Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
Well, for practical purposes, whether it's a "bug" or not is a moot point. But, just as you wouldn't call it a bug, I wouldn't necessarily call it a great improvement either ;-)
That said, I
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buddy
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#53702
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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
We are talking about entirely different cases
* when the data never arrives in 10.30+ or
* when it does arrive but not within the time @ajn is willing to wait for. Even if data always arrives within
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Jürgen Reinold
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#53701
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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
Of course, what's also interesting, is this could actually be a bug w/ 10.19 instead. That is, 10.19 might be providing <ins>bad</ins> data in a timely manner instead of timing out.
Unfortunately,
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buddy
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#53700
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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
Even if it did, that wouldn't explain why it arrives in time when using 10.19. If you run the test case as prescribed, and compare the results of 10.19 vs 10.30+, you'll probably see what I mean.
I
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buddy
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#53699
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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
Rarely is lack of "last hop" bandwidth the root cause for network issues. In my experience it is pretty much always latency. That is latency from processing, end-to-end "flight time", congestion along
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Jürgen Reinold
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#53698
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Re: reqIds hangs when recereating IBClient - EWrapper
Each time when you connect you apparently use client ID zero: eConnect(Host, Port, 0). When you disconnect this client you must allow IBKR time to close all processes related to this client on their
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J G
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#53697
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Re: Entry that triggers OCO with TP and SL
omg thank you. Didn't realize this was markdown compatible.
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wordd
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#53696
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reqIds hangs when recereating IBClient - EWrapper
I have IBClient that implements EWrapper that I copied from C# samples from official TWS repository.
When some event happens, I would like to destroy existing client and create new instance.
This is
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Andy Sanders
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#53695
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Re: Entry that triggers OCO with TP and SL
This is not correct: all three orders must have unique order ids. But the TP and SL orders must have “ParentId” set to the “OrderId” of the main order.
Sent: 19 December 2024 05:28
To:
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Richard L King
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#53694
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Re: Entry that triggers OCO with TP and SL
Thank you. I will try this.
[email protected]> wrote:
By
ebtrader
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#53693
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Re: IB's New automated trading system questionnaire
Thanks to everyone for their suggestions.? I flailed around for longer than I would like to admit before finding a send email solution that works for me.
1) I found out gmail offers something called
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Frank Bell
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#53692
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Re: No definition for SPX option using LocalSymbol
For the future readers.
I was using data coming from Schwab and each SPX contract had two dates, "LastTradingDate" and "ExpirationDate". I was trying to use option contract expiring the same day to
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Andy Sanders
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#53691
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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
Uh, my sanity is restored :)
As for your comment about the network, yes my dev setup is in EU (yet its 250Mbit up/down fiber, typically no issues here with Internet otherwise, but of course anything
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ajn
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#53690
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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
Ok, I managed to reproduce the problem.
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buddy
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#53689
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Re: IB's New automated trading system questionnaire
Once you've set up the appropriate Telegram bot on your Telegram account, sending a message programmatically is pretty easy. ?Here's my (redacted) code for that:
#!/usr/bin/env python3
import
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Neal Young
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#53688
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Re: IB's New automated trading system questionnaire
Another option is Telegram. I wouldn't trust too much on email as it's very difficult these days to have your mail accepted by the receiving end as non-spam or not get blocked.
For instant
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Raoul Suurmeijer
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#53687
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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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