Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
Interestingly the documentation on what reqMktData (both old and new). Have this statement
"A tickPrice value of -1 or 0 followed by a tickSize of 0 indicates there is no data for this field
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ajn
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#53732
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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
jy.yngbld@... ,
1. first loop of the test not always gives the errors. If you run several loops, then it is more likelly to repeat the issue
*Program_get_bid.py -f symbols.csv -m REALTIME
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ajn
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#53731
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Problems with " error advancedOrderRejectJson" Using version API_Version=10.33.01 from December 2024.
Using version ?API_Version=10.33.01 ?from December 2024.
1. ? ? ? decoder.py uses ?" self.wrapper.error(reqId, errorTime, errorCode, errorString, advancedOrderRejectJson)"
Instead, it does not
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jbarbero100@...
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#53730
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How to identify futures orders placed by ATS
TWS sent a notification to complete a task saying that US futures exchanges require brokers to identify orders placed by automated systems.
How do you mark order as ATS?
Is there a field for this,
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Andy Sanders
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#53729
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Re: Fee Rate via API
They really should be redirecting people away from the old docs (see attached).
By
buddy
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#53728
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About python threading
for example i want create one client, and request two or more contract history data, this is wrong way?
```
app = Client()
app.connect( '127.0.0.1' , 7497 , 0 )
threading.Thread( target
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langziyang1982@...
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#53727
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Re: Fee Rate via API
Not sure whether it works for FEE_RATE (you could easily try it), but IBApi.EClient.reqHistoricalData (
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Jürgen Reinold
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#53726
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Re: Fee Rate via API
Thanks for the pointer, I was able to get that to work. I was hoping I could just use a market data subscription to keep it up-to-date as with shares available to short. It seems very odd that they
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Scott Kister
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#53725
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Re: Fee Rate via API
https://www.interactivebrokers.com/campus/ibkr-api-page/twsapi-doc/#hist-fee-rate
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buddy
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#53724
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Fee Rate via API
Is the hard to borrow fee available via the API? It is vieable in TWS under Short Selling -> Fee Rate
ib.reqMktData(contract, tick_list=236) returns the number of shares available to short, but
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Scott Kister
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#53723
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Re: reqMktData subscription is not continuous
Good to know that after the Holidays, the liver is still functioning fine!MelSent from my Galaxy
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Mel
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#53722
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Re: reqMktData subscription is not continuous
Appeared to be that was some glitch with paper account. Liver data feed works fine.
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Andy Sanders
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#53721
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Re: Question on nextValidId function
thanks again Jürgen,
everything is clearer now, complicated as you said, but clearer :)
BR,
Marco
<TwsApiOnGroupsIo@...> wrote:
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Marco
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#53720
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Re: IB's New automated trading system questionnaire
I send push notifications to my mobile using an app called pushover. This works great and IB was fine with this solution.
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Despair
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#53719
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Re: Question on nextValidId function
You are correct, Marco. Each clientId has its own sequence of orderIds and, since nextValidId() has a value of 1 when a clientId is used for the first time, the numeric values for orderIds for
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Jürgen Reinold
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#53718
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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 have executed the short file you posted multiple times through IB_Gateway.
Final result in prompt:
done symbols: 1283
Number of not done symbols: 0
In about 52 seconds.
Also, gateway is sending
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jy.yngbld@...
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#53717
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Re: Question on nextValidId function
Hello Jürgen,
thanks for your detailed reply. Yes I confirm my counter(s) get initialized
with the value from the automatic nextValidId() callback. It is not
completely clear to me when you mention
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Marco
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#53716
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Re: Question on nextValidId function
There is nothing wrong with your approach, as long as your internal counter gets initialized with the value of the automatic nextValidId() callback you receive when your client connects to TWS
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Jürgen Reinold
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#53715
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Question on nextValidId function
Hi All,
one question on the orderId and the necessity of nextValidId function. From
the documentation (
https://www.interactivebrokers.com/campus/ibkr-api-page/twsapi-doc/#receive-news-articles)
it
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Marco
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#53714
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reqExecution failed to get executions
I have a Java program using TWS API to get market data and place orders. After it made a trade, it gets "ExecDetails" and "CommissionReport" callbacks. But after I restarted the Java program and
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Paco Lee
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#53713
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