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} I would like to suggest a poll: } } Would you like to Request / Petition IB to make a fully viable Paper } Trading Server which will run on delayed data 24 / 7 for the purposes } of Trading System testing? (or something similar - the wording could } vary) Why bother. Most people trade with charts these days. Having replay and simulated broker capabilities on the charts (like Ensign now provides) is a much better way to paper trade. And if you are writing your own trading software (ala TWS API) then it should be easy enough to read your quotes from a saved file rather than the IB feed. } } Currently trades instigated on the IB Demo server evaporate when the } server shuts down. The responsibility of tracking trades for the } purpose of Trading System testing resides with the User on the Client } side. } } Wouldn't it be nice if IB provided it's customers with a fully closed } loop ATS server for the purposes of ATS fine tuning and System } testing? Email confimration, etc... } } Your thoughts solicited. } } Techguy For testing software I would prefer a sign-wave data stream or something like that. Then you could test stops and things repeatedly without guessing when the next move will be. Richard

Someone that's already taken the risk and loaded up that package should get a screen dump and post it so the group actually gets something useful out of this. I was going to do it but couldn't bring myself to take the risk. (Safe computing rule #1: Never run software of questionable origin.) Thanks Richard

I have been struggling with this for 2 days, does anyone have VB code for canceling a pending order. I 've tried 6 ways from Sunday to make it work and I am totally lost. ? Thanks, ? Bruce

Is there in any way the possibility to expand your program to connect it to TradeStation2000i to execute fully automated orders? If so please mail me privately... ? Thanks in advance ? MK

Autotrader gives you Charting using the IB data feed, ie futures, stocks, options. Indicators EMA,SMA,TMA,WMA, MACD, CCI, REI, ADX, BBands, KBands, RSI, williams and StochRSI, stochastics and more.. Highly flexible charts and unlimited charts onscreen all from TWS API. Historical updating of futures data automatically from CME website. Optimising of tick feeds in favourite parameters. Overnight On/Off. Integration with TWAPI to execute trades manually using single clicks to buy and sell. In the future I am adding auto-trailing stops and strategies using easy language. I have a free seven day demo. Regards James Clarke jclarke at hotpop.com (change the at to an @ for antispam).

Opps heres the URL http://members.lycos.co.uk/jcssolutions/markets jclarke at hotpop.com

I'm getting an error in VB 6 that says the declaration does not match the event description. From the object browser I got this info and coded the sub like this... Sub tws1_orderStatus(id As Long, status As String, filled As Long, remaining As Long, price As Single) 'orderstatus event End Sub This is from the user guide... void orderStatus(long id, String status, long filled, long remaining, float price, permId) I tried to add permId to the declaration and other combinations but that didn't work. Anyone have a working orderstatus declaration? Not sure what I'm doing wrong. Thanx, Brian

Thanks for the response, and if I was a little more savy regarding VB what you sent would be helpful. ? I have looked at user's guide and Excel code trying to come up with what I need and I can't figure it out. ? But thanks anyway. ? Bruce

I'm trying to get fill prices on orders placed prior to the current session. When I do a Tws1.reqExecutions as the demo user when I first start a session, it returns the full execution report (there's dozens of entries here, I'm assuming from other demo users). If I place one or more orders and do another Tws1.reqExecutions I get only the info from the orders I just placed, and it only works once in the current session. Perhaps the demo user works differently than a live account? Tws1.reqAccountUpdates only returns the current market price and market value. Ideally I want the average fill price of each stock from the portfolio. Any ideas? Thanx!, Brian

I think that you can only get an execution report once, after that this executions are "deleted" or invisible, you can`t get them any more. ? For this thing, the demo and the live account work similar. ? An other problem is, that the executions have other order id?s than when you placed the order. At least this was a problem when I looked into it. ? You get the average fill price when the order get?s executed through orderstatus. ? Marcus

I have been getting a price quote of zero for some of the stock tickers throughout the trading day. So I decided to put in a filter and wanted to see if anyone else had any better ideas. The way I'm trying it is the following: IF the current price quote is greater than or less than the previous quote by X% and the error counter is less than Y THEN throw away the quote and increment the error counter ELSE use the price quote and clear the error counter The idea is to set some min and max % (i'm starting with 5%) that the quote can be outside the previous quote. But to handle gaps, if the quote is out of range Y number of times (i'm starting with 5) then use that new quote. Also I don't allow quotes that are a value of zero either. Any thoughts would be helpful. Thanks, Mark

This is a new subject. I do not know whether this fits into this message board. ? I collect data for a futures symbol FEU50STO. It is a future on 50 EU Stocks index. It is traded in FSE (Frankfurt) exchange. Now, if I fail to collect the ticks from IB workstation in real time, then, where can I get this data at the end of the day? Thanks.

hello. i found some problem in placing invalid symbols. for example, if i place an order to BUY 100 shares of XYZ, which is not valid. the TWS API won't tell my program thru the API (such as ErrMsg and OrderStatus), but just make a popup in the Trader Workstation program. hence i have no no way to know that the symbol is invalid. my solution is to keep a list of avaliable symbols. i'll check if the symbol is in the list before placing the order. it works, but i have to update the list from time to time. is there any better solutions? thanks --- dustin

It works for me (I use VB 5) but I pass parameters 'ByVal' in the order status event. ? Michel.

Yes, I sometimes get quotes and/or sizes =0 for a litle moment buy I dont understand your problem: 'if lastPrice = 0 then... exit sub' ? Michel.

I've updated to Java 1.4 from 1.3 and the trader workstation seems very much slower (painting form, for example and returning to my application) than previous version. Somebody else noticed this? Also which are the benefits of using v 1.4 for now? Michel.

Is it just a program that creates a trailing stop? Ok market tick by tick and in real time. Your gonna have to explian this one. Automate, so how does it do this? Does it trade for me? Whats this automation buisness. Please explain this. How or what is the best way to use it. How about an example And what is your private email Mr. Traderguard. Thanks

hello. i found some problem in placing invalid symbols. for example, if i place an order to BUY 100 shares of XYZ, which is not valid. the TWS API won't tell my program thru the API (such as ErrMsg and OrderStatus), but just make a popup in the Trader Workstation program. hence i have no no way to know that the symbol is invalid. my solution is to keep a list of avaliable symbols. i'll check if the symbol is in the list before placing the order. it works, but i have to update the list from time to time. is there any better solutions? thanks --- dustin

Yes, I have noticed this. It seems like Java 1.4 is maybe a little more efficient in terms of memory. However, I'm guessing that Sun did something to make the Swing implementation "better" which in turn made it slower. I still use Java 1.3.1. I seem to recall somebody saying something that you needed Java 1.4 for a certain new Swing construct. Not sure if this is true. It seems to work for me using the old Java (and it works faster). Carl --- Michel <migurull@...> wrote: __________________________________________________ Do You Yahoo!? Sign up for SBC Yahoo! Dial - First Month Free http://sbc.yahoo.com

My VB6/Win98 2ed application auto trades US equities with IB's ActiveX api. I observed that the position size in my system was frequently double what was intended. I traced?that bug in my application back to it's source. TWS_orderStatus frequently throws 2 replies to one trade. Each has the same data for price and size. There have been no partial fills. I reported this to IB on 7/3. I wrote a fix in which my interface to TWS api keeps track of order sizes and their changes. It blocks reporting the second twitch to the rest of my application. Watch out for this bug. It will send your app into a tizzy. RCarey