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Hello,
Actually the limit is 50 MESSAGES
per second,
See TWS API
limits:
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Sunday, December 26, 2004 10:12 AM
Subject: Re: [amibroker] InteractiveBrokers direct Trading
Link.
"TWS API inability to cope with
more than 40 quotes per second"
Actually I NEVER said that. What I mentioned was 40
MESSAGE limit (not quote).
Message is not
quote, thus has very little connection with market activity at
all.
Best
regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Sunday, December 26, 2004 4:46
AM
Subject: RE: [amibroker]
InteractiveBrokers direct Trading Link.
Hello Ron,
This
topic is usually discussed on the Amibroker-at list, I cross-posted this
there. You may find more answers there.
I
have been testing the beta version of the IBc, I found that when it works it
works great and is very fast however i have problems with a "duplicate
OrderID" error msg that I frequently get at the start up or when i do
something unexpected. I have this same problem with the TJ's demo code, so it
is not my code that causes the problem; I have been unable to
suppress/fix this.
Tomasz suggests it is due to the TWS API inability to cope with more
than 40 quotes per second, however this error also occurs after trading
hours when data flow is minimum. Also, i have ran the IBc at full speed during
market hours with high volume stocks, updating at the quote rate. imho the
problem is a start up problem, perhaps due to my lack of experience with AT
and working with the OrderID. The unreliability in starting up the IBc prevent
me from using it with real money, I hate to get caught in a program crash and
end up sweating to get things going again while i have open positions.
Right now i only get it going by trial and error; however when it works it
works just great and i love it - if only I could get this small (?) problem
licked!
perhaps some other user can comment on their experience with the
IBC.
best
regards,
herman.
Does anyone know the current status of the Beta
Testing that Is currently underway on TJ's beta version of an
IB trading link that works directly from Amibroker
Professional.
When this Beta version is perfected, I am presuming
that we would then not require any other software. Thanks for any
information or even speculation about when it will be ready, and how it may
work. Ron D
Check AmiBroker
web page at:
http://www.amibroker.com/
Check
group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Check AmiBroker web page at:
http://www.amibroker.com/
Check
group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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