[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!



PureBytes Links

Trading Reference Links

IQFeed is a financial data service company not a broker. So I use IQfeed together with IB using the data of IQFeed and send the orders to the exchange via IB. Well actually I am still using IB data for the autotrading but it can also be done using IQFeed. Only problem is that if you use Name() to get the symbol and place this name in your auto execution rule IB will for instance not recognise a symbol like @ES#.
 
So if you used to use for instance:
 
symb = Name();
OrderID = ibc.ModifyOrder(OrderID,symb,"BUY",nos_buy,"LMT",ask_price,0,"Day",trueOrFalse );
 
now you will have to use:
symb = "@ES#";
OrderID = ibc.ModifyOrder(OrderID,symb,"BUY",nos_buy,"LMT",ask_price,0,"Day",trueOrFalse );
 
rgds, Ed
 
 
 
 
----- Original Message -----
From: James
Sent: Friday, October 17, 2008 9:00 PM
Subject: Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

Are you still clearing through IB or are you clearing with IQFeed?


From: Edward Pottasch <empottasch@xxxxxxxbe>
To: amibroker@xxxxxxxxxps.com
Sent: Friday, October 17, 2008 1:34:41 PM
Subject: Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

hi
 
I use IQFeed. Is less expensive compared to eSignal but the quotes are very comparable to the quotes on your TWS. You can just use it for trading except that some of the symbols are different. Stocks are basicly the same but futures you will have to hardcode the IQFeed name into your AFL for instance when you are autotrading. So in some cases you will have to hardcode the symbol name in your AFL,
 
rgds, Ed
 
 
 
 
----- Original Message -----
From: Peter
Sent: Friday, October 17, 2008 8:25 PM
Subject: RE: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

Hi

Same for me with ESZ8-GLOBEX- FUT. Hopeless!!

Can anyone comment on using another live data supplier e.g. eSignal and still use Amibroker to trade a Interactive Brokers account? Is this possible?

Peter

From: amibroker@xxxxxxxxx ps.com [mailto:amibroker@ yahoogroups. com] On Behalf Of James
Sent: Saturday, 18 October 2008 7:09 a.m.
To: amibroker@xxxxxxxxx ps.com
Subject: Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

I am currently trying to backfill 1 day of data for 6CZ8-GLOBEX- FUT. It has been running for over two hours and the Plugin Status window says:

Connected OK

Backfilling (#18) 6CZ8-GLOBEX- FUT (1/1)

No throttling messages to my knowledge. It is streaming fine from the moment I clicked on the symbol, but the overnight history is missing.


From: Tomasz Janeczko <groups@xxxxxxxxxx com>
To: amibroker@xxxxxxxxx ps.com
Sent: Friday, October 17, 2008 2:48:17 AM
Subject: Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

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:

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@xxxxxxxxx .us>

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@xxxxxxxxx ps.com, "Tomasz Janeczko" <groups@xxx>
> wrote:
>>
>> Hello,
>>
>>
http://www.amibroke r.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.amibroke r.com/bin/ ib180/IB. dll
>>
>> (to be copied to Plugins subfolder, replacing old version)
>>
>> Installation instructions can be found here:
>>
http://www.amibroke r.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.amibroke r.com/devlog/
>
> For other support material please check also:
>
http://www.amibroke r.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@xxxxxxxxx ps.com
>   
mailto:amibroker- fullfeatured@ yahoogroups. com
>
> <*> To unsubscribe from this group, send an email to:
>   
amibroker-unsubscri be@xxxxxxxxxxxx com
>
> <*> Your use of Yahoo! Groups is subject to:
>   
http://docs. yahoo.com/ info/terms/
>


____________ _________ _________ _________ _________ __
Do You Yahoo!?
Tired of spam? Yahoo! Mail has the best spam protection around
http://mail. yahoo.com


__________________________________________________
Do You Yahoo!?
Tired of spam? Yahoo! Mail has the best spam protection around
http://mail.yahoo.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

*********************************




Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___