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Having trouble submitting ZT (2 yr treas) futures orders thru API.

Lou Dudka All Messages By This Member #51202 Hi All, ZT futures seem to have the strangest 'ticks.'? I trade ZN (10 year treas) and they're strange, but I can handle it. With ZT if I manually (thru IB charts) submit a buy (or sell) order at 101.83203125 which (I think?) is 101'265, IB accepts the order - no problem If I sub the order thru the API IB rejects the order saying it does not meet standards. If I add one tick to 101'266 (101.8359375?) and sub the order thru the API IB accepts it.? I think I'm OK with this, bc with the way the math seems to work the ticks don't seem to be sequential ... 0,1,2,3,,5,6,7,8,,0 If I manually change the order back? to 101'265 thru via the chart, IB accepts it. If I manually change the order back? to 101'265 thru via the API IB rejects it I'm lost - anyone have any ideas? Thanks, as always, and Be Well, Lou Dudka
Richard L King Member Profile All Messages By This Member #51203 开云体育 Hi Lou ? Not quite sure I understand your description, but I think your math is incorrect. ? Prices for ZT are measured in 256ths (market rule 2114, increment = 0.00390625). ? So 101.83203125 is 101’213. ? 101'265 doesn’t make sense, though it could be interpreted as 102’9. ? Richard ? ? toggle quoted message Show quoted text From: [email protected] <[email protected]> On Behalf Of Lou Dudka Sent: Monday, May 29, 2023 9:39 PM To: [email protected] Subject: [TWS API] Having trouble submitting ZT (2 yr treas) futures orders thru API. ? Hi All, ZT futures seem to have the strangest 'ticks.'? I trade ZN (10 year treas) and they're strange, but I can handle it. With ZT if I manually (thru IB charts) submit a buy (or sell) order at 101.83203125 which (I think?) is 101'265, IB accepts the order - no problem If I sub the order thru the API IB rejects the order saying it does not meet standards. If I add one tick to 101'266 (101.8359375?) and sub the order thru the API IB accepts it.? I think I'm OK with this, bc with the way the math seems to work the ticks don't seem to be sequential ... 0,1,2,3,,5,6,7,8,,0 If I manually change the order back? to 101'265 thru via the chart, IB accepts it. If I manually change the order back? to 101'265 thru via the API IB rejects it I'm lost - anyone have any ideas? Thanks, as always, and Be Well, Lou Dudka
Lou Dudka All Messages By This Member #51204 Aw, Richard, I owe you (yet again ...)! Geez, I was trying to calc it the way ZN is, as 32nds and half of a 64th. I can't afford Balvenie - would you settle for a case of suds ...? You're the BEST!? Thanks for taking the time. I hope you're feeling better. Thanks, as always, and be well, Lou Dudka
buddy Member Profile All Messages By This Member #51301 On Fri, 16 Jun 2023 16:04:22 +0000 Lou Dudka loududka@... wrote: The only other thing is I'm running TWS 981 and will have to upgrade. Maybe I'll try that. BTW, I also just tried w/ 981 and the bracket went through. Which makes me think that you might try updating the API version you're using (not just TWS/IBGW). I'm sure you're aware that the API itself gets fixed and changes as time goes by. Good luck.
Lou Dudka All Messages By This Member #51312 Hi buddy, Just saw your post. You saved me some testing - THANKS! Yeah, I'm starting to think the same thing about the API.? I'm running an ancient version. I know Richard (and rightfully so) doesn't distribute older versions anymore. If someone has a later install for Excel API (the "old" way with VBA code in the XLS) could you please contact me? Thanks, Once again to everyone, Lou Dudka
Richard L King Member Profile All Messages By This Member #51313 开云体育 Lou ? What you call the ‘‘old’’ Excel API (ie using the ActiveX component and VBA, rather than DDE or RTD) is still very much in play and is included in every API version. ? So it’s not clear to me what you’re asking for, or why. I do have some (but by no means all) older versions, but I think you’d probably do best to install the current stable API which is 10.19. ? Richard
buddy Member Profile All Messages By This Member #51314 On Wed, Jun 21, 2023 at 10:58 PM, Lou Dudka wrote: You saved me some testing - THANKS! You're welcome. BTW... thanks for replying to the list instead of a direct email. My manager was getting a bit ticked that I was fielding support out of band. They keep me on a short leash :-(
Lou Dudka All Messages By This Member #51315 Richard - I checked once before and didn't realize they included it.? I was looking in the TwsActiveX directory and didn't look in Excel. It'll take some work to upgrade my app from 9.17 to 10.19, but well worth it.? I still have to upgrade TWS so I might as well do it together. buddy - you're the BEST! Thanks (Again), as usual Lou Dudka
buddy Member Profile All Messages By This Member #51316 On Thu, Jun 22, 2023 at 01:29 PM, Lou Dudka wrote: It'll take some work to upgrade my app from 9.17 to 10.19, but well worth it. The deadline is looming... roughly three weeks I think. I just finished rolling my stuff out the other day. On the bright side, it should take a couple of hours (max) to write a unit test in a virtual/paper-trading environment and confirm an update resolves that issue. That's all I did, but since I've liberated myself from the MSFT eco-system, my help was of limited value. Sorry for that. Good luck Lou.
Lou Dudka All Messages By This Member #51555 Hi buddy, Thanks for the TWSAPI e-mail, I appreciate your concern and interest.? Didn't want to send a private reply to you and get your company upset at you.? Kudos to your new avatar. Yeah, the 10.19 TWS went slick as snot, probably the easiest upgrade I ever did! The ZT trades went thru just fine in the new API.? The problem is upgrading my XLS's. I'm so backleveled with my current API it'd take a ton of work to get my xls/App up to date.? I've touched just about every VBA module the IB supplied in the sample API.? I'm far more interested in trading than writing code ...? I use a separate XLS for each instrument (yeah, I know, I can already hear the naysayers ...) - one of the main reasons being it serves as a database and I have an absolutely phenomenal history of each to run "what-ifs" against.? I'm a retired Head Data Base Admin from a major international car company, so yes, I do understand databases.? Sometimes simpler is better ...? Everything is self-contained and runs like the wind.? I've learned to live with the vagaries of XLS (as Richard has rightfully pointed out on numerous occasions) and it works just fine for me. I have a work-around for the ZT trades (90% of which DO go thru) so I'm OK. Thanks, as always, Lou Dudka
buddy Member Profile All Messages By This Member #51557 On Fri, Aug 11, 2023 at 06:33 PM, Lou Dudka wrote: Yeah, the 10.19 TWS went slick as snot, probably the easiest upgrade I ever did! Sweet. On Fri, Aug 11, 2023 at 06:33 PM, Lou Dudka wrote: I've learned to live with the vagaries of XLS You'll have to let me know the secret. Although, I admit it will probably never sink in for me :-)

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