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It is unclear to me how the realtime market data lines are shared
between the Live and Paper account.
At the account management page I can activate the sharing between
the Live and Paper account and then there is the following
footnote:
*Note that due to regulatory laws, only one of these accounts can
have an active session at any given time.
At the TWS API manual we read:
Important: since your paper trading market data
permissions are bound to your live one, you can only obtain live
market data on your paper trading user if;
- You have shared the market data subscriptions accordingly as
described above.
- You are NOT logged in with your live user name at the same
time on a different computer.
Up to now I understood the manual such, that I can have e.g. a
TWS (Live) session running at a computer and an IBGW (Paper)
session at the *same* computer and both sessions have simultaneous
access to all market data lines (at least 3).
However, the footnote above confuses me: Can I have only a Live
*or* a Paper session running simultaneously?
Are two simultaneous sessions choking the data supply crosswise
with 2105 messages?
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There is an IBKR document called that describes the various scenarios when paper and live accounts can have simultaneous access to shared real-time market data subscriptions and when not.
Market data line consumption is accounted for on a per instrument basis. So when paper and live account hold real-time subscriptions for the same instrument, only one market line is actually used. You can always bring up the data subscriptions window in TWS with "crtl alt +" (on Windows). There you should see how many subscriptions you are entitled to and how many are currently in use. Without purchasing booster packs, you should see:
- 100 market data subscriptions ("market data lines")
- 5 tick-by-tick subscriptions
- and if you have subscribed, 3 Level-II market depth subscriptions
Tick-By-Tick subscriptions also are accounted for on a per instrument basis. Meaning that only one subscription is utilized when you subscribe to Last, and BidAsk (and maybey Midpoint) simultaneously for the same instrument.
Running two session simultaneously does not cause 2105 error situations as long as your computer is connected to a decent network with reasonable latencies and your ISP does not play any "traffic shaping": games
´³¨¹°ù²µ±ð²Ô
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Thanks, ´³¨¹°ù²µ±ð²Ô, for the reply.
The document you name enlightened me. But allow one more
question:
I do daytrading at the TWS with a Live account and also develop
trading algorithms with the help of a Paper account via the IBGW
API.
TWS and IBGW are running at the same computer but the IBGW API
client is running remote at a different computer (for SW
development).
The question finally is, if the API Gateways (TWS and IBGW) must
be running at the same computer or (also) their API clients (i.e.
at localhost only).
The document defines sessions as following (Client Portal ==
IBGW?):
1. Trading Session:
For trading session, we consider a user session successfully
established and actively running on any of the following
platforms:
-
Trader Workstation (TWS)
-
IBKR Mobile
-
Web Trader
-
Client Portal
On 13.09.2023 22:52, ´³¨¹°ù²µ±ð²Ô Reinold via
groups.io wrote:
toggle quoted message
Show quoted text
There is an IBKR document called that
describes the various scenarios when paper and live accounts can
have simultaneous access to shared real-time market data
subscriptions and when not.
Market data line consumption is accounted for on a per instrument
basis. So when paper and live account hold real-time subscriptions
for the same instrument, only one market line is actually used.
You can always bring up the data subscriptions window in TWS with
"crtl alt +" (on Windows). There you should see how many
subscriptions you are entitled to and how many are currently in
use. Without purchasing booster packs, you should see:
- 100 market data subscriptions ("market data lines")
- 5 tick-by-tick subscriptions
- and if you have subscribed, 3 Level-II market depth
subscriptions
Tick-By-Tick subscriptions also are accounted for on a per
instrument basis. Meaning that only one subscription is utilized
when you subscribe to Last, and BidAsk (and maybey Midpoint)
simultaneously for the same instrument.
Running two session simultaneously does not cause 2105 error
situations as long as your computer is connected to a decent
network with reasonable latencies and your ISP does not play any
"traffic shaping": games
´³¨¹°ù²µ±ð²Ô
|
Up until today, there was no problem running both Live and Paper Trading account connections (2 IBG instances) on the same computer , and occasionally establishing a connection to a Paper trading account from an API client? on a different computer.
But from today, i have started getting:
Error 162, reqId 3: Historical Market Data Service error message:Trading TWS session is connected from a different IP address,...
when it is clearly not.
?
On Thu, Sep 14, 2023 at 1:30?PM Greg Angelow < twsapi@...> wrote:
Thanks, ´³¨¹°ù²µ±ð²Ô, for the reply.
The document you name enlightened me. But allow one more
question:
I do daytrading at the TWS with a Live account and also develop
trading algorithms with the help of a Paper account via the IBGW
API.
TWS and IBGW are running at the same computer but the IBGW API
client is running remote at a different computer (for SW
development).
The question finally is, if the API Gateways (TWS and IBGW) must
be running at the same computer or (also) their API clients (i.e.
at localhost only).
The document defines sessions as following (Client Portal ==
IBGW?):
1. Trading Session:
For trading session, we consider a user session successfully
established and actively running on any of the following
platforms:
-
Trader Workstation (TWS)
-
IBKR Mobile
-
Web Trader
-
Client Portal
On 13.09.2023 22:52, ´³¨¹°ù²µ±ð²Ô Reinold via
wrote:
There is an IBKR document called that
describes the various scenarios when paper and live accounts can
have simultaneous access to shared real-time market data
subscriptions and when not.
Market data line consumption is accounted for on a per instrument
basis. So when paper and live account hold real-time subscriptions
for the same instrument, only one market line is actually used.
You can always bring up the data subscriptions window in TWS with
"crtl alt +" (on Windows). There you should see how many
subscriptions you are entitled to and how many are currently in
use. Without purchasing booster packs, you should see:
- 100 market data subscriptions ("market data lines")
- 5 tick-by-tick subscriptions
- and if you have subscribed, 3 Level-II market depth
subscriptions
Tick-By-Tick subscriptions also are accounted for on a per
instrument basis. Meaning that only one subscription is utilized
when you subscribe to Last, and BidAsk (and maybey Midpoint)
simultaneously for the same instrument.
Running two session simultaneously does not cause 2105 error
situations as long as your computer is connected to a decent
network with reasonable latencies and your ISP does not play any
"traffic shaping": games
´³¨¹°ù²µ±ð²Ô
|
Interesting, I¡¯m seeing something similar. ? I run live and paper TWS on the same computer. I have a number of API clients, some of which run on the same computer as the TWS instances, and others on several other computers. ? Until today this has worked faultlessly for years. ? But today the paper TWS is receiving no market data at all, while the live TWS is perfectly fine. ? I¡¯ve checked in Account Management to ensure the data sharing option was still set, and it is (I hadn¡¯t been near Account Management for weeks, but I had to make sure it hadn¡¯t somehow been reset by IB). ? I¡¯ve submitted a ticket to IB. I hope they fix this soon, as I used the paper TWS pretty much all the time for testing my trading platform. ? Just for the record, live TWS is 10.19, paper TWS is 10.25. ? Richard ? ?
toggle quoted message
Show quoted text
From: [email protected] <[email protected]> On Behalf Of Evgeni Andreyev
Sent: Thursday, September 14, 2023 11:52 AM
To: [email protected]
Subject: Re: [TWS API] Market data sharing between Live and Paper account? Up until today, there was no problem running both Live and Paper Trading account connections (2 IBG instances) on the same computer , and occasionally establishing a connection to a Paper trading account from an API client? on a different computer. But from today, i have started getting: Error 162, reqId 3: Historical Market Data Service error message:Trading TWS session is connected from a different IP address,...
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I am experiencing the problem with both IBG 10.24 (which ran fine until today) and with IBG 10.25 - to which i just updated.
So, it is definitely smth on the backend.? Brrr...
On Thu, Sep 14, 2023 at 2:16?PM Richard L King < rlking@...> wrote: Interesting, I¡¯m seeing something similar. ? I run live and paper TWS on the same computer. I have a number of API clients, some of which run on the same computer as the TWS instances, and others on several other computers. ? Until today this has worked faultlessly for years. ? But today the paper TWS is receiving no market data at all, while the live TWS is perfectly fine. ? I¡¯ve checked in Account Management to ensure the data sharing option was still set, and it is (I hadn¡¯t been near Account Management for weeks, but I had to make sure it hadn¡¯t somehow been reset by IB). ? I¡¯ve submitted a ticket to IB. I hope they fix this soon, as I used the paper TWS pretty much all the time for testing my trading platform. ? Just for the record, live TWS is 10.19, paper TWS is 10.25. ? Richard ? ? ? Up until today, there was no problem running both Live and Paper Trading account connections (2 IBG instances) on the same computer , and occasionally establishing a connection to a Paper trading account from an API client? on a different computer. But from today, i have started getting: Error 162, reqId 3: Historical Market Data Service error message:Trading TWS session is connected from a different IP address,...
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I have the same problem. 1 account in 1 computer TWS Live + TWS Paper, from 2 days the Paper account is receiving no market data.?
I have version 10.25.1 on Linux 64-bit on the AWS virtual instance.
This problem never occurs before.
Please Richard, if IB will reply to you, inform us.?
Thanks in advance
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Same here. I hope it's a bug - not a new feature.
14:32:11:010 <-
20-1612-540729664-DAX-FUT-20230915-0--25-EUREX--EUR-FDAX SEP
23-FDAX-0-20230911 00:00:00 MET-1 day-1 W-1-TRADES-1-0--
14:32:11:195 -> ---x4-2-1612-162-Historical Market Data Service
error message:Trading TWS session is connected from a different IP
address--
BTW: Does anybody know, how one can subscribe market data
explicitly for the paper account (sharing disabled)?
On 14.09.2023 13:16, Richard L King
wrote:
toggle quoted message
Show quoted text
Interesting,
I¡¯m seeing something similar.
?
I run live
and paper TWS on the same computer. I have a number of API
clients, some of which run on the same computer as the TWS
instances, and others on several other computers.
?
Until today
this has worked faultlessly for years.
?
But today the
paper TWS is receiving no market data at all, while the live
TWS is perfectly fine.
?
I¡¯ve checked
in Account Management to ensure the data sharing option was
still set, and it is (I hadn¡¯t been near Account Management
for weeks, but I had to make sure it hadn¡¯t somehow been
reset by IB).
?
I¡¯ve
submitted a ticket to IB. I hope they fix this soon, as I
used the paper TWS pretty much all the time for testing my
trading platform.
?
Just for the
record, live TWS is 10.19, paper TWS is 10.25.
?
Richard
?
?
?
Up until today, there was no problem
running both Live and Paper Trading account connections (2
IBG instances) on the same computer , and occasionally
establishing a connection to a Paper trading account from
an API client? on a different computer.
But from today, i have started
getting:
Error 162, reqId 3: Historical
Market Data Service error message:Trading TWS
session is connected from a different IP
address,...
|
I got a useless interim response from IBKR to my support ticket, but they say they¡¯ve passed it to the developers, who are looking into it. ? I¡¯ll keep you informed¡ ?
toggle quoted message
Show quoted text
From: [email protected] <[email protected]> On Behalf Of Greg Angelow
Sent: Thursday, September 14, 2023 2:26 PM
To: [email protected]
Subject: Re: [TWS API] Market data sharing between Live and Paper account? Same here. I hope it's a bug - not a new feature. 14:32:11:010 <- 20-1612-540729664-DAX-FUT-20230915-0--25-EUREX--EUR-FDAX SEP 23-FDAX-0-20230911 00:00:00 MET-1 day-1 W-1-TRADES-1-0--
14:32:11:195 -> ---x4-2-1612-162-Historical Market Data Service error message:Trading TWS session is connected from a different IP address-- BTW: Does anybody know, how one can subscribe market data explicitly for the paper account (sharing disabled)? ? On 14.09.2023 13:16, Richard L King wrote: Interesting, I¡¯m seeing something similar. ? I run live and paper TWS on the same computer. I have a number of API clients, some of which run on the same computer as the TWS instances, and others on several other computers. ? Until today this has worked faultlessly for years. ? But today the paper TWS is receiving no market data at all, while the live TWS is perfectly fine. ? I¡¯ve checked in Account Management to ensure the data sharing option was still set, and it is (I hadn¡¯t been near Account Management for weeks, but I had to make sure it hadn¡¯t somehow been reset by IB). ? I¡¯ve submitted a ticket to IB. I hope they fix this soon, as I used the paper TWS pretty much all the time for testing my trading platform. ? Just for the record, live TWS is 10.19, paper TWS is 10.25. ? Richard ? ? ? Up until today, there was no problem running both Live and Paper Trading account connections (2 IBG instances) on the same computer , and occasionally establishing a connection to a Paper trading account from an API client? on a different computer. But from today, i have started getting: Error 162, reqId 3: Historical Market Data Service error message:Trading TWS session is connected from a different IP address,...
|
Sounds like the typical HelpLess Desk answer they gave you, Richard. That is disappointing since the problem seems impact more than just API clients.
We have one remote system that constantly runs a paper account in TWS 10.19.2d and occasionally starts the corresponding live account in second TWS 10.19.2d. Worked all the time until yesterday, but this morning, for the first time, TWS with the paper account looses market data (charts go away wit "competing live session" error) as soon as TWS with the corresponding live account starts.
´³¨¹°ù²µ±ð²Ô
toggle quoted message
Show quoted text
On Thu, Sep 14, 2023 at 10:23 AM, Richard L King wrote:
I got a useless interim response from IBKR to my support ticket, but they say they¡¯ve passed it to the developers, who are looking into it.
?
I¡¯ll keep you informed¡
?
?
Same here. I hope it's a bug - not a new feature.
14:32:11:010 <- 20-1612-540729664-DAX-FUT-20230915-0--25-EUREX--EUR-FDAX SEP 23-FDAX-0-20230911 00:00:00 MET-1 day-1 W-1-TRADES-1-0--
14:32:11:195 -> ---x4-2-1612-162-Historical Market Data Service error message:Trading TWS session is connected from a different IP address--
BTW: Does anybody know, how one can subscribe market data explicitly for the paper account (sharing disabled)?
?
On 14.09.2023 13:16, Richard L King wrote:
Interesting, I¡¯m seeing something similar.
?
I run live and paper TWS on the same computer. I have a number of API clients, some of which run on the same computer as the TWS instances, and others on several other computers.
?
Until today this has worked faultlessly for years.
?
But today the paper TWS is receiving no market data at all, while the live TWS is perfectly fine.
?
I¡¯ve checked in Account Management to ensure the data sharing option was still set, and it is (I hadn¡¯t been near Account Management for weeks, but I had to make sure it hadn¡¯t somehow been reset by IB).
?
I¡¯ve submitted a ticket to IB. I hope they fix this soon, as I used the paper TWS pretty much all the time for testing my trading platform.
?
Just for the record, live TWS is 10.19, paper TWS is 10.25.
?
Richard
?
?
?
Up until today, there was no problem running both Live and Paper Trading account connections (2 IBG instances) on the same computer , and occasionally establishing a connection to a Paper trading account from an API client? on a different computer.
But from today, i have started getting:
Error 162, reqId 3: Historical Market Data Service error message:Trading TWS session is connected from a different IP address,...
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One more confirmation, my setup is one PC running 24/7, with 2 TWS windows at all time, client(s) connecting via socket either to live (API trading) or paper (for code development and testing).? This has been working well for years and started failing this morning, you get one of two errors ("competing live session" or "same IP").
I also did the following, to no avail
- stopped the live TWS, connecting to the paper account works fine, bars and tickers stream as expected
- then starting the live TWS, that kills the existing tickers and bars immediately
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I got another reply from IBKR a couple of hours ago. They just repeated that the issue is with the developers, and stated there is no current timeline for resolution. ? I responded pointing out that this is a significant matter, not just a trivial inconvenience. I also expressed surprise that they haven¡¯t simply rolled back whatever change they made that caused the problem. ? I don¡¯t expect to get any meaningful further feedback until some progress is made with fixing the problem. ? It might be worthwhile others also raising tickets to express their dissatisfaction. (Or it might not¡) ?
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Not sure if they fixed backend, or it was related to TWS release 10.25.1i (September 19), but market data sharing is working for me again.
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I confirm the same for me. Starting from today, market data sharing is working both8 on Live and Paper account.
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