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



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Ed,

I am using eSignal 8.0 rc2 charting / datafeed with IB as my broker.  
It has been rock solid throughout all of this volatility.  

Version 10.x of eSignal charting is still a mess.  There's data lags 
galore there.   Someone did their best and brightest to mess that 
version cycle up but good.

I would assume that the Amibroker real-time front-end charting with 
an eSignal data backend is very solid too.   It's just that I only 
use Amibroker for research purposes.


--- In amibroker@xxxxxxxxxxxxxxx, "Ed Fast" <fasttrader@xxx> 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.
> 
>  
> 
> Ed 
> 
>  
> 
>   _____  
> 
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] 
On Behalf
> Of James
> Sent: Friday, October 17, 2008 11:59 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Re: IB plugin 1.8.0 released - This is a 
fix? I
> don't think so!
> 
>  
> 
> 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:
> 
>  
> 
> 
>   <http://www.elitetrader.com/i/down.gif> 
> 
> Interactive Brokers
> 
>  
> 
> treat <http://www.elitetrader.com/br/?action=view&R_FirmID=43>  
customers
> like they're ex-boyfriends. unreliable platform.
> 
>  
> 
> 
>   <http://www.elitetrader.com/i/down.gif> 
> 
> Interactive Brokers
> 
>  
> 
> charts and <http://www.elitetrader.com/br/?action=view&R_FirmID=43>
> backfill useless
> 
>  
> 
> 
>   <http://www.elitetrader.com/i/down.gif> 
> 
> Interactive Brokers
> 
>  
> 
> HORRENDOUS <http://www.elitetrader.com/br/?
action=view&R_FirmID=43>  SUPPORT
> - IB GET YOUR BACK FILL CORRECTED
> 
>  
> 
>  
> 
> 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.
> 
>  
> 
>  
> 
>   _____  
> 
> From: Peter <aretep@xxx>
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Friday, October 17, 2008 1:25:53 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 <http://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:
> 
>  <http://www.amibroker.com/ib.html> http://www.amibroke r.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 <http://amibroker.com/> 
> 
> ----- Original Message ----- 
> 
> From: "Barry Scarborough" < <mailto:razzbarry@...>
> razzbarry@xxxxxxxxx .us>
> 
> To: < <mailto:amibroker@xxxxxxxxxxxxxxx> amibroker@xxxxxxxxx ps.com>
> 
> 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  <mailto:amibroker@xxxxxxxxxxxxxxx> amibroker@xxxxxxxxx 
ps.com,
> "Tomasz Janeczko" <groups@> 
> > wrote:
> >>
> >> Hello,
> >> 
> >>  <http://www.amibroker.com/devlog/2008/10/15/interactive-brokers-
tws>
> 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.amibroker.com/bin/ib180/IB.dll> 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.amibroker.com/ib.html> http://www.amibroke 
r.com/ib. html
> >> 
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >>
> > 
> > 
> > 
> > ------------ --------- --------- ------
> > 
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> > 
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> > 
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> > 
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> 
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