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

[amibroker] Re: Interactive Brokers plugin 1.8.1 - a problem back filling



PureBytes Links

Trading Reference Links

Thank you Tomasz,

I appreciate you resolving these issues so quickly.

Adrian



--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Yes, you can't use controller version 1.2.0 because Interactive
Brokers now REQUIRES to specify currency
> even for US symbols and you may thank Interactive Brokers for yet
again breaking existing codes. 
> They are really great with adding features in non-backward
compatible way without any word of caution of warning.
> 
> Fortunatelly, I don't leave you alone with problems that IB is
generating. Version 1.2.1 of IBc that is released just now
> that hides this extra complexity and allows you to continue using
auto-trading without changes to your formula
> (unless you are trading non-US markets)
>
http://www.amibroker.com/devlog/2008/10/23/new-version-of-auto-trading-interface-ibc-121-beta/
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
>   ----- Original Message ----- 
>   From: Edward Pottasch 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Thursday, October 23, 2008 4:30 PM
>   Subject: Re: [amibroker] Re: Interactive Brokers plugin 1.8.1 - a
problem back filling
> 
> 
>   ok thanks, so basicly I can not use auto trading at this moment?
Since even though I only trade US stocks the IBController gives an
error that the symbol is ambigeous,
> 
>   thanks, Ed
> 
> 
> 
> 
>     ----- Original Message ----- 
>     From: Tomasz Janeczko 
>     To: amibroker@xxxxxxxxxxxxxxx 
>     Sent: Thursday, October 23, 2008 4:20 PM
>     Subject: Re: [amibroker] Re: Interactive Brokers plugin 1.8.1 -
a problem back filling
> 
> 
> 
>     Hello,
> 
>     Auto Trading interface is NOT the data plugin .
> 
>     Plugin is completely SEPARATE from auto-trading interface.
>    
--------------------------------------------------------------------------------
> 
>     You can use IB data and use different trading platform
>     and you can use IB for trading and different data source.
> 
>     These two are not connected in any way.
> 
>     Since auto-trading interface was NOT updated recently it does
NOT understand the "-USD" ending you are putting in the symb variable.
> 
>     Best regards,
>     Tomasz Janeczko
>     amibroker.com
>       ----- Original Message ----- 
>       From: Edward Pottasch 
>       To: amibroker@xxxxxxxxxxxxxxx 
>       Sent: Thursday, October 23, 2008 4:17 PM
>       Subject: Re: [amibroker] Re: Interactive Brokers plugin 1.8.1
- a problem back filling
> 
> 
>       hi,
> 
>       I use v1.8.1 right now and seems to have problem with some US
stocks while autotrading, It recognised BIDU and FSLR but did not 
recognise X and POT. I added this to the symbolname:
> 
>       symb = Name() + "-SMART-STK-USD";
> 
>       still X was not sent. Any idea how to solve this?
> 
>       thanks, Ed
> 
> 
> 
>         ----- Original Message ----- 
>         From: Tomasz Janeczko 
>         To: amibroker@xxxxxxxxxxxxxxx 
>         Sent: Thursday, October 23, 2008 10:46 AM
>         Subject: Re: [amibroker] Re: Interactive Brokers plugin
1.8.1 - a problem back filling
> 
> 
>         Hello,
> 
>         Did you read the release notice?
> 
>         If you are using ANY non-US dollar denominated
>         symbols you need to specify the currency.
>         This is so because IB now REQUIRES to specify currency to
resolve ambuiguity
>         between same symbols traded with different currencies.
>         If you don't specify currency, the US DOLLAR will be
automatically used by the plugin.
> 
>         If you are using any EURO or other non-US currency you need
to specify it.
> 
>         If you provide symbols you have problems with I will tell
you how you should amend
>         the symbols to specify currency.
> 
>         Best regards,
>         Tomasz Janeczko
>         amibroker.com
>         ----- Original Message ----- 
>         From: "reinsley" <reinsley@xxx>
>         To: <amibroker@xxxxxxxxxxxxxxx>
>         Sent: Thursday, October 23, 2008 10:16 AM
>         Subject: Re: [amibroker] Re: Interactive Brokers plugin
1.8.1 - a problem back filling
> 
>         >
>         > Hello,
>         >
>         >
>         > Yesterday after the session, I upgraded from 1.8.0 to 1.8.1
>         >
>         > This morning, v1.8.1 can't backfill and says that my
indice and future
>         > symbols are incorrect.
>         >
>         > I downgraded to 1.8.0 and it's working fine...
>         >
>         > Best regards
>         >
>         > Tomasz Janeczko a écrit :
>         >>
>         >> *Here is exact link from Interactive Brokers site that
lists current
>         >> limitations:*
>         >>
http://www.interactivebrokers.com/php/apiUsersGuide/apiguide/api/historical_data_limitations.htm#HT_historicaldata
>         >>
<http://www.interactivebrokers.com/php/apiUsersGuide/apiguide/api/historical_data_limitations.htm#HT_historicaldata>
>         >>
>         >> Note that they are adding new limitations. Previously
there was only
>         >> 60 request per 10 minutes limit that I mentioned below
but now as you
>         >> can see there are more limits.
>         >>
>         >> Best regards,
>         >> Tomasz Janeczko
>         >> amibroker.com
>         >>
>         >> ----- Original Message -----
>         >> *From:* Tomasz Janeczko <mailto:groups@...>
>         >> *To:* amibroker@xxxxxxxxxxxxxxx
<mailto:amibroker@xxxxxxxxxxxxxxx>
>         >> *Sent:* Thursday, October 23, 2008 1:32 AM
>         >> *Subject:* Re: [amibroker] Re: Interactive Brokers plugin
1.8.1 -
>         >> a problem back filling
>         >>
>         >> *Backfill throttling is a LIMITATION IMPLEMENTED BY
INTERACTIVE
>         >> BROKERS inside TWS.*
>         >>
*=======================================================================*
>         >>
>         >> Interactive Brokers allows the following MAXIMUM amount
of backfill:
>         >> *Sixty 5-day segments per any 10 minutes period.*
>         >>
>         >> If you download say 30 days for every symbol it equals
SIX 5-day
>         >> segments
>         >> per symbol, effectivelly leading to only 10 symbols
(30days each)
>         >> during any 10 minute period.
>         >>
>         >> If you reach the limit Interactive Brokers will send
error 162
>         >> (MAXIMUM limit reached - Throttling),
>         >> until 10 minute segment passes without allowing any
subsequent
>         >> backfill.
>         >>
>         >> Only AFTER 10 minutes you will be allowed to backfill again.
>         >>
>         >> It is really NOT mine invention - it is Interactive
Brokers policy
>         >> - please complain to them.
>         >> There are zillions of
>         >>
>         >> Best regards,
>         >> Tomasz Janeczko
>         >> amibroker.com
>         >> ----- Original Message -----
>         >> From: "Barry Scarborough" <razzbarry@xxx
>         >> <mailto:razzbarry@...>>
>         >> To: <amibroker@xxxxxxxxxxxxxxx
<mailto:amibroker@xxxxxxxxxxxxxxx>>
>         >> Sent: Thursday, October 23, 2008 1:23 AM
>         >> Subject: [amibroker] Re: Interactive Brokers plugin 1.8.1 - a
>         >> problem back filling
>         >>
>         >> >I use the real time quote window and I have 60 symbols
in it. When I
>         >> > back fill I get through a number of then and get a
throttling
>         >> error.
>         >> > When the timeout completes I get a window to start
receiving
>         >> data and
>         >> > immediately get the throttling error again and the time
out starts
>         >> > again. Is this what I should expect or is there another
problem?
>         >> >
>         >> > Thanks,
>         >> > Barry
>         >> >
>         >> > --- In amibroker@xxxxxxxxxxxxxxx
>         >> <mailto:amibroker@xxxxxxxxxxxxxxx>, "Tomasz Janeczko"
<groups@>
>         >> > wrote:
>         >> >>
>         >> >> Hello,
>         >> >>
>         >> >> New version of Interactive Brokers plugin is released now:
>         >> >>
>         >>
http://www.amibroker.com/devlog/2008/10/22/interactive-brokers-tws
>         >>
<http://www.amibroker.com/devlog/2008/10/22/interactive-brokers-tws>-
>         >> > plugin-version-181/
>         >> >>
>         >> >> This is recommended upgrade for anyone using any
earlier version.
>         >> >>
>         >> >> 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/
<http://www.amibroker.com/devlog/>
>         >> >
>         >> > For other support material please check also:
>         >> > http://www.amibroker.com/support.html
>         >> <http://www.amibroker.com/support.html>
>         >> >
>         >> > *********************************
>         >> > Yahoo! Groups Links
>         >> >
>         >> >
>         >> > (Yahoo! ID required)
>         >> >
>         >> > mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
>         >> <mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx>
>         >> >
>         >> >
>         >> >
>         >>
>         >>
>         >
>         >
>         >
>         > ------------------------------------
>         >
>         > **** 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/