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--- In twsapi@y..., "marinindextrader" <marinindextrader@y...> wrote:

But the questions remains...How do you flag an OCA group when

sending

to/through the TWS?

There is no param that defines the group. Only on the reqOpenOrder

is

their any refrence in my documentation as to OCA?

I would agree that it should be there and is of value. But where is
it defined on an upstream order send?

The oca group is one of the strings within the order
structure/object. I dont know about the ActiveX thing, but at the
lower level, within the order structures is a string for the oca
group name. Just fill it in before you place the order.

FWIW, i've given up completely on all the ib supplied code, and now
have my own stuff deal directly with the sockets. On the c++
wrappers they provided, the oca group is one of the CString objects
within the order itself, so I would expect it's a property of the
activeX version.

By re-writing everything, i've narrowed down the problems to one
single outstanding problem, for which there is no cure short of
fixing tradeworkstation. I'ts on the 'nextid' stuff.

Using the last one given to you from the nextid callback is NOT safe,
remember this, that same number has been given to ALL programs
talking to tws. The safe way, is to request a block, then wait, and
see that the next one it says, is that far beyond the block you
requested. Now you know, the block is yours, and wont be used
elsewhere. The problem is, if 2 clients request at the same time,
there's no way to tell, which client got which block, at least that's
how it'll work with way the original c++ wrappers were built, so i'm
assuming the logic inside the ActiveX is just as broken.

We've redone that logic as best we can, and it 'appears' to be safe
so far, but only time will tell.

There should be a method to trigger an event that simply reports the
equivilent of the transaction screen one gets when they tag the
transactions icon on the TWS. They should just pass us an array we
can compare to the array we use to manage the trades.

Then one could repair the problem if any. It should also contain the
order id's you assigned, and the final entries should be any pending
orders.

Scott

--- In twsapi@y..., "grozzie2" <grozzie2@y...> wrote:

But I would ask you why would you want to send an OCA order?
Ostensibly the premise one takes when using the API is you can

write

routines that are far more complex and robust than the simple One
Cancels All tag.

The reason is simple. To protect oneself from the event of an isp
failure, you place target exit and stop exit, join them as an oca
group. Then, should your program become disconnected, your

position

is protected both ways. The failing here, is on partial fills.

Use

the example of a long position. Say you have a target, it gets
partially filled, now you have a half position, and the price pulls
back to the stop. The stop order will fill, the oca logic will
cancel the leftover on the target, and there you sit, short at your
stop.

If you are trading futures, solution sounds simple. Fire off

pairs,

one oca group of target and stop for each contract you hold.

That's

where the TWS inability to report open orders can be an issue, if

you

have 100 pending, and suddenly you see a 'duplicate order' error,

it

takes a LOT of figureing to figure it all out.

But the questions remains...How do you flag an OCA group when sending
to/through the TWS?

There is no param that defines the group. Only on the reqOpenOrder is
their any refrence in my documentation as to OCA?

I would agree that it should be there and is of value. But where is
it defined on an upstream order send?

Scott

--- In twsapi@y..., "grozzie2" <grozzie2@y...> wrote:

But I would ask you why would you want to send an OCA order?
Ostensibly the premise one takes when using the API is you can

write

routines that are far more complex and robust than the simple One
Cancels All tag.

The reason is simple. To protect oneself from the event of an isp
failure, you place target exit and stop exit, join them as an oca
group. Then, should your program become disconnected, your

position

is protected both ways. The failing here, is on partial fills.

Use

the example of a long position. Say you have a target, it gets
partially filled, now you have a half position, and the price pulls
back to the stop. The stop order will fill, the oca logic will
cancel the leftover on the target, and there you sit, short at your
stop.

If you are trading futures, solution sounds simple. Fire off

pairs,

one oca group of target and stop for each contract you hold.

That's

where the TWS inability to report open orders can be an issue, if

you

have 100 pending, and suddenly you see a 'duplicate order' error,

it

takes a LOT of figureing to figure it all out.

But I would ask you why would you want to send an OCA order?
Ostensibly the premise one takes when using the API is you can

write

routines that are far more complex and robust than the simple One
Cancels All tag.

The reason is simple. To protect oneself from the event of an isp
failure, you place target exit and stop exit, join them as an oca
group. Then, should your program become disconnected, your position
is protected both ways. The failing here, is on partial fills. Use
the example of a long position. Say you have a target, it gets
partially filled, now you have a half position, and the price pulls
back to the stop. The stop order will fill, the oca logic will
cancel the leftover on the target, and there you sit, short at your
stop.

If you are trading futures, solution sounds simple. Fire off pairs,
one oca group of target and stop for each contract you hold. That's
where the TWS inability to report open orders can be an issue, if you
have 100 pending, and suddenly you see a 'duplicate order' error, it
takes a LOT of figureing to figure it all out.

No. You can call reqOpenOrders only once. Than you will got all open
orders. And I think this is ok.


I do the following in my Delphi program:

I have a List (TList object) which can stores all order data and some
additional information (ex. my internal order status, order id).

At the startup of my program and after connected to the TWS, this
List will be cleared and ReqOpenOrdeed is called. If there are open
orders, than the data of all open orders are added to the List in
OnOpenOrder event.

When I call PlaceOrder than the event OnOrderPlaced is fired if there
were no problems with sending the data to the TWS. In OnOrderPlaced I
add the order data of the placed order to the List. Of course I could
do this before calling PlaceOrder but if there are problems than I
have to delete the data.

OnOrderPlaced? The ActiveX does not give me the functionality I want
so I have rewritten the ActiveX. As I am a Delphi programmer I put
all properties, methods and events from the ActiveX into a VCL and
than extended the VCL with every function I need like OnOrderPlaced,
OnOrderFilled, OnConnectionOpened, OnOrderSubmitted etc.

When OnOrderCancelled, OnOrderSubmitted or something like this is
fired than I will search for the order id the my List and update the
order data and my internal order status.

If there are any problems with the connection to the TWS and I have
to close the TWS than my program waits until the TWS is restarted.

My program will notify when the TWS restarts. Than it searches the
Login-Window and logs in automaticly. Than it waits until the Login-
Process window disappears and tries to connect to the TWS automaticly.

I can activate and deactivate this re-autoconnect feature in my
programs option dialog window.

After successfully connected the OnConnectionOpend event is fired.
There I clear the List and call ReqOpenOrders. This will fire the
OnOpenOrders event, where the List will be filled with all open
orders.

And so on.


This works really fine for me.


Another think often read: problems with the order id and how to find
out the id for the next order or what?s the best way to calculate the
order id.

That?s what I do:

Normally, my program starts the TWS. I only start the TWS manually if
there a problems. Before my program starts the TWS I set the
entry "DDEId" to 1. You will find this entry in the USER.INI in the
folder "C:&#92;IB TWS&#92;<your crypted username>&#92;" - if your path is C:&#92;IB
TWS&#92; ;-)

The first time the OnNextValidId event is fired I allways receive 2.
But I never use this value. I just use the window API function
GetTickCount.

I never had this error message with "doublicate error id" or
something like this.

The GetTickCount function retrieves the number of milliseconds that
have elapsed since Windows was started. But be carefull: the time
will wrap around to zero if Windows is run continuously for 49.7
days ;-)


The only problem I had for a while was how to find out the folder-
name where the file USER.INI is saved. If there is only one user
which uses your program than you can take the folder name (with the
crypted user name) into your program or INI file. But if there are
more users and you don?t know the crypted users name it is a bit
difficult to find the desired folder name.

In my programs options dialog you can specify the user name and I
have written a routine to crypt the user name exactly the way the TWS
does. So I can find easyly the users USER.INI.

If somebody is interessed in this routine you can mail me.


Hope you could understand MY english ;-)

Appreciate your patience!

You're the KING!

Glad to be here!

Frank

Just uploaded my project to the files section. This is what I'm
trying to duplicate with the API - after an entry, I place a limit
target exit and a stop exit as an OCA order. Having a preset target
and stop saves time in entering the numbers and orders, specially
during fast market conditions.

The program is based on the PlaceOrder code in the files section
(Thank to Scott) - and it does what I want to do except for the OCA
part. Having an order sent as OCA to the TWS platform has an
advantage - it will guard against any sudden lost in internet
connection - at least your order is already in compared to waiting
for the API to determine whether to cancel or not. Anybody wants to
tackle the OCA part?


Thanks,

Larry








--- In twsapi@y..., "marinindextrader" <marinindextrader@y...> wrote:

I dont believe you can.

You can snag the information sort of through reqOpenOrder method
triggering the openOrder2 Event...Which would feed you back the
ocaGroup in the openOrder2 Sub...But those would be OCA's placed
using the TWS platform...

Maybe I am wrong but I dont think you can send TWS Generic OCA

order.

But I would ask you why would you want to send an OCA order?
Ostensibly the premise one takes when using the API is you can

write

routines that are far more complex and robust than the simple One
Cancels All tag.

As others have pointed out. Order management is largely left to

the

programmer. The Methods that trigger the Events in TWS sometimes
feedback faulty and eroneous information. Particularily in regard

to

reqOpenOrders.

Scott


--- In twsapi@y..., "larrysy.geo" <larrysy@m...> wrote:

The fix worked !!

My next question is can you send in an order as part of an OCA
group ? And, how do you do it?

Thanks,

Larry





--- In twsapi@y..., "marinindextrader" <marinindextrader@y...>

wrote:

You are correct.

I am sorry for the confusion.

The variable in the TWS1 call was "price" not "lmtPrice", and

was

sending a null value to TWS.

I changed the file and uploaded it correctley. I left it as a

MKT

order.

Your code should look like this.


Call PlaceNewOrder("BUY", 1, "ES", "FUT", "200209",
0, "", "GLOBEX", "", "LMT", 850#, 0#)


Call Tws1.placeOrder(newID, action, quantity, symbol, secType,
expiry, strike, right, exchange, _
curency, orderType, lmtPrice, auxPrice)

Thanks for pointing out the flaw.


Scott

--- In twsapi@y..., "larrysy.geo" <larrysy@m...> wrote:

Hi Scott,

Thanks for the quick reply, but it didnt work. I was

tinkering

with

the 1_Project_PlaceOrder.zip in the files section. The
PlaceNewOrder is a subroutine in that program. The demo

program

sends out MKT orders - if somebody can modify the code to

send

out

LMT orders, then I'll be on my way to finish my project.

Thanks,

Larry








--- In twsapi@y..., "marinindextrader"

<marinindextrader@y...>

wrote:

When using literal declaration [not advised] you must use

888.00

and

0.0

As your type in these literal values...your IDE will then

default

the

literal to a Double type and should display 888# and 0#.

Further their is no PlaceNewOrder method...

But there is a placeOrder method...check that too

Let me know if this works

Scott

--- In twsapi@y..., "larrysy.geo" <larrysy@m...> wrote:

Hi,

I'm a newbie tinkering with the VB codes on the file

section.

I

want to place a limit order instead of a market order

and

modified

the original code to the following line but it wont

work -

TWS

reports the limit price as 0. What's wrong?

Call PlaceNewOrder("BUY", 1, "ES", "FUT", "200209",
0, "", "GLOBEX", "", "LMT", 888, 0)

Thanks,

Larry

BTW, I'll post my finished program if it works.

I dont believe you can.

You can snag the information sort of through reqOpenOrder method
triggering the openOrder2 Event...Which would feed you back the
ocaGroup in the openOrder2 Sub...But those would be OCA's placed
using the TWS platform...

Maybe I am wrong but I dont think you can send TWS Generic OCA order.

But I would ask you why would you want to send an OCA order?
Ostensibly the premise one takes when using the API is you can write
routines that are far more complex and robust than the simple One
Cancels All tag.

As others have pointed out. Order management is largely left to the
programmer. The Methods that trigger the Events in TWS sometimes
feedback faulty and eroneous information. Particularily in regard to
reqOpenOrders.

Scott


--- In twsapi@y..., "larrysy.geo" <larrysy@m...> wrote:

The fix worked !!

My next question is can you send in an order as part of an OCA
group ? And, how do you do it?

Thanks,

Larry





--- In twsapi@y..., "marinindextrader" <marinindextrader@y...>

wrote:

You are correct.

I am sorry for the confusion.

The variable in the TWS1 call was "price" not "lmtPrice", and was
sending a null value to TWS.

I changed the file and uploaded it correctley. I left it as a MKT
order.

Your code should look like this.


Call PlaceNewOrder("BUY", 1, "ES", "FUT", "200209",
0, "", "GLOBEX", "", "LMT", 850#, 0#)


Call Tws1.placeOrder(newID, action, quantity, symbol, secType,
expiry, strike, right, exchange, _
curency, orderType, lmtPrice, auxPrice)

Thanks for pointing out the flaw.


Scott

--- In twsapi@y..., "larrysy.geo" <larrysy@m...> wrote:

Hi Scott,

Thanks for the quick reply, but it didnt work. I was tinkering

with

the 1_Project_PlaceOrder.zip in the files section. The
PlaceNewOrder is a subroutine in that program. The demo

program

sends out MKT orders - if somebody can modify the code to send

out

LMT orders, then I'll be on my way to finish my project.

Thanks,

Larry








--- In twsapi@y..., "marinindextrader" <marinindextrader@y...>

wrote:

When using literal declaration [not advised] you must use

888.00

and

0.0

As your type in these literal values...your IDE will then

default

the

literal to a Double type and should display 888# and 0#.

Further their is no PlaceNewOrder method...

But there is a placeOrder method...check that too

Let me know if this works

Scott

--- In twsapi@y..., "larrysy.geo" <larrysy@m...> wrote:

Hi,

I'm a newbie tinkering with the VB codes on the file

section.

I

want to place a limit order instead of a market order and

modified

the original code to the following line but it wont work -

TWS

reports the limit price as 0. What's wrong?

Call PlaceNewOrder("BUY", 1, "ES", "FUT", "200209",
0, "", "GLOBEX", "", "LMT", 888, 0)

Thanks,

Larry

BTW, I'll post my finished program if it works.

The fix worked !!

My next question is can you send in an order as part of an OCA
group ? And, how do you do it?

Thanks,

Larry





--- In twsapi@y..., "marinindextrader" <marinindextrader@y...> wrote:

You are correct.

I am sorry for the confusion.

The variable in the TWS1 call was "price" not "lmtPrice", and was
sending a null value to TWS.

I changed the file and uploaded it correctley. I left it as a MKT
order.

Your code should look like this.


Call PlaceNewOrder("BUY", 1, "ES", "FUT", "200209",
0, "", "GLOBEX", "", "LMT", 850#, 0#)


Call Tws1.placeOrder(newID, action, quantity, symbol, secType,
expiry, strike, right, exchange, _
curency, orderType, lmtPrice, auxPrice)

Thanks for pointing out the flaw.


Scott

--- In twsapi@y..., "larrysy.geo" <larrysy@m...> wrote:

Hi Scott,

Thanks for the quick reply, but it didnt work. I was tinkering

with

the 1_Project_PlaceOrder.zip in the files section. The
PlaceNewOrder is a subroutine in that program. The demo program
sends out MKT orders - if somebody can modify the code to send

out

LMT orders, then I'll be on my way to finish my project.

Thanks,

Larry








--- In twsapi@y..., "marinindextrader" <marinindextrader@y...>

wrote:

When using literal declaration [not advised] you must use

888.00

and

0.0

As your type in these literal values...your IDE will then

default

the

literal to a Double type and should display 888# and 0#.

Further their is no PlaceNewOrder method...

But there is a placeOrder method...check that too

Let me know if this works

Scott

--- In twsapi@y..., "larrysy.geo" <larrysy@m...> wrote:

Hi,

I'm a newbie tinkering with the VB codes on the file

section.

I

want to place a limit order instead of a market order and

modified

the original code to the following line but it wont work -

TWS

reports the limit price as 0. What's wrong?

Call PlaceNewOrder("BUY", 1, "ES", "FUT", "200209",
0, "", "GLOBEX", "", "LMT", 888, 0)

Thanks,

Larry

BTW, I'll post my finished program if it works.

You are correct.

I am sorry for the confusion.

The variable in the TWS1 call was "price" not "lmtPrice", and was
sending a null value to TWS.

I changed the file and uploaded it correctley. I left it as a MKT
order.

Your code should look like this.


Call PlaceNewOrder("BUY", 1, "ES", "FUT", "200209",
0, "", "GLOBEX", "", "LMT", 850#, 0#)


Call Tws1.placeOrder(newID, action, quantity, symbol, secType,
expiry, strike, right, exchange, _
curency, orderType, lmtPrice, auxPrice)

Thanks for pointing out the flaw.


Scott

--- In twsapi@y..., "larrysy.geo" <larrysy@m...> wrote:

Hi Scott,

Thanks for the quick reply, but it didnt work. I was tinkering

with

the 1_Project_PlaceOrder.zip in the files section. The
PlaceNewOrder is a subroutine in that program. The demo program
sends out MKT orders - if somebody can modify the code to send out
LMT orders, then I'll be on my way to finish my project.

Thanks,

Larry








--- In twsapi@y..., "marinindextrader" <marinindextrader@y...>

wrote:

When using literal declaration [not advised] you must use 888.00

and

0.0

As your type in these literal values...your IDE will then default

the

literal to a Double type and should display 888# and 0#.

Further their is no PlaceNewOrder method...

But there is a placeOrder method...check that too

Let me know if this works

Scott

--- In twsapi@y..., "larrysy.geo" <larrysy@m...> wrote:

Hi,

I'm a newbie tinkering with the VB codes on the file section.

I

want to place a limit order instead of a market order and

modified

the original code to the following line but it wont work - TWS
reports the limit price as 0. What's wrong?

Call PlaceNewOrder("BUY", 1, "ES", "FUT", "200209",
0, "", "GLOBEX", "", "LMT", 888, 0)

Thanks,

Larry

BTW, I'll post my finished program if it works.

Ah! There were two problems. First, my updater thought I was running
the latest version, but it was actually 667, which did not accept
remote connections. Second, the Java socket client has not been
updated to allow one to create remote connections. It seems to work
if you comment out the code that checks that you have not set the host
and take out where it hardwires the host to 127.0.0.1.

Hi Scott,

Thanks for the quick reply, but it didnt work. I was tinkering with
the 1_Project_PlaceOrder.zip in the files section. The
PlaceNewOrder is a subroutine in that program. The demo program
sends out MKT orders - if somebody can modify the code to send out
LMT orders, then I'll be on my way to finish my project.

Thanks,

Larry








--- In twsapi@y..., "marinindextrader" <marinindextrader@y...> wrote:

When using literal declaration [not advised] you must use 888.00

and

0.0

As your type in these literal values...your IDE will then default

the

literal to a Double type and should display 888# and 0#.

Further their is no PlaceNewOrder method...

But there is a placeOrder method...check that too

Let me know if this works

Scott

--- In twsapi@y..., "larrysy.geo" <larrysy@m...> wrote:

Hi,

I'm a newbie tinkering with the VB codes on the file section. I
want to place a limit order instead of a market order and

modified

the original code to the following line but it wont work - TWS
reports the limit price as 0. What's wrong?

Call PlaceNewOrder("BUY", 1, "ES", "FUT", "200209",
0, "", "GLOBEX", "", "LMT", 888, 0)

Thanks,

Larry

BTW, I'll post my finished program if it works.

Try opening concurrent instance of TWS on two seperate platforms.
Placing a trade on one does not update the other.

Honestly, I don't see why IB would try to make that work. They should at least warn about multiple logins to the same account though.

This explains why the TWS platform itself gets corrupted in terms of
showing orders and what not.

Try opening concurrent instance of TWS on two seperate platforms.
Placing a trade on one does not update the other.

Log off on then on with the one that didn't place the order and
things get really screwy sometimes.

Scott

--- In twsapi@y..., Nick <nickrbox@o...> wrote:

Have you got reqOpenOrders to work on demand rather
than just once at startup ?

So far in my travels with the socket interface to IB, ReqOpenOrders

only

reports the orders that were open when you connect to TWS. After

that the

OrderStatus message tells you about fills, etc.

I think the idea is that you keep track of what ReqOpenOrders gives

you on

startup and compare that with the OrderStatus messages you get

later on.

It appears that they intend that you keep track of your own
orders. ReqOpenOrders is a poorly named function to find out about

orders

that existed before your program started (as opposed to all

currently open

orders).

- Nick

Have you got reqOpenOrders to work on demand rather
than just once at startup ?

So far in my travels with the socket interface to IB, ReqOpenOrders only reports the orders that were open when you connect to TWS. After that the OrderStatus message tells you about fills, etc.

I think the idea is that you keep track of what ReqOpenOrders gives you on startup and compare that with the OrderStatus messages you get later on.

It appears that they intend that you keep track of your own orders. ReqOpenOrders is a poorly named function to find out about orders that existed before your program started (as opposed to all currently open orders).

- Nick

When using literal declaration [not advised] you must use 888.00 and
0.0

As your type in these literal values...your IDE will then default the
literal to a Double type and should display 888# and 0#.

Further their is no PlaceNewOrder method...

But there is a placeOrder method...check that too

Let me know if this works

Scott

Build 769 or 770 for that.

PlaceOrder, CancelOrders. Everything works.

Have you got reqOpenOrders to work on demand rather
than just once at startup ?

OK but answer this...

You said: "TAL is solid but does not have the fancy QCharts
recordsets."

So how does TAL set up for a depth of call in terms of numRecs and
updates?

The TAL website contains the full API docs. The RealTick charting program uses the same API so everything you want to do is possible.

You need to read the docs and decide if TAL is for you. You can also email their tech support with specific questions.

Hi,

I'm a newbie tinkering with the VB codes on the file section. I
want to place a limit order instead of a market order and modified
the original code to the following line but it wont work - TWS
reports the limit price as 0. What's wrong?

Call PlaceNewOrder("BUY", 1, "ES", "FUT", "200209",
0, "", "GLOBEX", "", "LMT", 888, 0)

Thanks,

Larry

BTW, I'll post my finished program if it works.