Let's try to remember that the API is still beta. So if it doesn't
work propperly or reasonably or logically -- then please report it
to the IB folks so it can be fixed.
Don't just work around it in strange on crazy ways.
This is a great facility. Let's do our part to make it better.
Richard
} I think it should be possible to get the IDs from TWS.....
} When TWS logs in it produces a list with standing orders.
} Maybe also from a database...?
}
} Best would be if a ticker could be entered in a 3rd party program.
} That program checks if TWS already has that ticker active.
} If not then it creates a new id.
} If kinda afraid of what happens if you add/delete something directly
} from TWS and after that start the program.
} Big chance it resubmits the order.
} Or am I overlooking something?
}
}
}
} --- In twsapi@y..., "Marcus Jellinghaus" <Marcus_Jellinghaus@G...>
} wrote:
} > 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@p...]
} > Gesendet: Sunday, June 30, 2002 1:49 AM
} > An: twsapi@y...
} > 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 <rcarey1@o...> 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
