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Dennis,
Thanks,
Ed
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Dennis Brown
Sent: Friday, October 17, 2008
2:40 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: IB
plugin 1.8.0 released - This is a fix? I don't think so!
Ed,
I only do regular futures this way with AB. I also trade options,
but I use the excellent options analysis tools at thinkorswim for that purpose.
I generally do the options on index ETFs like IWM or SPY. I have
not looked into doing options on futures even though they are available.
On Oct 17, 2008, at 4:12 PM, Ed Fast wrote:
Thanks for the information. Are
you doing both options on futures as well as futures on the TOS platform?
I use IQ Feed for Amibroker and
thinkorswim for placing orders (manual entry with one click on a DOM
interface). No problems in the last two weeks. All quotes and
trades have been very good. I only work with futures.
On Oct 17, 2008, at 3:06 PM, Ed Fast wrote:
For what it is worth, I do not know of any
platform that is performing reliably. The Trade Station people are
screaming about lock ups, The Ninja people the same. I think that the
incredible volatility is just overwhelming the systems everywhere. If anyone
has had a solid reliable rock steady platform the last 2 weeks, I would like to
hear about it.
FWIW: I just went to the elitetrader
message board www.elitetrader.com to see if anyone was
complaining. The board is pretty active and IB monitors it or has in the past.
This is the first thing I saw:
so maybe they will get the message. I hate
IB, but I also hate to change while I am in the middle of learning AB. Don't
need anymore on my plate. I think IB is the main platform that TJ has supported
as far as a plugins and automated trading. If TJ jumps ship, I'm going where he
goes. MFglobal seems to have some decent futures platforms but I don't think
they clear stocks so I guess that is out of the question. Too bad IB can't get
their act together, because it is a wonderful concept to be able to trade all
these markets and instruments worldwide with one account and one platform.
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?
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:
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!
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".
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.
----- Original Message -----
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
>>
>
>
>
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