, at least it was all day for me on that very code and right now. (yet it is funky atm, see end of post)
can you run it with several loops? It is
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ajn
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#53681
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
I presume you mean the problem <ins>will still exhibit itself</ins>. Can you confirm? Because I just ran your last sample program (w/ inconsequential changes for convenience; see attached) against a
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buddy
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#53680
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
Just run a couple of more tests (using the app I posted, just changed False to True and commented cancel request). Snapshot works 100% reliable as Daniel experiences i.e. snapshot delivers all that is
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ajn
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#53679
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
yes it is the same call I am making, except I am not asking for snapshot (4th argument is False) but whole set of data to be streamed to me
self.reqMktData( orderId , contract , "" , False , False ,
By
ajn
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#53678
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
Hi AJ,
I connect via TWS and my TWS version is 10.30.1s, whereas the version of my
CSharpAPI.dll is 10.15.2.0.
"I didn't receive all of ["bid", "ask", "last", "volume", "last_timestamp",
I think
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Daniel Ferreira
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#53677
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
In the attached zip I have the app. It is now only 250 lines including all the IB connection and argument parsing. The working function are all the same as before ( described earlier) (
By
ajn
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#53676
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
Thanks Daniel,
Just to be clear the problem is not that I am not receiving the callbacks at all. The problem is that I am receiving not entire set of? the data I expect for some of the contracts
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ajn
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#53675
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Re: No definition for SPX option using LocalSymbol
Thanks.
I've already tried using US format like SPXW ?241218C05945000 but for some reason it still couldn't find the contract.
I just tried again and it seems to work now.
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Andy Sanders
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#53674
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Re: No definition for SPX option using LocalSymbol
Yes, I mentioned that I can use TradingClass to separate monthly and weekly options. The problem is that it is supposed to be generic method that I could use to form a contract for any security type,
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Andy Sanders
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#53673
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Re: No definition for SPX option using LocalSymbol
The Contract Inspector shows you the actual local symbol to use. US options and European options have different local symbol formats: you’ve tried to use the European format for a US option.
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Richard L King
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#53672
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
Hi AJN.
First off: note that `Contract.primaryExch` is not the same as
`Contract.Exchange`. You might be constructing invalid Contract objects.
About reqMktData: just for fun I checked my code and
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Daniel Ferreira
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#53670
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
Pull it out and make it stand alone. Get rid of **ALL SUPERFLUOUS** things like colorization constants... or no one will want to help you.
By
buddy
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#53669
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Re: No definition for SPX option using LocalSymbol
For SPX OPT you have to set up `Contract.TradingClass` as `SPX` for
monthlies and `SPXW` for daily/weekly expiration. Do not define
`LocalSymbol`. For naked SPX options, just do `Symbol`,
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Daniel Ferreira
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#53668
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Re: Entry that triggers OCO with TP and SL
Create 3 separate orders.
TP and SL orders will have property "OrderId" that should be the same as the main order ID.
The first two orders will have property "Transmit" set to false, the last one is
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Andy Sanders
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#53667
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No definition for SPX option using LocalSymbol
Could somebody advise why I'm getting "No security definition" error for a contract with this local symbol : *C SPX 20241218 5945 W*
Security: SPX index
Strike: 5945
Side: Call
Expiration:
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Andy Sanders
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#53666
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API dev available
Hello, all, I am available for API dev work if anyone needs an extra hand
By
peteraspiro@...
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#53665
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
I created a second version where I removed all code which is not absolutely necessary It is roughly 150 line of code which one easily sees comparing Program.py from samples to *Program_get_bid.py*. As
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ajn
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#53664
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
I have implemented reqContractDetails and start constructing contract using conId I received.
so instead of this
Like this
It made no difference, unfortunately. still not receiving some data
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ajn
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#53663
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