Re: TickByTick data outage during the night?
Computer and TWS are both set to Chicago time. The crosshair is at 12 August 03:45. Excuse the white lines. KH
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Kevin
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#47947
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Re: TickByTick data outage during the night?
I just checked and on the ES I am seeing empty (15min) bars from 4:40 to 7:00 Eastern Time inclusive.
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Nick <news1000@...>
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#47946
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Re: TickByTick data outage during the night?
Now that is interesting, Kevin. Thank you for sharing. My TWS 981.2w just had the daily restart(we do that at 16:45 Chicago Time) and * It still shows the data gaps for ES, VX, YM, ZN * I also checked
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J¨¹rgen Reinold
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#47945
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Re: TickByTick data outage during the night?
Hello I don't use TickByTick, but my TWS charts for ES and MES show normal bars during the time period you mention. TWS was operating normally during this time period (early evening in Sydney). KH
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Kevin
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#47944
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TickByTick data outage during the night?
So here is a new one for me. Did anyone else experience TickByTick data outage during the night? * Between 03:26 and 06:26, no TickByTick values were delivered for the instruments we monitor. (Chicago
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J¨¹rgen Reinold
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#47943
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Re: Forex vs stocks
Rob, wouldn't micro futures increase the cost of transactions by a significant amount over trader equivalent amount of e-minis?
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mark M
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#47942
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Re: Forex vs stocks
It's worth differentiating between the cash market (what is usually called forex) and currency futures. With the cash market each broker makes their own market so each broker is a separate market.
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Nick <news1000@...>
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#47941
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Re: Forex vs stocks
Except cases when you exchange one currency on another, forex trading usually have higher costs for client and more interesting to broker (than clients trading futures or buying and holding stocks).
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Mikhail Ershov
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#47940
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Re: Forex vs stocks
Do micro futures, it's more fun. Although, meeting somebody at a bar and telling them you're a "forex trader" does have a nice ring to it...
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RobDawg35
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#47939
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Re: Forex vs stocks
I should second Corneliu and add that stocks and futures are much safer to algo trade than forex I have no experience with forex corneliu.maftuleac@...> wrote:
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mark M
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#47938
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Re: Excel
Yes. I have used Excel to develop VBA based (ActiveX API) trading system which takes data, analyses and sends orders to TWS. The main issues you can expect are 1. Excel will go into unresponsive state
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Pratik Babhulkar
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#47937
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Re: Forex vs stocks
Forex market is decentralized, way more complex, sometimes random and there are a lot of brokers that literally rip users off. It's also notoriously for being almost impossible to predict. Stocks is
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corneliu maftuleac <corneliu.maftuleac@...>
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#47936
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Re: Forex vs stocks
I'm a relative noob when it comes to algo trading, but I've been working on a US small caps stock algo for about 8 months now. it's not a pure algo - I need to manually select the stocks I want the
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aussie_dan <dcart3r@...>
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#47935
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Re: grab ExecDetails before disconnecting
You may want to try using the execDetailsEnd callback, which tells you when TWS/Gateway has finished sending executions
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mark_ajoc@...
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#47934
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Re: 700% financing charges on a self funding portfolio
You definitely have to pay the dividend for borrowed stocks you are short. It happened many times to me.
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Despair
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#47933
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Re: Excel
Does anyone use Excel to trade with TWS API? Paul sends...
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Paul Kranz <paulckranz@...>
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#47932
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Re: 700% financing charges on a self funding portfolio
Yes, way off topic! :-D Curious to see how the aforementioned conflict is resolved... Thanks Am Di., 10. Aug. 2021 um 22:42 Uhr schrieb JR via groups.io <TwsApiOnGroupsIo@...>:
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Sandro Krumbein
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#47931
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Re: An Additional Group Moderator
Dear J¨¹rgen, thank you for accepting the role as moderator for this group. I hope that all members will continue to remain well-behaved and that you won't need to intervene often.
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J G
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#47930
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Re: An Additional Group Moderator
Dear Richard, thank you for all your work to keep this group functional and operational. Appointing a second moderator is a wise decision, to further secure the continuation of the group.
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J G
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#47929
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Re: Excel
It's different technologies of exchanging data with Excel. https://interactivebrokers.github.io/tws-api/excel_apis.html#excel_api_comparison I haven't dived too much in all that technologies, DDE
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Mikhail Ershov
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#47928
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