Re: NQ Futures Security Definition
Sorry to bother. I figured it out. I need to use March 2025.
[email protected]> wrote:
By
ebtrader
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#53712
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NQ Futures Security Definition
When I try to place an order on NQ futures, I have defined the contract the
following way, but i get the following error:
Error: 32 200 No security definition has been found for the
By
ebtrader
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#53711
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
I thought this was an interesting observation as well. So, I changed the input list to just 800 of the most liquid stocks (see attached) and specified SMART as the exchange instead. Additionally, I
By
buddy
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#53710
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Re: reqMktData subscription is not continuous
Snapshot parameter is set to false.
By
Andy Sanders
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#53709
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Re: reqMktData subscription is not continuous
You are requesting a snapshot, hence its expected to only receive one
quote. If you want to subscribe permanently you can notify it on the
reqMktData request.
Daniel
[email protected]> wrote:
By
Daniel Ferreira
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#53708
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
The above is an interesting thought. But, I feel obligated to note it would be a breaking change to the interface. So basically still a pretty big "bug/problem"... just not in the
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buddy
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#53707
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reqMktData subscription is not continuous
Trying to subscribe to live Bid / Ask prices for ES futures using "reqMktData".
var contract = new Contract { Symbol = "ES", Exchange = "CME", ConId = 495512563, LastTradeDateOrContractMonth =
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Andy Sanders
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#53706
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
I still believe there is no bug or anything wrong with reqMktData real time feeds. And snapshots are probably what you are looking for in the first place.
TWS API documentation says about reqMktData
By
Jürgen Reinold
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#53705
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Re: Entry that triggers OCO with TP and SL
Got it
[email protected]> wrote:
By
ebtrader
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#53704
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
Twenty seconds seems to be a pretty long time (see attached).
How long do you think we should wait before crossing over from thinking this is a "feature" to "bug"?
Ah... good old Sorites paradox,
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buddy
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#53703
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
Well, for practical purposes, whether it's a "bug" or not is a moot point. But, just as you wouldn't call it a bug, I wouldn't necessarily call it a great improvement either ;-)
That said, I
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buddy
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#53702
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
We are talking about entirely different cases
* when the data never arrives in 10.30+ or
* when it does arrive but not within the time @ajn is willing to wait for. Even if data always arrives within
By
Jürgen Reinold
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#53701
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
Of course, what's also interesting, is this could actually be a bug w/ 10.19 instead. That is, 10.19 might be providing <ins>bad</ins> data in a timely manner instead of timing out.
Unfortunately,
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buddy
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#53700
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
Even if it did, that wouldn't explain why it arrives in time when using 10.19. If you run the test case as prescribed, and compare the results of 10.19 vs 10.30+, you'll probably see what I mean.
I
By
buddy
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#53699
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
Rarely is lack of "last hop" bandwidth the root cause for network issues. In my experience it is pretty much always latency. That is latency from processing, end-to-end "flight time", congestion along
By
Jürgen Reinold
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#53698
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Re: reqIds hangs when recereating IBClient - EWrapper
Each time when you connect you apparently use client ID zero: eConnect(Host, Port, 0). When you disconnect this client you must allow IBKR time to close all processes related to this client on their
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J G
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#53697
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Re: Entry that triggers OCO with TP and SL
omg thank you. Didn't realize this was markdown compatible.
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wordd
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#53696
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reqIds hangs when recereating IBClient - EWrapper
I have IBClient that implements EWrapper that I copied from C# samples from official TWS repository.
When some event happens, I would like to destroy existing client and create new instance.
This is
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Andy Sanders
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#53695
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Re: Entry that triggers OCO with TP and SL
This is not correct: all three orders must have unique order ids. But the TP and SL orders must have “ParentId” set to the “OrderId” of the main order.
Sent: 19 December 2024 05:28
To:
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Richard L King
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#53694
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Re: Entry that triggers OCO with TP and SL
Thank you. I will try this.
[email protected]> wrote:
By
ebtrader
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#53693
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