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Thanks for your e-mail. I will be out of town for 3 days and will respond after returning. Please direct future e-mails to??????????? kybryan@...?????????????? thanks

marinindextrader wrote:

I am out of town for 3 days will respond after returning. Please direct future e-mails to??? kybryan@...??????????????????? thanks

marinindextrader wrote:

Hi StatTrader. Your view here sounds quite reasonable for someone who
is actively writing Java code. Having already stated a counterview,
others are free to decide for themselves, and I'll resist getting any
deeper into this complex issue unless/until it becomes something that
needs resolving (such as in some sort of cooperative endeavor).
Peace. (MS also appears to be planning on bringing some form of Java
back to .NET, which will further confuse the discussion.)

--- In twsapi@y..., "thestattrader" <TheStatTrader@y...> wrote:

True, Java GUI development used to require quite a bit of work-
arounds when SWING was new. But that was a few years ago. I'm not
primarily a GUI guy - I mostly do "mission critical" server side
programming, but when i do venture back into SWING work I haven't

had

many problems. True, it's cross-platform nature brings it's own
headaches with it.

I personaly can't recall any TWS problems that were Java based, nor
can I imagine any limitations it would introduce outside of
integration to outside apps via the OS (granted, this may be a
primary requirement to some). But any speed or graphics issues now-

a-

days are generaly based on the developer's experience. I've done
professional c++, vb, delphi, and cobol work - and I'm at a loss as
to why one would think Java was not suitable platform... java's
weakness is in advanced mathemtics, and even then it was used for

the

3-d graphics engine for EverQuest. And the major firms on wall

street

are big time java shops.

True, Java GUI development used to require quite a bit of work-
arounds when SWING was new. But that was a few years ago. I'm not
primarily a GUI guy - I mostly do "mission critical" server side
programming, but when i do venture back into SWING work I haven't had
many problems. True, it's cross-platform nature brings it's own
headaches with it.

I personaly can't recall any TWS problems that were Java based, nor
can I imagine any limitations it would introduce outside of
integration to outside apps via the OS (granted, this may be a
primary requirement to some). But any speed or graphics issues now-a-
days are generaly based on the developer's experience. I've done
professional c++, vb, delphi, and cobol work - and I'm at a loss as
to why one would think Java was not suitable platform... java's
weakness is in advanced mathemtics, and even then it was used for the
3-d graphics engine for EverQuest. And the major firms on wall street
are big time java shops.

I transfered this question to the VB message board I haunt.

Here is a response from one guy there:

Re: C++ vs. C#.NET vs. VB.NET
----------------------------------------------------------------------
----------
In .NET, pretty much all the languages are on equal footing. I think
VB is at a disadvantage with some of the OO stuff, though. I don't
think it has function overloading, which is extremely useful, and I'm
still not sure how much inheritance it allows. I could be wrong on
these, though. I haven't used VB.NET at all. 90% of code or more will
be almost exactly the same with VB and C# because of the shared
framework, which is where almost everything in .NET comes from. It
basically comes down to whether you want to use curly braces or not.
The difference in the two is that small. I haven't looked too much
into C++, and I haven't seen much documentation on C++.NET at all.

In my opinion, C++ is useful for three kinds of developers:
1) Ones who find that speed isn't satisfactory in other languages
2) People who need low-level access to the system
3) Gluttons for punishment. :)

Chris


--- In twsapi@y..., "dtkamp" <dkamp@e...> wrote:

In recent thread on IB board, Kent commented that C++ was the way

to

go for creating serious apps. Is this really true any more if

you're

starting from .NET, where all of its languages are based on same
underlying runtime lib.s and architecture. For purposes of building

a

killer trading app, does it really matter much whether you're using
VB.NET or C#.NET or C++? And can't you just mix in legacy C and C++
lib.s as necessary?

Both of these sites are highly recommended. They have been addded to
the Bookmarks section for future reference.

VB Explorer:

The VB Explorer site has very active excellent message boards with
very helpful people.

Planet Source Safe:

The Planet Source site has an excellent searchable code base.
Submissions are rated. Planet Source is the largest public code
database on the internet.

Scott
Owner

In recent thread on IB board, Kent commented that C++ was the way to
go for creating serious apps. Is this really true any more if you're
starting from .NET, where all of its languages are based on same
underlying runtime lib.s and architecture. For purposes of building a
killer trading app, does it really matter much whether you're using
VB.NET or C#.NET or C++? And can't you just mix in legacy C and C++
lib.s as necessary?

Hi all,

I have seen this problem in both my code, and in the testsocketclient
program.

If I call eConnect once, and it fails, the next time I call it, an
exception is thrown.

Anybody know how the connection process is supposed to work? (ie do
I need to create a new ewrapper and esocketclient each time I try to
connect, or can I reuse?)

thanks

Worth Repeating:

"goldensilvermana":

"It is the
little guy against the big boys and I smell blood. The problem is
that there are many lone wolves running down rabbit trails and that
is not the solution"


--- In twsapi@y..., "goldensilvermana" <kybryan@c...> wrote:

Dkamp

Here is how I envision a workable solution:

(1) All interested parties need to make a list of what problems

they

want solved.
(2) These problems need to be listed then voted on by the

interested

parties.
(3) Their needs to be an agreement on what problems there will be
solutions for.
(4) We need a group of people that will meet the financial
requirements. By meet I mean a small group with large pockets or a
large group that can kick in $50 to $100. What ever it would take

for

the design costs.
(5) There would have to be some organization structure and or

format

that would give the group input.
(6) A lead designer will have to be given the authority and be in
charge to make the decisive final necessary decisions to move the
project along timely.
(7) A committee and or board would be formed that would represent

the

team and be in charge. There cannot be mob rule, but active
participation will be encouraged. Professional people will hold

these

positions.
(8) Legal documents will be signed. All paying members will own a
stake in the software. Owners will pay cash upfront and receive
receipts and documentation.
(9) Initial cash will pay for professional system analysis and
design. Programmers will be determined by bid and or selection

after

system analysis and design is completed. Owners will be expected to
come up with monies for final coding of project.
(10) Resumes and references will be required to select members that
will be actively participating in the system analysis and design

and

coding.
(11) Coding will be compartmentalized to ensure software ownership
security.
(12) As soon as we come up with the cash and a competent team then

we

will move the dialog from the public forum to a secure system for
development.

I estimate about $10,000 to complete a design, but that may change
with the amount of interest and the bells and whistles wanted. I

have

people that I have worked with on projects that are reasonable cost
wise and very competent to execute what this project would entail.

Bottom line there is over 124 members and interested parties on the
Yahoo spin off thread since this thread was first posted. It is the
little guy against the big boys and I smell blood. The problem is
that there are many lone wolves running down rabbit trails and that
is not the solution for everyone. There are those that will always

go

that path but what I propose is organization and structure and

people

that work well within the team environment. We need a place to post
resumes.
Everyone welcome those with just cash and also those with IT skills
and cash. If you are interested in being part owner and would like

to

make a commitment in cash and or sweat please email and or post

Thanks dkamp for the questions, I will be out until Thursday night.

A

Q for you. Would the elite trader link thread help the quest? I see
that you frequent there.

I don't trade options but writing a separate (must be separate or in
another thread because of blocking) program to send keystrokes
(enter) or mouseclicks to a window at a predefined spot isn't that
complex. I don't know what the options window looks like (I don't
trade options) or if the "no" button defaults (rendering a simple
enter keystroke unusable).

The basic concept is to figure out the unique qualities of the popup
window you are searching for (if any) by using a program like
Microsoft's SPY++. Then when the window you are looking for appears
you either send a set of keystrokes to the window or a mouse click to
the correct spot to kill the window. The program that does this
should probably only have one function - to kill the dialog, and
should just sit there looping, waiting for that dialog to pop up and
then it zaps it. I do this for the ActiveX "Accept Incoming
Connections" dialog so that my program can log into TWS without any
intervention on my part.

--- In twsapi@y..., "qnolte" <q1@n...> wrote:

The option confirmation requirement is a real problem for me also.

I

didn't realize that the real problem is the option exchanges

rules.

Can anyone come up with a screen scrapper that could see the popup
confirmations and automatically response to them?


--- In twsapi@y..., "dtkamp" <dkamp@e...> wrote:

"i hear options trigger TWS pop-ups so i can't have a
true program trading platform in place :("

Hi Jason. You may know this, but for others reading the above,

it's

the option exchanges that don't allow automated option trading -

IB

is just following their rules.

With respect to Java, I bet you actually get a lot of us avoiding

it

just because of the limitations we see in the Java-based TWS. In
other words, you can get an immediate edge over TWS just by not

using

Java (at the cost of cross-platform potential).

Dkamp

Here is how I envision a workable solution:

(1) All interested parties need to make a list of what problems they
want solved.
(2) These problems need to be listed then voted on by the interested
parties.
(3) Their needs to be an agreement on what problems there will be
solutions for.
(4) We need a group of people that will meet the financial
requirements. By meet I mean a small group with large pockets or a
large group that can kick in $50 to $100. What ever it would take for
the design costs.
(5) There would have to be some organization structure and or format
that would give the group input.
(6) A lead designer will have to be given the authority and be in
charge to make the decisive final necessary decisions to move the
project along timely.
(7) A committee and or board would be formed that would represent the
team and be in charge. There cannot be mob rule, but active
participation will be encouraged. Professional people will hold these
positions.
(8) Legal documents will be signed. All paying members will own a
stake in the software. Owners will pay cash upfront and receive
receipts and documentation.
(9) Initial cash will pay for professional system analysis and
design. Programmers will be determined by bid and or selection after
system analysis and design is completed. Owners will be expected to
come up with monies for final coding of project.
(10) Resumes and references will be required to select members that
will be actively participating in the system analysis and design and
coding.
(11) Coding will be compartmentalized to ensure software ownership
security.
(12) As soon as we come up with the cash and a competent team then we
will move the dialog from the public forum to a secure system for
development.

I estimate about $10,000 to complete a design, but that may change
with the amount of interest and the bells and whistles wanted. I have
people that I have worked with on projects that are reasonable cost
wise and very competent to execute what this project would entail.

Bottom line there is over 124 members and interested parties on the
Yahoo spin off thread since this thread was first posted. It is the
little guy against the big boys and I smell blood. The problem is
that there are many lone wolves running down rabbit trails and that
is not the solution for everyone. There are those that will always go
that path but what I propose is organization and structure and people
that work well within the team environment. We need a place to post
resumes.
Everyone welcome those with just cash and also those with IT skills
and cash. If you are interested in being part owner and would like to
make a commitment in cash and or sweat please email and or post

Thanks dkamp for the questions, I will be out until Thursday night. A
Q for you. Would the elite trader link thread help the quest? I see
that you frequent there.

--- In twsapi@y..., "thestattrader" <TheStatTrader@y...> wrote:

about me: I'm a professional java developer with over 9 years of
total software development, 5 years exclusively in java and related
technologies. This includes banking systems, dept of defense, and
more - very large real world complex systems.

I used to daytrade during my down time (few days to few months),

but

now I mostly trade options for time periods ranging from 1-3 weeks.
I've written my own analysis software, etc. After I put on a trade,
my primary concern is follow-up strategy when a trade goes wrong. I
wrote software to do this as well, as there was a lot of different
variables that went into it. I just now discovered that TWS gives a
java api, so I'm rebuilding my system and hooking it up to IB.
Unfortunately, i hear options trigger TWS pop-ups so i can't have a
true program trading platform in place :(

if anyone wishes to come to the dark side (java), I'd be happy to
help them out :)

Jason

Looks like you voluntered to me :) we really need to crank the heat
up on IB. I vote you contact them for the group and I am sure you
will get backed up by everyone. Let us know what there response is.
Thanks Kent

If that's it, I'm not concerned, as the Java interface I'm planning
does not have a Java GUI.

Sorry for misunderstanding. I'm not aware of any problems with IB's
Java API, although I've asked them questions about whether the APIs
are kept in synch, and whether they are paying preferential attention
during their own development to one or the other of the APIs, but did
not get an answer. It would be nice if someone could answer those
questions, as well as questions such as whether they will be dropping
APIs for which there is not sufficient interest. Could save some of
us a lot of trouble in the long run.

You mentioned "limitations we see in the Java-based TWS." Your
comments are about GUI programming in Java. I'm looking for problems
with the TWS Java API.

Is this what you are trying to say? "If you write a GUI trading
program in Java, it's going to suck in the same ways that TWS does."
If that's it, I'm not concerned, as the Java interface I'm planning
does not have a Java GUI.

--- In twsapi@y..., "kgeis" <kgeis@y...> wrote:

--- In twsapi@y..., "dtkamp" <dkamp@e...> wrote:
Please comment on the Java limitations. I've heard nothing of the
sort except for performance issues from people who don't know what
they are talking about.

Hi Ken. Right, I would put performance issues at the bottom of the
list of limitations. This is a huge topic to start a discussion
about, but will outline a few points broadly. BTW, I don't have
anything against Java or the notion of Java, having worked with it
for a couple of years.

- Lots of bugs, which are very difficult to work around, often
leading to use of platform-specific native code or tweaking and
recompiling SUN's code that one shouldn't really be touching. (I
think our list at one point had grown to something like several
hundred Swing bugs that we had worked around or fixed, although they
have addressed many of these in later versions of Swing.)

- Unless your apps are fairly simple (which they may well be), the
Java UI classes suffer from their need to be cross-platform (i.e.,
they can't afford to take advantage of many platform-specific
features, and hide access to some of the most basic stuff).

- Most of the cool Java stuff is finding its way into
Microsoft's .NET. Microsoft (like it or not) devours everything in
its path. If we're not going to break up this monster, then we can at
least avoid getting stepped on it (kind of like trading amongst the
investing giants).

So unless one is really, really serious about cross-platform
development (Macs and Unix), I would personally be really, really
hesitant to use Java for a trading app.

I have posted a sample project that uses MicroSoft Hierarchical Flex
Grid, an in cell editing routine and a better start for someone just
getting going.

Still a very basic example...but it will help those who are just
getting started. Great foundation to start a program with and begin
exploring TWS API


[CODE]

Option Explicit

Private Sub Command1_Click()

'call for the connection
'your TWS must be up and running in order to connect
Tws1.Connect "", 7496

End Sub


Private Sub Form_Load()

Dim iTemp As Integer
Dim iTemp2 As Integer
Dim Cancel As Boolean

'grid formating stuff
With hFlexGrid
.Col = 0
.Row = 0
.ColSel = .Cols - 1
.RowSel = .Rows - 1
.FillStyle = flexFillRepeat
.CellFontBold = True
.CellAlignment = flexAlignCenterCenter
.TextMatrix(0, 1) = "Symbol"
.TextMatrix(0, 2) = "B-Size"
.TextMatrix(0, 3) = "Bid"
.TextMatrix(0, 4) = "Ask"
.TextMatrix(0, 5) = "A-Size"
.TextMatrix(0, 6) = "Last"
.TextMatrix(0, 7) = "L-Size"
.Col = 1
.Row = 1
.ColWidth(0) = .RowHeight(0) + 50
'number the first column and alternate the row colors
For iTemp = 1 To .Rows - 1
.TextMatrix(iTemp, 0) = iTemp
If Not Cancel Then
For iTemp2 = 1 To .Cols - 1
.Row = iTemp
.Col = iTemp2
.CellBackColor = &HE0E0E0
Cancel = True
Next iTemp2
Else
Cancel = False
End If

Next iTemp

'adds a couple of items to the combo box
Combo1.AddItem "Stocks, Instinet"
Combo1.AddItem "Futures, Globex, 200206"

End With
End Sub


Private Sub hFlexGrid_DblClick()
'calls the grid editor when you double click a cell
Call GridEdit(Asc(" "))
End Sub


Private Sub hFlexGrid_GotFocus()
Dim strTemp As String
If txtCellEditor.Visible Then
hFlexGrid = UCase$(txtCellEditor)
'calls the req market data text box loses focus, restricts
symbols to row 1
If txtCellEditor <> "" And hFlexGrid.Col = 1 Then
strTemp = UCase$(txtCellEditor)
Call reqMarketData(strTemp, hFlexGrid.Row)
ElseIf txtCellEditor = "" Then
'cancels market data if you leave the cell empty
Call cancelMktData(hFlexGrid.Row)
End If

txtCellEditor.Visible = False
End If
End Sub


Private Sub hFlexGrid_KeyDown(KeyCode As Integer, Shift As Integer)
'cancels the market data if you use the delete key remove a symbol
If KeyCode = vbKeyDelete And hFlexGrid.Col = 1 Then
Call cancelMktData(hFlexGrid.Row)
Else
'just in case....not really necessary
hFlexGrid.TextMatrix(hFlexGrid.Row, hFlexGrid.Col) = ""
End If
End Sub


Private Sub hFlexGrid_KeyPress(KeyAscii As Integer)
'calls the grid editor when you start typeing
Call GridEdit(KeyAscii)
End Sub

Private Sub hFlexGrid_LeaveCell()
Dim strTemp As String
If txtCellEditor.Visible Then
hFlexGrid = UCase$(txtCellEditor)
'calls the req market data when you leave a cell, restricts
symbols to row 1
If txtCellEditor <> "" And hFlexGrid.Col = 1 Then
strTemp = UCase$(txtCellEditor)
Call reqMarketData(strTemp, hFlexGrid.Row)
'calls cancel market data if you go in and leave it empty
ElseIf txtCellEditor = "" Then
Call cancelMktData(hFlexGrid.Row)
End If

txtCellEditor.Visible = False
End If
End Sub


Sub GridEdit(KeyAscii As Integer)

With txtCellEditor
'use correct font
.FontName = hFlexGrid.FontName
.FontSize = hFlexGrid.FontSize
Select Case KeyAscii
Case 0 To Asc(" ")
.Text = hFlexGrid
.SelStart = 1000
Case Else
.Text = Chr(KeyAscii)
.SelStart = 1
End Select
'position the edit box
.Left = hFlexGrid.CellLeft + hFlexGrid.Left
.Top = hFlexGrid.CellTop + hFlexGrid.Top - 10
.Width = hFlexGrid.CellWidth - 8
.Height = hFlexGrid.CellHeight - 15
.Visible = True
.SetFocus
End With
End Sub


Private Sub Tws1_tickPrice(ByVal id As Long, ByVal tickType As Long,
ByVal price As Single)
'populates the grid with the price information
hFlexGrid.TextMatrix(id, 2 + tickType) = Format(price, "0.00")

End Sub


Private Sub Tws1_tickSize(ByVal id As Long, ByVal tickType As Long,
ByVal size As Long)
'populates the grid with the size information
hFlexGrid.TextMatrix(id, 2 + tickType) = size

End Sub


Private Sub txtCellEditor_KeyDown(KeyCode As Integer, Shift As
Integer)

'handles the little text box editor for certain keystrokes
Select Case KeyCode
Case vbKeyEscape
txtCellEditor.Visible = False
hFlexGrid.SetFocus
Case vbKeyReturn
hFlexGrid.SetFocus
Case vbKeyDown
hFlexGrid.SetFocus
DoEvents
If hFlexGrid.Row < hFlexGrid.Rows - 1 Then
hFlexGrid.Row = hFlexGrid.Row + 1
End If
Case vbKeyUp
hFlexGrid.SetFocus
DoEvents
If hFlexGrid.Row > hFlexGrid.FixedRows Then
hFlexGrid.Row = hFlexGrid.Row - 1
End If
End Select

End Sub


Private Sub txtCellEditor_KeyPress(KeyAscii As Integer)
'noise suppression
'If KeyAscii = vbKeyReturn Then KeyAscii = 0

End Sub


Public Sub reqMarketData(TWSsymbol As String, trow As Long)

'issue description vars
Dim TWSsecType As String
Dim TWSexpiry As String
Dim TWSstrike As Single
Dim TWSright As String
Dim TWSexchange As String
Dim TWScurency As String

'stock or future for demo?
If Combo1.ListIndex = 0 Then
TWSsecType = "STK"
TWSexpiry = ""
TWSexchange = "INSTINET"
ElseIf Combo1.ListIndex = 1 Then
TWSsecType = "FUT"
TWSexpiry = "200206"
TWSexchange = "GLOBEX"
End If

'options and currency vars
TWSstrike = 0
TWSright = ""
TWScurency = ""

' must have symbol, secType, and exchange
If TWSsymbol = "" Or TWSsecType = "" Or TWSexchange = "" Then
Beep
MsgBox ("You must enter at least symbol, security type, and
exchange.")
Exit Sub
End If
'calls for the market data
Tws1.reqMktData trow, TWSsymbol, TWSsecType, TWSexpiry, TWSstrike,
TWSright, TWSexchange, TWScurency
'displays the contract specs if a future
hFlexGrid.TextMatrix(trow, 8) = expiryNumToAlpha(TWSexpiry)

End Sub


Sub cancelMktData(trow As Long)

'cancel the market data
Tws1.cancelMktData trow
Dim iTemp As Integer
'blanks out the entire row after you cancel the data
For iTemp = 0 To hFlexGrid.Cols - 1
hFlexGrid.TextMatrix(trow, iTemp) = ""
Next iTemp

End Sub


Function findSymbolSlot(ByVal symbol As String) As Long
Dim lngTemp As Long
'this function selects the right row in the grid
With hFlexGrid
For lngTemp = 1 To .Rows - 1
If InStr(.TextMatrix(lngTemp, 1), symbol) Then
findSymbolSlot = lngTemp
Exit Function
End If
Next lngTemp
End With
End Function


Function expiryNumToAlpha(ByVal strExpiry As String) As String

'this function returns a user friendly formatted version of
contract date
Dim strTemp As String
strTemp = Mid$(strExpiry, 3, 2)
Select Case Right$(strExpiry, 2)
Case "03"
expiryNumToAlpha = "MAR" & strTemp
Exit Function
Case "06"
expiryNumToAlpha = "JUN" & strTemp
Exit Function
Case "09"
expiryNumToAlpha = "SEP" & strTemp
Exit Function
Case "12"
expiryNumToAlpha = "DEC" & strTemp
End Select
End Function

--- In twsapi@y..., "dtkamp" <dkamp@e...> wrote:

With respect to Java, I bet you actually get a lot of us avoiding it
just because of the limitations we see in the Java-based TWS. In
other words, you can get an immediate edge over TWS just by not using
Java (at the cost of cross-platform potential).

Please comment on the Java limitations. I've heard nothing of the
sort except for performance issues from people who don't know what
they are talking about.


Ken

The option confirmation requirement is a real problem for me also. I
didn't realize that the real problem is the option exchanges rules.
Can anyone come up with a screen scrapper that could see the popup
confirmations and automatically response to them?


--- In twsapi@y..., "dtkamp" <dkamp@e...> wrote:

"i hear options trigger TWS pop-ups so i can't have a
true program trading platform in place :("

Hi Jason. You may know this, but for others reading the above, it's
the option exchanges that don't allow automated option trading - IB
is just following their rules.

With respect to Java, I bet you actually get a lot of us avoiding

it

just because of the limitations we see in the Java-based TWS. In
other words, you can get an immediate edge over TWS just by not

using

Java (at the cost of cross-platform potential).

"i hear options trigger TWS pop-ups so i can't have a
true program trading platform in place :("

Hi Jason. You may know this, but for others reading the above, it's
the option exchanges that don't allow automated option trading - IB
is just following their rules.

With respect to Java, I bet you actually get a lot of us avoiding it
just because of the limitations we see in the Java-based TWS. In
other words, you can get an immediate edge over TWS just by not using
Java (at the cost of cross-platform potential).

about me: I'm a professional java developer with over 9 years of
total software development, 5 years exclusively in java and related
technologies. This includes banking systems, dept of defense, and
more - very large real world complex systems.

I used to daytrade during my down time (few days to few months), but
now I mostly trade options for time periods ranging from 1-3 weeks.
I've written my own analysis software, etc. After I put on a trade,
my primary concern is follow-up strategy when a trade goes wrong. I
wrote software to do this as well, as there was a lot of different
variables that went into it. I just now discovered that TWS gives a
java api, so I'm rebuilding my system and hooking it up to IB.
Unfortunately, i hear options trigger TWS pop-ups so i can't have a
true program trading platform in place :(

if anyone wishes to come to the dark side (java), I'd be happy to
help them out :)

Jason