|
PureBytes Links
Trading Reference Links
|
Thanks Tomasz,
It looks like I picked the worst possible time to upgrade to 1.8.o as
TWS was having data errors at the time. All seems to be working this
morning but I am getting 162 errors when I try to back fill 1 days
data with backfill current. I try it with VZ or XOM and I get the
error. I get an error with half the symbols in the DOW 30. I don't
understand this. I get no indication of throttling.
The formula I have been using to automatically download data rather
than use the real time quite window is below. It has been working
since January. I can run this at the open and all the symbols are
updated all day without having to mess with it. I run it at the end
of the day. When I say run it is on a sheet I don't run. I open the
sheet and using the auto backfill option it backfills the data for
the current day for all symbols in the data base.
Thanks,
Barry
// Version 1a - Coded 1/23/08
// Program designed by Barry Scarborough
Watchlist = 40;
Color = 2;
Count = 0;
// retrive comma-separated list of symbols in watch list
list = CategoryGetSymbols( categoryWatchlist, watchlist );
for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
{
MyC = Foreign( sym, "C");
++Count;
++Color;
if(i == 0 OR count == 7)
{
Plot(MyC, "\n" + StrLeft(sym, 4), color,
styleOwnScale); // get the close values for the symbol from the
watchlist
Count = 0;
}
else
Plot(MyC, StrLeft(sym, 4), color, styleOwnScale); //
get the close values for the symbol from the watchlist
}
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> Hello,
>
> The fix was required because recent TWS started to REJECT
> backfill requests with same requestID but different start/end times.
> Pre-1.8.0 versions used same requestID for ONE symbol in order
> to backfill more than 5 days for one symbol.
> But new TWS simply rejects it with error code.
> So new (1.8.0) uses continuously increasing requests IDs for
> each subsequent backfill request and this is actually the only
> way to get backfill longer than 5 days working with newest TWS.
> It works fine on my end and from the feedback I received in a
couple of days,
> it works for others too better than 1.7.0
>
> Error 162 is "Historical market Data Service error message."
>
> It means that something is wrong on TWS/IB end (i.e. with their
historical server).
> You may be not connected or you may be facing IB throttling.
>
> As I wrote many times on this list TWS has *fixed* limit of 1
backfill at a time.
> It can not be worked around. This is hardcoded in TWS.
>
> Therefore you need to ask for data once at a time.
>
> Best procedure is as to run AB before market open, put the symbols
you need
> into Real-time QUote window, click with RIGHT mouse button over
plugin status
> window and select "Backfill All RTQ symbols", this will step
through all
> rt quote window symbols once at a time at backfill them all.
> If you experience problems with pacing violation you may also go to
File->Database Settings,
> click "Configure" and turn OFF "automatic backfill on first data
access".
>
> As written here:
> http://www.amibroker.com/ib.html
>
> If you switch "automatic backfill on first data access" option off,
you will still be able to backfill data for current symbol or all
symbols in real-time quote window list usign appropriate menu options
from plugin status menu.
>
> Backfill Current option allows to force backfill of currently
selected symbol, while Backfill All RTQ symbols allow to force
backfill of all symbols listed in Real-Time Quote window. Backfill of
multiple symbols is performed sequentially (one at a time) due to
limitations of TWS.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Barry Scarborough" <razzbarry@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, October 17, 2008 5:30 AM
> Subject: [amibroker] Re: IB plugin 1.8.0 released - This is a fix?
I don't think so!
>
>
> > Tomasz I think there is a problem.
> >
> > I added this dll and it hung up on the first symbol it tried to
back
> > fill, AA. I tried to cancel back fill and I got a 162 error
message
> > and that would not go away. After about 3 minutes I shutdown and
> > reconnected IB. The 162 message went away and AB went to the next
> > symbol to download, AIG. That says backfilling(#4) AIG (1/1) and
that
> > keeps flashing about once a second but never back fills the
symbol
> > and never advances to the next symbol in the list. AIG is the
second
> > symbol in the list. After a while I get an error from TWS that I
had
> > reached the throttling error on attempting to back fill AIG. Well
> > when it started up it started backfilling the symbol displayed on
the
> > chart, TFZ8 and says it is #6 and flashed at one second
intervals,
> > never backfills as the status continually says Connected OK.
> >
> > I have a formula that uses foreign to plot all the symbols in my
data
> > base so I don't have to worry about back filling except on
startup. I
> > stopped that, shut AB down and restarted it and it now says
> > Backfilling(#1) AIG (1/1) with the one second flash telling me it
> > connected OK.
> >
> > I installed the plugin with TWS running. So I shut AB down, and
> > started again this time with the old DLL, 1.6.8.0. Same thing. So
I
> > shut AB and TWS down and replaced the old with the new DLL and
stated
> > it up again. All worked well until I stared the formula above. It
> > hung on the symbol it was downloading and kept flashing until the
> > throttling error. At this point I shut AB down and started it
again
> > and not it is hung backfilling the chart symbol. I shut down TWS
and
> > restarted it and it did the same thing.
> >
> > OK Now I am back to where I started. 1.6.8.0 installed and TWS
> > restarted. Guess what. As long as I don't start my formula to
plot
> > all the symbols it will back fill as I click on the symbol. But
when
> > I start my formula it hangs. What was working before I tried to
use
> > DLL 1.8.0 no longer works. I would think getting it back to where
it
> > was before using the new DLL would fix the problem but it seems
like
> > that isn't the case. I can back fill some tickers but when I hit
the
> > more complex ones, like COMP-NASDAQ-IND it starts with the one
minute
> > flashing.
> >
> > What is going on? Me thinks there is a bug somewhere. Do you have
any
> > idea where? I am using AB 4.90.5. TWS 887.2 and JAVA 1.6.0_07. It
> > worked all day and not it is broke. I guess the old adage
applies, if
> > it ain't broke don't fix it.
> >
> > HELP,
> > Barry
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@>
> > wrote:
> >>
> >> Hello,
> >>
> >> http://www.amibroker.com/devlog/2008/10/15/interactive-brokers-
tws-
> > plugin-version-180/
> >>
> >> A new Interactive Brokers TWS data plugin version 1.8.0 is
released
> > now.
> >>
> >> This version fixes "Duplicate ticker ID for API historical Data
> > query" error that occurred sometimes with newest TWS version.
> >>
> >> It is available for download from:
> >> http://www.amibroker.com/bin/ib180/IB.dll
> >>
> >> (to be copied to Plugins subfolder, replacing old version)
> >>
> >> Installation instructions can be found here:
> >> http://www.amibroker.com/ib.html
> >>
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >>
> >
> >
> >
> > ------------------------------------
> >
> > **** IMPORTANT ****
> > This group is for the discussion between users only.
> > This is *NOT* technical support channel.
> >
> > *********************
> > TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail
directly to
> > SUPPORT {at} amibroker.com
> > *********************
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> > *********************************
> > Yahoo! Groups Links
> >
> >
> >
>
------------------------------------
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
*********************
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
*********************************
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|