Hi
David,
?
I
use? a access database and MS-Access, which is included with MS-Office Pro.
I program in Access-VisualBasic for applications.
?
Normally, I get any change to the orderstatus immidiatly and store it
immidiatly in the database.
?
The
situation descriped below is just for the rare case that one application crashes
or the API connection breaks.
?
Marcus
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I do not use that many orders but your idea, Marcus, is a
fanatastic way to have a good, even though delayed, control of your orders.
Do you use any special db or just free dbjet
engine?
well done.
David
----- Original Message -----
Sent: Sunday, June 30, 2002 5:05
PM
Subject: AW: twsapi: Re: order
IDs
I store everything in a database, including the order
details and the order
id.
When you have a Limit order which doesn?t
get executed, and you disconnect,
close TWS, open TWS, and reconnect
through the API to TWS, then TWS forget?s
the API order ID.
So I
decided that I cancel all open orders manually in TWS and then send
all
open orders again from my programm to
TWS.
Marcus
-----Ursprungliche Nachricht-----
Von: kxlin99
[mailto:klin@...]
Gesendet: Sunday, June 30, 2002 1:49
AM
An: twsapi@...
Betreff: twsapi: Re: order
IDs
Hi there -
I would like to know how you manage order
ids from session to
session. I meant you place an order and store the
order id in your
table, what if the TWS/Windows crashed, and you need
reboot the
machine, how do you change/cancel your open orders?
Thanks
--- In twsapi@y..., Robert Carey
wrote:
> You have to keep track of your trading over time. You have to
keep
track of what you or your Automated Trading System is doing. You
need
to store what was done, when, and why.
> Besides, the IRS is
coming on 4/15/2003 for sure, if not sooner.
> That means storage of
your trading events on a hard drive and with
backup.
> I choose to
use the Microsoft .mdb format and access it from VB
with DAO 3.6.
>
There is a table of trades. It has an entry order number and an
exit
order number in each record. There are lots of other fields to
keep track
of when, where, and why.
> A recordset RS.TradesEnter is created
indexed on the
openOrderNumber.
> A recordset RS.TradesExit is
created indexed on the exitOrderNumber.
> They both point to the same
table.
>
> Creating a unique entry order number is as
follows.
> RS.TradesEnter.MoveLast
> thisEntryOrderNumber =
RS.TradesEnter![openOrderNumber] + 2
> thisExitOrderNumber =
thisEntryOrderNumber + 1
> Now create a new trade record.
>
RS.TradesEnter.AddNew
>????
RS.TradesEnter![openOrderNumber] =
thisEntryOrderNumber
>????
RS.TradesEnter![closeOrderNumber] = thisExitOrderNumber
>
RS.TradesEnter.Update
>
> When a fill arrives, whether partial
of full, RS.TradesEnter
updates the when,where,why fields.
> When
you or your ATS decides to close a position,
RS.TradesExit "seeks" this
ExitOrderNumber and updates the when,
where, why fields.
> That
should keep you and the IRS happy.
> Comments?
>
RCarey
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