Re: Rolling futures to the next expiry
I have been looking into calendar spreads for a few weeks and it looks to me that what you experience is intended this way. By default and documented as such in the tool tips, TWS seems to
* sort the
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Jürgen Reinold
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#53279
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Re: What is manualOrderCancelTime param of Eclient::cancelOrder( int id, String manualOrderCancelTime)
In client API 10.19 the method's signature suggests an object of type OrderId for the first operand, which appears to be equivalent to a single int, i.e. a primitive integer type. Since square
By
ds-avatar
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#53278
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Re: What is manualOrderCancelTime param of Eclient::cancelOrder( int id, String manualOrderCancelTime)
Just to wrap this up (since we are moving from an TWS API issue that applies to all 6000++ members to basic Python programming skills).
Shouldn't it be *self.cancelOrder( orderId , OrderCancel())*
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Jürgen Reinold
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#53277
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Re: What is manualOrderCancelTime param of Eclient::cancelOrder( int id, String manualOrderCancelTime)
Yes, this should work.
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Best,
DS
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ds-avatar
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#53276
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Re: What is manualOrderCancelTime param of Eclient::cancelOrder( int id, String manualOrderCancelTime)
Hello DS,
Thank you for your response to my query. So if I understand correctly, should my call for cancellation of an order look like this instead?
self.cancelOrder([orderId], OrderCancel())
Kind
By
scott_hopgood@...
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#53275
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Re: What is manualOrderCancelTime param of Eclient::cancelOrder( int id, String manualOrderCancelTime)
You should use OrderCancel() for the operand in question. This is how Juergen's suggestion of instantiating an object is translated to Python.
Seeing that you are highly dependent on the
By
ds-avatar
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#53274
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Re: What is manualOrderCancelTime param of Eclient::cancelOrder( int id, String manualOrderCancelTime)
Hello Jürgen,
Thank you for this additional information. I have done as you suggested and changed the call for order cancellation to the following:
self.cancelOrder([orderId],
By
scott_hopgood@...
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#53273
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Re: What is manualOrderCancelTime param of Eclient::cancelOrder( int id, String manualOrderCancelTime)
If in doubt, the source code is still the best documentation, Scott.
I am not a Python practitioner, but I assume the OrderCancel class has a no-argument constructor that initializes the four fields
By
Jürgen Reinold
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#53272
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Re: What is manualOrderCancelTime param of Eclient::cancelOrder( int id, String manualOrderCancelTime)
Hello Jürgen,
Thank you for your reply and apologies for not providing the version number I am using. I can confirm that I am using version 10.30.01 and so it seems that passing an empty string as
By
scott_hopgood@...
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#53271
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Re: What is manualOrderCancelTime param of Eclient::cancelOrder( int id, String manualOrderCancelTime)
Ah, thanks Juergen, this likely explains the problem. I use the "stable" client API source which is 10.19.01 and this feature's implementation in it seems outdated now.
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Best,
DS
By
ds-avatar
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#53270
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Re: What is manualOrderCancelTime param of Eclient::cancelOrder( int id, String manualOrderCancelTime)
Scott did not tell us, which TWS API version caused the issue. But I suspect it is 10.30 or higher.
Looks like 10.30.01 changed the cancelOrder() request signature:
* from cancelOrder(self, orderId:
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Jürgen Reinold
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#53269
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Re: What is manualOrderCancelTime param of Eclient::cancelOrder( int id, String manualOrderCancelTime)
This looks so weird that I felt curious enough to sift through the source further.
The Python IBAPI source does not contain text 'manualOrderCancelTime' at all so it totally escapes me how it could
By
ds-avatar
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#53268
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Re: What is manualOrderCancelTime param of Eclient::cancelOrder( int id, String manualOrderCancelTime)
The error is pretty strange but, FWIW, judging by the API source, the correct spelling must be 'manualCancelOrderTime' instead of 'manualOrderCancelTime':
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Best,
DS
By
ds-avatar
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#53267
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Using Excel
I appreciate this may have been answered (please point me to the thread - or a vba code example).
I have the TWS_ActiveX.xls working
But I am unable to automate pulling down Account, Portfolio and
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paul@...
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#53266
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Re: What is manualOrderCancelTime param of Eclient::cancelOrder( int id, String manualOrderCancelTime)
Hey guys,
I was searching for some information about manualOrderCancelTime and came across this thread. I have been having some issues when attempting to cancel orders by way of Order ID. The orders
By
scott_hopgood@...
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#53265
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Re: C++ TWS API reqMktDepth() giving 309 error
And I have no other contracts being requested in TWS.
By
Brendan Lydon
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#53264
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Re: C++ TWS API reqMktDepth() giving 309 error
Ya that has to be it. I just ran it in my simulated account and it works no problem getting market depth.
Brendan
By
Brendan Lydon
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#53263
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Re: C++ TWS API reqMktDepth() giving 309 error
Suppose I have windows open in my TWS platform requesting market depth. Would that count against the limit? That seems to be the only thing I can think of as I am 99% sure I am requesting only once in
By
Brendan Lydon
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#53262
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Re: C++ TWS API reqMktDepth() giving 309 error
No problem here. Just tried NQZ4 as the third subscription through a paper account that already had two active reqMktDepth subscriptions for other instruments. Worked as expected.
Any chance you are
By
Jürgen Reinold
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#53261
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Re: C++ TWS API reqMktDepth() giving 309 error
Anyone else experiencing this? Same error code / thing happening in a python dummy script I put together as well for reqMktDepth() w/ ib_insync() api. My subscriptions all seem to be in tact too...
By
Brendan Lydon
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#53260
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