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
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Check AmiBroker web page at:
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Check
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Check AmiBroker web page
at:
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Check
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Check AmiBroker web page at:
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Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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