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Past IB TWS Version Archive 2
Something I'd like to see this group put together is an archive of say the last 3 versions of the IB TWS in a spot that is accessible and organized by version number. This way we can install a certain version without needing to be on the bleeding edge of technology. I've seen several cases where people upgraded to the latest and greatest and it caused problems for their trading setup or software setup because of bugs or incompatible versions. I've lobbied IB to add the past few versions in a spot on their web site or on FTP, but no action has occurred to date.
Started by tripack44 @ · Most recent @
AW: Re: ALL: raw socket interface
May be I misunderstood your question. ?Actually there is a socket interface (see jts/SocketClient) and the Java Interface uses the Socket Interface too.? I don’t know about VB because I prefer to write in a really structured OO-Language, but I think everything is based on this layer. ? Gernot
Started by gernot.ullrich@... @
ALL: raw socket interface
That?s what I think too. My Delphi VCL is also based on sockets but has some more events like OnOrderPlaced, OnOrderFilled, OnOrderCancelled etc. I can?t program in VB but there is a way to use sockets in VB and the use of sockets is much better then the ActiveX. Look at "Winsock API and VB - step by step tutorial for the Visual Basic developers" http://www.vbip.com/winsock-api/default.asp
Started by bee_jay_61 @
ALL: raw socket interface
sorry - you are correct. I had only briefly looked at the Java side (not much involved), and I thought it was sending a serialized Contract object over the socket, but I looked closer at the source and see it's just pulling attributes out from Contract.. this is a lot more basic then i thought, which is good :) i can't wait to until the weekend rolls around so i can mess with it.
Started by thestattrader @
ALL: raw socket interface
Gernot wrote: " I don't know about VB because I prefer to write in a really structured OO-Language," SNOB! muahahah Just Kidding heheheh Scott
Started by marinindextrader @
AW: Re: ALL: raw socket interface
Scott, ? I agree. In this regard I am a snob. So are the people from IB because they stick on their concept writing their client in Java which works pretty well in my opinion ;-) ? I was following the discussion on this thread about writing software to the IB API in an open source manner.? This will never take off if you are just extending some quickly hacked VB-scripts.? You rather would need a well designed basic model from which you go on by refinement (without disturbing the interfaces defined in the first place).? Java (and may be C# in the future ;-) is an excellent candidate for such a task. ?I don’t know of any open available model written in Java (I know there is one in Eiffel, which is rather academic in my opinion). ? So I am just working on such a model and if there is anybody on the thread who is interested in cooperating I would be happy to communicate my ideas off-line. ? Best regards Gernot
Started by gernot.ullrich@... @
C++ vs. C#.NET vs. VB.NET 10
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?
Started by dtkamp @ · Most recent @
NetDDE/Win2000 /NT Issue Fixes
I will Post a word doc when I finish my limited research on DDE. Subject: NetDDE/Win2000 There could be many things going on here to prevent NetDDE communications and it's impossible to cover them all in this venue. For the configuration you've described there is no need to configure a domain and/or winsserver. I'll start with the basics to begin, do the following on all PCs: 1. Ping each of the other respecitve nodes via its name and IP Address and make sure you get 'Reply' messages to each ping. If no 'Reply' messages are recieved then this would need to be addressed on your network so that you do get 'Reply' messsages. 2. Make sure, if possible, that only TCP/IP is the configured protocol. If any other protocols are configured then remove them for now, they can be readded later on if necessary. 3. Make sure the Network DDE, Network DDE DSDM and ClipBook Server services are set for 'Automatic' and have a status of 'started', this can be verified under Control Panel/Services. If any of these services are not 'started' then start them. 4. Make sure your PC names are not embedded with any spaces or longer than 15 characters in length, NetDDE has problems when encountering either of these anomolies. 5. Compare the PCs that are able to get a NetDDE connection to those that don't and make sure the ones that aren't connecting are configured exactly the same as those that do connect. 6. NT Service Pack 4 broke NetDDE, MicroSoft made 'hotfixes' available for Service Packs 4 and 5 to install to fix NetDDE. If possible, make sure any/all NT PC's have SP6a (incorporated NetDDE fix) installed or the respective NetDDE 'hotfix' for SP4 or SP5. 7. Make sure DDEShares (*|*) are defined on ALL PC's, 2000 or NT. I recently found that Win2000 defaults to 16 active NetDDE conversations. The limit is 254. The Microsoft Tech Web has information on how to change it. It involves going into the registry. Once this is fixed, most NetDDE problems seem to go away. NETDDE.EXE fom MS Patches For the Win2000 platform make sure SP2 is installed as there has been known problems with establishing NetDDE communications on Win2000 platforms (Reference MS Article Q272485). http://web.mit.edu/is/help/winnt/sp5hotfixes.html Using the Windows NT NetDDE Share Manager (Q114089) http://support.microsoft.com/default.aspx?scid=kb;EN-US;q114089 MSFT DDE Search http://search.support.microsoft.com/search/nlsearch.aspx?Catalog=LCID% 3d1033%26CDID%3dEN-US-KB%26PRODLISTSRC% 3dON&Product=win2000&Query=netdde&Queryc=netdde&withinResults=false&sr chstep=0&KeywordType=ALL&Titles=false&numDays=&maxResults=25 http://www.microsoft.com/ntserver/nts/downloads/recommended/NetDDE/ These are not recommendations just links do your research before installing patches or what ever.... Kent
Started by goldensilvermana @
VB: What is the best structure for the following scenario 8
That should be one of the great features of this board (i.e., providing a non-trivial set of starting projects). With respect to censorship, I'd vote for letting "commercial" interests show up here as long as they aren't just spamming, and are willing to be subjected to serious questions about their product. For example, if someone from CyberTrader showed up, left a site address, and claimed that everything IB is doing they do better (including API support), then, IMHO, it would be better to go after them and get them to explain themselves than to just kick them off. If they kept spamming us without answering questions, then screw em, but otherwise they would just be adding good content to the board.
Started by dtkamp @ · Most recent @
VB: tickPrice, tickSize...but what about idDetails? 2
Anyone figure if at all you can pull the ancillary details of a ticker out reqMarket Data? In other words return the exchange, secType, expiry, strike, right, and currency for the ticker? Sure would make it easier than maintaining an internal array for each ticker id's spec's tickPrice and tickType should have another sister: tickSpecs(long id, string, symbol, string secType, string expiry, float strike, string right, string exchange, string currency) Thats my gripe... Scott
Started by marinindextrader @ · Most recent @
General: Anyone know how to refrence a webpage and read it?
Does anyone know how to refrence a webpage and read its content programatically? A friend of mine was able to read the CME settlement page and get the settlement price for SPoos and Noodles using ensign charting scripts Here is the site: http://www.cme.com/wrappedpages/end_of_day/daily_settlement_prices/sp. html It apparently is in a delimited format and can be read. Any ideas on how to do that in VB or C++ Useful for including Net change in your spreadsheets, without relying on a secondary feed or manual entry. Scott
Started by marinindextrader @
Re : General: Anyone know how to refrence a webpage and read it?
Scott: Get wget & perl http://www.interlog.com/~tcharron/wgetwin.html http://www.activestate.com/Products/Download/Get.plex?id=ActivePerl&a=e wget -O cmeprices.html "http://www.cme.com/wrappedpages/end_of_day/daily_settlement_prices/sp.html" perl html2text cmeprices.html then use this script to remove those HTML tags... And then parse using one of Jan/Feb/Mar/Apr strings... HTH #!/usr/bin/perl ###################################################################### # HTML to text converter Version 1.01 # # Copyright 1999 Frederic TYNDIUK (FTLS) All Rights Reserved. # # E-Mail: tyndiuk@... Script License: GPL # # Created 06/30/99 Last Modified 06/30/99 # # Scripts Archive at: http://www.ftls.org/cgi/ # ###################################################################### # Function : # # Suppress All HTML TAGs in a file. # ###################################################################### ##################### license & copyright header ##################### # # # Copyright (c) 1999 TYNDIUK Frederic # # # # This program is free software; you can redistribute it and/or # # modify it under the terms of the GNU General Public License as # # published by the Free Software Foundation; either version 2 of # # the License, or (at your option) any later version. # # # # This program is distributed in the hope that it will be useful, # # but WITHOUT ANY WARRANTY; without even the implied warranty of # # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # # GNU General Public License for more details. # # # # You should have received a copy of the GNU General Public License # # along with this program in the file 'COPYING'; if not, write to # # the Free Software Foundation, Inc., 59 Temple Place - Suite 330, # # Boston, MA 02111-1307, USA, or contact the author: # # # # TYNDIUK Frederic <tyndiuk@...> # # <http://www.ftls.org/> # # # ################### end license & copyright header ################### ###################################################################### $Version = "1.01"; $Copyright = "HTML to Text converter v$Version (C) 1999 Frederic TYNDIUK (alias FTLS)&#92;n"; $Copyright .= "Report bugs to tyndiuk&#92;@ftls.org, News and Updates: http://www.ftls.org/&#92;n"; $NameResultFile = $BgColor = ""; $UsePre = $No = 0; # En: Check Args # Fr: Verification des aguments while ($ARGV[0] =~ /^-/) { if (($ARGV[0] eq "-r") || ($ARGV[0] eq "--result")) { shift(@ARGV); if($ARGV[0]) { $NameResultFile = $ARGV[0]; $NameResultFile =~ s/&#92;.txt//;} } if (($ARGV[0] eq "-v") || ($ARGV[0] eq "--version")) { print $Copyright; exit; } if (($ARGV[0] eq "-h") || ($ARGV[0] eq "--help")) { &Usage(); } shift(@ARGV); } if (@ARGV < 1) { &Usage; } while ($ARGV[0] ne "") { $SourceFile = $ARGV[0]; if ($NameResultFile eq "") { $ResultFile = $SourceFile; $ResultFile =~ s/&#92;.&#92;w*//; } else { $ResultFile = $NameResultFile; } if (($No > 0) && ($NameResultFile ne "")) { $ResultFile .= "-".$No; } $No++; $ResultFile .= ".txt"; &html2txt($SourceFile, $ResultFile); shift(@ARGV); } sub html2txt { my($SourceFile, $ResultFile) = @_; my($HTML, @HTMLPage, $SymbLine, $ascii, $html); open(FILE, "$SourceFile") || die("Cannot open HTML source file : $SourceFile, Error $!&#92;n"); @HTMLPage = <FILE>; close(FILE); $HTML = join("", @HTMLPage); ($Head, $HTML) = split(/<&#92;/HEAD>/i, $HTML); $HTML =~ s/&nbsp;/ /g; $HTML =~ s/&#92;s&#92;s*/ /g; $HTML =~ s/<p[^>]*>/&#92;n&#92;n/gi; #<p> -> &#92;n&#92;n $HTML =~ s/<br>|<&#92;/*h[1-6][^>]*>|<li[^>]*>|<dt[^>]*>|<dd[^>]*>|<&#92;/tr[^>]*>/&#92;n/gi; # <br> or <H*> or <li> or </tr> or <dt> or <dd> -> &#92;n $HTML =~ s/(<[^>]*>)*//g; $HTML =~ s/&#92;n&#92;s*&#92;n&#92;s*/&#92;n&#92;n/g; $HTML =~ s/&#92;n */&#92;n/g; foreach $SymbLine (&HTMLSymb) { ($ascii, $html) = split(/&#92;s&#92;s*/,$SymbLine); $HTML =~ s/$html/$ascii/g; } # En: Write result file # Fr: Ecrit le fichier resultat open(COM, ">$ResultFile") || die("Cannot write file $ResultFile, Error $!"); print COM $HTML; close(COM); } sub Usage { print STDERR <<EOF; $Copyright Usage: $0 [Options] HTMLFile... Options: -r File, --result File result file Name (without .txt) -v, --version output version information and exit -h, --help display this help and exit EOF exit 1; } # HTML Codes sub HTMLSymb { return ( "& &amp;", "&#92;" "", "< <", "> >", "? &copy;", "? &reg;", "? &AElig;", "? &Aacute;", "? &Acirc;", "? &Agrave;", "? &Aring;", "? &Atilde;", "? &Auml;", "? &Ccedil;", "? &ETH;", "? &Eacute;", "? &Ecirc;", "? &Egrave;", "? &Euml;", "? &Iacute;", "? &Icirc;", "? &Igrave;", "? &Iuml;", "? &Ntilde;", "? &Oacute;", "? &Ocirc;", "? &Ograve;", "? &Oslash;", "? &Otilde;", "? &Ouml;", "? &THORN;", "? &Uacute;", "? &Ucirc;", "? &Ugrave;", "? &Uuml;", "? &Yacute;", "? &aacute;", "? &acirc;", "? &aelig;", "? &agrave;", "? &aring;", "? &atilde;", "? &auml;", "? &ccedil;", "? &eacute;", "? &ecirc;", "? &egrave;", "? &eth;", "? &euml;", "? &iacute;", "? &icirc;", "? &igrave;", "? &iuml;", "? &ntilde;", "? &oacute;", "? &ocirc;", "? &ograve;", "? &oslash;", "? &otilde;", "? &ouml;", "? &szlig;", "? &thorn;", "? &uacute;", "? &ucirc;", "? &ugrave;", "? &uuml;", "? &yacute;", "? &yuml;", " &#160;", "? &#161;", "? &#162;", "? &#163;", "? &#165;", "? &#166;", "? &#167;", "? &#168;", "? &#169;", "? &#170;", "? &#171;", "? &#172;", "? &#173;", "? &#174;", "? &#175;", "? &#176;", "? &#177;", "? &#178;", "? &#179;", "? &#180;", "? &#181;", "? &#182;", "? &#183;", "? &#184;", "? &#185;", "? &#186;", "? &#187;", "? &#188;", "? &#189;", "? &#190;", "? &#191;", "? &#215;", "? &#222;", "? &#247;") } __________________________________________________ Do You Yahoo!? Yahoo! - Official partner of 2002 FIFA World Cup http://fifaworldcup.yahoo.com
Started by Amit Kulkarni @
General: Request for sharing code
Hello: I need help in coding a conditional execution in Excel. If one of my OCA orders execute, I need to determine which one and then fire off a stop loss and my main order. I read somebody saying they have code for conditional execution in Excel. Willing to share? I just know Java. Thanks __________________________________________________ Do You Yahoo!? Yahoo! - Official partner of 2002 FIFA World Cup http://fifaworldcup.yahoo.com
Started by Amit Kulkarni @
TWSAPI: General: Anyone know how to refrence a webpage and read it? 4
} Does anyone know how to refrence a webpage and read its content } programatically? } } A friend of mine was able to read the CME settlement page and get the } settlement price for SPoos and Noodles using ensign charting scripts } } Here is the site: } } http://www.cme.com/wrappedpages/end_of_day/daily_settlement_prices/sp. } html } } It apparently is in a delimited format and can be read. Any ideas on } how to do that in VB or C++ } } Useful for including Net change in your spreadsheets, without relying } on a secondary feed or manual entry. } } Scott } I do that stuff in Perl all the time. BTW: just got some stuff back from IB ... they say they sample quotes every .7 seconds. So I guess the filtering isn't very complex ... Oh and Noodles? Are you from Jay's Smurf room? :-) Richard
Started by Richard Foulk @ · Most recent @
AW: TWSAPI: General: Anyone know how to refrence a webpage and read it?
David, ? >> Can you look inside the java window using perl and parse it? ? No way if they use pure Java, because the Java GUI isn’t tightly integrated with the MS Windowing system.? If the Java App doesn’t provide help it’s even hard to print a Java Panel.? You might consider this a bad thing, but it’s done by purpose to make the GUI independent from the OS and to give the application all the control over the data. ? If you have access to the Java Source of the App (you might try to re-generate it from the binary which is sometimes possible but in most cases illegal), you may add code to split off the desired data.? Just for fun I tried it on the IB client long ago. It worked but I would not recommend this to the public. ? I don’t think it’s a good idea to rely on some output format anyhow, because this layer usually is fastest changing part of any application.? Perl certainly is an good tool to read HTML streams and parse text data because it has so nice pattern matching facilities. It’s easy to do this in Java as well. ? I hope this comments are of some value – or is this forum just a VB/Excel training camp. ?In that case I would stop posting. ? Gernot -----Ursprüngliche Nachricht----- Von: David [mailto:kotomo@...] Gesendet: Friday, June 14, 2002 10:50 PM An: twsapi@... Betreff: Re: TWSAPI: General: Anyone know how to refrence a webpage and read it? Wichtigkeit: Hoch ? Richard, dont know Perl but Daniel is spot on for VB and VC.. Now, in Perl can you look at Java Window and parse it? To give you an example - in VB i find JAva window through API's and copy the content and parse it. Fortunately it is in text format. It is an awkward step as you need to focus mouse on that window. Can you look inside the java window using perl and parse it? I just need direction? - if yes i will learn about it. Thanks David ? To unsubscribe from this group, send an email to: twsapi-unsubscribe@... Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
Started by gernot.ullrich@... @
time stamps 9
Aloha, The API appears not to support time stamps on quotes. Is this correct? Or did I miss it? Thanks Richard
Started by Richard Foulk @ · Most recent @
TWSAPI: General: Anyone know how to refrence a webpage and read it?
Gernot Wrote: "I hope this comments are of some value – or is this forum just a VB/Excel training camp. In that case I would stop posting." Your posts are totally welcome....... Scott
Started by marinindextrader @
TWSAPI: General: Anyone know how to refrence a webpage and read it? 2
Message Its easy to do. In VB look at the internet transfer control in the docs (ITC).? Basically you include the ITC on your form and execute something similar to: ? dim s as string s = inet1.openurl("http://www.cme.com/wrappedpages/end_of_day/daily_settlement_prices/sp.html") ? In C++ you would use the wininet dll.? the ITC is an OCX wrapper around the wininet.dll.? ? There are other techniques using the browser as a control and then reading the contents (mshtml), but these are the easiest techniques in my opinion.? Once you have the data, parsing is straightforward. ? ... Dan
Started by Daniel Rosen @ · Most recent @
Extended order attributes and placeOrder() method
Regarding the question in my previous post regarding the updateExtended() event. To clarify, how does one specify the extended properties such as tif, oca, transmit, etc when placing the order? I don't know how to specify this info with the placeOrder() method so is there another way that this info is specified. I can successfully submit orders from a VB program to TWS, but can yet have the above mentioned extended properties attached to order. Thanks for any help. Mick
Started by mickjenks @
VB: Get Open High Low Close as Project
Re Posted the Get Open High Low Close BAS Module as a project. There was an minor error in the code. Sorry for the double posting. Next time I will take more time to beat on it before I post it. Download from the files section here if interested: http://groups.yahoo.com/group/twsapi/files/GetClose.zip Scott
Started by marinindextrader @
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