Re: Ways of filtering bad quotes from TWS
Yes, this is exactly what I'm trying to accomplish. Thanks for the
confirmation. What I'm using today is 5% range and if I see 5 prices
in a row in that new range then I assume that they are
By
mbluhm2001 <mbluhm2001@...>
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#336
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twsapi: Re: Ways of filtering bad quotes from TWS
I guess the first question is why do you turn off your timer. I would
think that the only issue you could have is if your processing of the
ticks would last more than 200ms and that's alot of CPU
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mbluhm2001 <mbluhm2001@...>
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#335
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AW: twsapi: Grabbing past fill prices...
I think that you can only get an execution report once, after that this
executions are "deleted" or invisible, you can`t get them any more.
For this thing, the demo and the live account work
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Marcus Jellinghaus
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#334
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Re: twsapi: parameter list for orderstatus?
Works fine now, thanx for the help! I had price as double instead of
single, which you pointed out.
Private Sub tws1_orderStatus(ByVal id As Long, ByVal Status As
String, ByVal Filled As Long,
By
cyberbri_2000 <no_reply@...>
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#333
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Grabbing past fill prices...
I'm trying to get fill prices on orders placed prior to the current
session. When I do a Tws1.reqExecutions as the demo user when I
first start a session, it returns the full execution report
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cyberbri_2000 <no_reply@...>
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#332
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Re: Ways of filtering bad quotes from TWS
I filter for zero last price, ask and bid price in both the data
source and the data client. I haven't had problems with other quotes
being off but I'm only essentially dealing with the Minis and I
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tripack44 <no_reply@...>
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#331
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Re: twsapi: Re: Help! Cancel order
Jaba,
Your program has put me 2 weeks ahead, but being a tinkerer at heart I must always improve things.
That explains why I had the need to replace the straight 6 in my 74 260Z with a 289
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Kendall Hawkins
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#330
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Re: twsapi: parameter list for orderstatus?
Yes, not very good names for variables, but till now seems to not cause much
problems.
Michel.
-----Mensaje original-----
De: marinindextrader [mailto:marinindextrader@...]
Enviado el:
By
Michel <migurull@...>
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#329
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Re: twsapi: parameter list for orderstatus?
the word Status is a reserved property name for certain objects
When I type it into my editor it automatically caps the lead
letter....
Try changing the variable declaration to a different name,
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marinindextrader <marinindextrader@...>
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#328
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Re: twsapi: parameter list for orderstatus?
'price' must be Single, not Double. Here is my declaration line:
Private Sub tws_orderStatus(ByVal id As Long, ByVal Status As String, ByVal
Filled As Long, _
ByVal Remaining As Long, ByVal price As
By
Michel <migurull@...>
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#327
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Re: twsapi: parameter list for orderstatus?
This gets the same error...
Sub tws1_orderStatus(ByVal id As Long, ByVal status As String, ByVal
filled As Long, ByVal remaining As Long, ByVal price As Double)
It would be helpful to see your
By
cyberbri_2000 <no_reply@...>
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#326
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Re: twsapi: parameter list for orderstatus?
It works for me (I use VB 5) but I pass parameters 'ByVal' in the order
status event.
Michel.
-----Mensaje original-----
De: cyberbri_2000 [mailto:no_reply@...]
Enviado el: jueves,
By
Michel <migurull@...>
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#325
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Re: twsapi: Re: Ways of filtering bad quotes from TWS
I dont know how you handle your quotes and sizes so I can't help.
The way in which I handle them is through the use of a 'one shoot' timer of
200 ms. In my tickPrice event I update a variable
By
Michel <migurull@...>
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#324
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parameter list for orderstatus?
I'm getting an error in VB 6 that says the declaration does not match
the event description.
From the object browser I got this info and coded the sub like this...
Sub tws1_orderStatus(id As Long,
By
cyberbri_2000 <no_reply@...>
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#323
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twsapi: Re: Ways of filtering bad quotes from TWS
Tbanks for the reply. Thanks what I'm doing with the 0 price quotes,
throwing them away. I didn't mention that I'm also getting what seems
to be quotes that non zero but incorrect. So I'm trying to
By
mbluhm2001 <mbluhm2001@...>
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#322
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Re: twsapi: Re: Ways of filtering bad quotes from TWS
Yes, I sometimes get quotes and/or sizes =0 for a litle moment buy I dont
understand your problem: 'if lastPrice = 0 then... exit sub'
Michel.
-----Mensaje original-----
De: mbluhm2001
By
Michel <migurull@...>
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#321
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twsapi: Re: Help! Cancel order
Hey Bruce, and I thought that the project I put on my pitiful website
was good enough... :)
regards
Jaba
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jaba_z <no_reply@...>
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#320
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Charts from IB data feed
Opps heres the URL
http://members.lycos.co.uk/jcssolutions/markets
jclarke at hotpop.com
By
caspertype2001 <no_reply@...>
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#319
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Charts using IB data
Autotrader gives you
Charting using the IB data feed, ie futures, stocks, options.
Indicators EMA,SMA,TMA,WMA, MACD, CCI, REI, ADX, BBands, KBands, RSI,
williams and StochRSI, stochastics and
By
caspertype2001 <no_reply@...>
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#318
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Re: twsapi: TraderGuard is now 4.56MB - check TWSAPI file area.
Is there in any way the possibility to expand your program to connect it to TradeStation2000i to execute fully automated orders?
If so please mail me privately...
Thanks in advance
MK
By
Manuel Knospe <manuel@...>
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#317
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