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Re: Getting invalid prices by following the relevant market rules.
Actually these are related but slightly different issues. In you case from what I understood the increments are missing from the increments list as the prices are higher than the increments listed? In
By dominic.keeley@... · #45037 ·
Re: Close order cannot be created because rounded order size is 0
You probably have to call the appropriate trading desk during working hours and create orders through them. -- Best regards, Chernikov Aleksandr, e-mail: me@... skype: helld.ru RU:
By §¡§Ý§Ö§Ü§ã§Ñ§ß§Õ§â §¹§Ö§â§ß§Ú§Ü§à§Ó · #45036 ·
Close order cannot be created because rounded order size is 0
Probably over a year ago I mistakenly bought a TSE stock - 4502 - and can't close the position, no matter how hard I try. I get the error: Close order cannot be created because rounded order size is 0
By Graham Bygrave · #45035 ·
Re: Getting invalid prices by following the relevant market rules.
Agreed. I think it's poor show. For live trading it's inexcusable. I (hopefully) solved my issue by tacking on increments to the 1918 rule I get back from IB: [1000, 0.5];[2000, 1.0];[10000, 5.0].
By Graham Bygrave · #45034 ·
Re: Getting invalid prices by following the relevant market rules.
I've had this issue repeatedly, particularly with one specific European exchange. Orders get rejected even though the price conforms to the published market rule and price increment at the time. IB
By dominic.keeley@... · #45033 ·
Re: How to combine BracketOrder and "MOC"
You should never take something you read about the API at face value, for example "I recall seeing a posting claiming you can't add a third child.". It doesn't matter who posts it, we all make
By Richard L King · #45032 ·
Re: next valid order id
Nick is right about orderId and reqId. Maybe should we precise that reqId (used in any function NOT related to orders) may start from 1 every time you start your app, and should increment by 1 at
By Francois G · #45031 ·
Re: How to combine BracketOrder and "MOC"
Hi guys, Thanks for? your insights. I recall seeing a posting claiming you can't add a third child. I will combine? - (Keep it Simple? && Better Safe than Sorry) - and use Richards concept Will
By erezkaplan90@... · #45030 ·
Re: reqMktData stops after 20 seconds
Here is one of the older threads. /g/twsapi/topic/30224574#41900
By btw · #45029 ·
Re: reqMktData stops after 20 seconds
No there was an debugging disconnect with a timeout=20 in an earlier version of in the api.? If you download the latest version you have to install it again.? You can search here for the answer.?
By btw · #45028 ·
Re: reqMktData stops after 20 seconds
How would you suggest a loop Chris? Can you think why the script in it's current form?runs for 20 seconds and then stops rather than stopping immediately?
By Rick Danson · #45027 ·
Re: reqMktData stops after 20 seconds
I have tried commenting out the below block of code in client.py ( ...TWS API\source\pythonclient\ibapi\client.py)- is that what you meant? It didn't seem to help. Downloading the latest version of
By Rick Danson · #45026 ·
Re: Getting invalid prices by following the relevant market rules.
Perhaps they just have the wrong market rule associated with this contract? Probably best to raise it with IB. Their contract database is by no means infallible, and they may be grateful for being
By Richard L King · #45025 ·
Re: Getting invalid prices by following the relevant market rules.
Apols for replying to myself here, but just in case anyone goes trawling the archives.... I've had a look at the prices being rejected and what I think is happening is the market rules IB are
By Graham Bygrave · #45024 ·
Re: next valid order id
I think you will be better served by trying to understand how the api is organized rather than fiddling with a sample program and hoping for something that looks like it works. Use order id's just for
By Nick <news1000@...> · #45023 ·
Re: Getting invalid prices by following the relevant market rules.
Unfortunately not - I'm rounding according to the market rules right before the price goes out (of my app). When I go to trade the contract in TWS, the prices that appear in the order entry screen are
By Graham Bygrave · #45022 ·
Re: How to combine BracketOrder and "MOC"
Richard, you're right and I was confused with the logic of Harris' request. He should add an "exit order" to the bracket. That said, using a MOC order as an "exit order" in this combination will pose
By ds-avatar · #45021 ·
Re: Getting invalid prices by following the relevant market rules.
You might want to check the api log files to verify what is being sent to tws. If the price is the result of a calculation it might be sent as something like 1077.599998.
By Nick <news1000@...> · #45020 ·
Getting invalid prices by following the relevant market rules.
Hi, Had this problem before but it seems to never go away. I'm getting order rejects due to incorrect limit price precision, even though I'm following the rules as I understand them. Example: Contract
By Graham Bygrave · #45018 ·
Re: reqMktData stops after 20 seconds
I don't know if I'm missing the point but don't you need to loop to keep the program going until some arbitrary exit condition is met? i.e. its sending the request, because its async that will happen
By Chris Allison · #45017 ·