Conditions on twsactivex API.... AGAIN :)
First of all, I hope this message finds you well.
Here we go again with an issue related to price conditions. It seems that
I'm the only one person in the world using these conditions on
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joanmarcel119
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#49301
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Re: Pairs trading: Parent vs Child order placement
I want to add my experience with combo orders. I also was at the beginning worried because they were not guaranteed. However it happened extremely seldom that not both legs filled almost
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Despair
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#49300
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Re: Pairs trading: Parent vs Child order placement
Thank you for your support, I had a read at this page:
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John
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#49299
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Re: Pairs trading: Parent vs Child order placement
I do use this type of orders for one special effect, which excludes trading
in different securities (it's more of a simpler reversion trade). There are
a some quirks to all of varieties of IB's
By
ds-avatar
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#49298
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Problem with specific symbols
Hi all,
I am using ib_insync to buy/sell NYSE stocks, and generally the script works fine.
In some cases, when I buy or sell specific symbols - orders are not filled.
This happens with those symbols
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cohenkobi1@...
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#49297
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Re: TWS order has reqId=0; how to cancel it from API?
This is weird for sure.? I just call reqAllOpenOrders() and reqOpenOrders() and store everything that gets returned in the callbacks.? That seems to grab them all and I then have the correct
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FreeGoldRush
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#49296
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Re: Pairs trading: Parent vs Child order placement
For context, the goal is pairs trading, but one of the two securities is somewhat less liquid than the other,
hence the desired prioritization/conditionality of the most liquid order on the execution
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John
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#49295
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Re: Pairs trading: Parent vs Child order placement
Thank you very much both.
With trial and error, I found that Transmit=False is of no use in this case, as I need the orders transmitted; the child order got blocked in the current format as not on
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John
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#49294
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Re: TWS order has reqId=0; how to cancel it from API?
Thanks for the reply. I found the root cause of this.
I used ‘reqAllOpenOrders’ instead of ‘reqOpenOrders’ and that does not receive the ‘orderBound’ callback.
The confusing thing is that
By
Bart D
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#49293
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Re: Pairs trading: Parent vs Child order placement
When I was still pairs trading I submitted my orders as combo orders (REL+LMT). This worked well.
By
Despair
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#49292
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Re: no volume / no count / no vwap on TLSA market data
seems there are more outages last week and now - pretty mysterious - looks like related to major changes in the market
Since 2022-03-20T00:03:31.540 till 2022-03-24T15:37:02.287
Since
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Sebastian
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#49291
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Re: Pairs trading: Parent vs Child order placement
A few quick thoughts, John:
* The last order in a series of orders with transmit=false must have transmit=true or all orders of the series are held in TWS and are not transmitted to IBKR for
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Jürgen Reinold
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#49290
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Re: Pairs trading: Parent vs Child order placement
Actually regarding the missing parent order, I believe I need to add transmit =False on the child order too,
unlike the example given in https://interactivebrokers.github.io/tws-api/hedging.html
It
By
John
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#49289
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Pairs trading: Parent vs Child order placement
Hello Group,
Currently implementing mean reverting pairs trading (e.g. long SLV, short SSLN), would like to have the second leg order conditional on the execution of the first leg order.
Tried an
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John
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#49288
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Re: Install TWS or IB gateway on Ubuntu and ARM64 bit processor
I last tried to do this a year ago on a Raspberry Pi 4B (4GB) running Ubuntu 21.04 64 bit.
The critical factor was obtaining a JVM with Javafx for this platform (Oracle dropped support for this after
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Andy
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#49287
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Re: TWS API GUI
This is a pretty straightforward task that is not specific to TWS. Just search Google for how to create C# charts, populate them with data, and how to interact with them.
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e30ryan@...
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#49286
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TWS API GUI
Hello All,
I have a C# application working for years.
I am considering using the GUI features to see if I can plot / create my
own charts. Is that possible? Does anyone have experience doing
By
trader api
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#49285
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Re: TWS order has reqId=0; how to cancel it from API?
What does it mean when you say "I can see this order in the API"?
The Retrieving currently active orders ( https://interactivebrokers.github.io/tws-api/open_orders.html ) section of the API reference
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Jürgen Reinold
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#49284
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TWS order has reqId=0; how to cancel it from API?
I have a manual order placed in TWS.
I can see this order in the API (my API client is set to clientID=0).
It shows as:
order=Order(permId=390120308, action='BUY', totalQuantity=10.0, orderType='STP
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Bart D
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#49283
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Re: Install TWS or IB gateway on Ubuntu and ARM64 bit processor
Hello
Have you found a way to make it work? I tried different distros and always got to the same point of being unable to install IB Gateway. I installed IB Gateway in a Debian VM and copied the
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Chrix BB
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#49282
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