Danny, can you forward this to IB tech support....
Dear IB API dev team,
I am requesting some information about the TWS API that is above the
technical support I can find in the manuals, example code, and online
forum support. I will briefly explain my problem to you and I suspect
that you will know the answer immediately.
I have designed a trading bot and would like to test it using the
simulated trading papermoney account. It is built off of the *.cpp
code provided on the IB website. I wrote a round robin type loop to
limit the number of queries to the IB server as I was getting many
server errors per second. Mkt data has been coming in fine for some
time now and I am very happy. I am able to send orders the way my
stradegy intends, more or less, but I notice that there is a vastly
larger number of events occuring then I am sending queries for. These
events occur in the PosixTestClient.cpp of the example code in the
'//EVENTS' section where there are thirty or so events.
I have been able to read the fields associated with common events used
for querying data and checking that orders get filled, but I have been
less successful decoding so for the error events. Is there some
further documentation about these methods or some example code that
demonstrates how to use them? Before I can consider making trades
through this system I would like to know why various errors come up
and why. For example is there any way to determine when I find that
the previous days close does not get returned because I am using and
invalid symbol, or because that particular symbol has been removed
from the exchange?
I am also wondering if there is documentation about the TWS itself,
for example from the unix terminal readout of the TWS i get something
like this:
"09:42:35:389 JTS-cashfarmDispatcher-790: handleCompatibleRouting
MARKET_DATA compmode=true ready=true
09:42:36:167 JTS-usfarmDispatcher-796: handleCompatibleRouting
MARKET_DATA compmode=true ready=true
09:42:36:338 JTS-PostAuthenticate-801: pre-logon message successfully sent
09:42:36:001 AWT-EventQueue-0: Could not read from resetTime.dat file
- java.io.FileNotFoundException:
/home/myname/IB/IBJts/dzgercxxn/resetTime.dat (No such file or
directory)
09:42:36:001 AWT-EventQueue-0: Reconnected!
09:42:37:005 JTS-CCPDispatcher-805: Proccess end"
when my orders are not sent. If I knew what this referenced I would be
set.... On my marry way. It would be a lot easier if I had someone
working with me on this but I have developing as a lone wolf so that
makes errors like this a lot harder to deal with.
I would like to be able to use this information in my trading system
logic, I suspect that you do as well. I am hoping that you can forward
me a more completed version of the PosixTestClient.cpp file where all
of the potential event fields are readouts with printfs or something.
Also it would be good to have some documentation about the field's
potential outcomes and the codes from from the TWS API terminal
readout. I hope there is someone that can give me a quick hand with
resolving this issue,
Sincerely,
∑τћαη
Dear IB API dev team,
I am requesting some information about the TWS API that is above the
technical support I can find in the manuals, example code, and online
forum support. I will briefly explain my problem to you and I suspect
that you will know the answer immediately.
I have designed a trading bot and would like to test it using the
simulated trading papermoney account. It is built off of the *.cpp
code provided on the IB website. I wrote a round robin type loop to
limit the number of queries to the IB server as I was getting many
server errors per second. Mkt data has been coming in fine for some
time now and I am very happy. I am able to send orders the way my
stradegy intends, more or less, but I notice that there is a vastly
larger number of events occuring then I am sending queries for. These
events occur in the PosixTestClient.cpp of the example code in the
'//EVENTS' section where there are thirty or so events.
I have been able to read the fields associated with common events used
for querying data and checking that orders get filled, but I have been
less successful decoding so for the error events. Is there some
further documentation about these methods or some example code that
demonstrates how to use them? Before I can consider making trades
through this system I would like to know why various errors come up
and why. For example is there any way to determine when I find that
the previous days close does not get returned because I am using and
invalid symbol, or because that particular symbol has been removed
from the exchange?
I am also wondering if there is documentation about the TWS itself,
for example from the unix terminal readout of the TWS i get something
like this:
"09:42:35:389 JTS-cashfarmDispatcher-790: handleCompatibleRouting
MARKET_DATA compmode=true ready=true
09:42:36:167 JTS-usfarmDispatcher-796: handleCompatibleRouting
MARKET_DATA compmode=true ready=true
09:42:36:338 JTS-PostAuthenticate-801: pre-logon message successfully sent
09:42:36:001 AWT-EventQueue-0: Could not read from resetTime.dat file
- java.io.FileNotFoundException:
/home/myname/IB/IBJts/dzgercxxn/resetTime.dat (No such file or
directory)
09:42:36:001 AWT-EventQueue-0: Reconnected!
09:42:37:005 JTS-CCPDispatcher-805: Proccess end"
when my orders are not sent. If I knew what this referenced I would be
set.... On my marry way. It would be a lot easier if I had someone
working with me on this but I have developing as a lone wolf so that
makes errors like this a lot harder to deal with.
I would like to be able to use this information in my trading system
logic, I suspect that you do as well. I am hoping that you can forward
me a more completed version of the PosixTestClient.cpp file where all
of the potential event fields are readouts with printfs or something.
Also it would be good to have some documentation about the field's
potential outcomes and the codes from from the TWS API terminal
readout. I hope there is someone that can give me a quick hand with
resolving this issue,
Sincerely,
∑τћαη