Build 10.23.2a, but I don't think that it is Gateway that's causing this. I think it is taking place on the servers' side, making Gateway lose its connection. The reason why I think so is because each case happens at the exact same time, down to the second. My client software is not doing anything at that time, Gateway is at idle at that moment.
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Fully automated futures trading
- Thread starter globalarbtrader
- Start date
You could try configuring https://github.com/IbcAlpha/IBC which will relaunch the gateway when this type of problem occur. This what Im using and I dont have issue like this anymore.Build 10.23.2a, but I don't think that it is Gateway that's causing this. I think it is taking place on the servers' side, making Gateway lose its connection. The reason why I think so is because each case happens at the exact same time, down to the second. My client software is not doing anything at that time, Gateway is at idle at that moment.
actually yes, last couple of days my Gateway crashed in the middle of the night. I'm using version 10.19.2m, maybe I'll try to update it..Has anyone else had a problem with IB Gateway in the last two days? I checked my log and at 04:19 (UTC time) when IB does daily server restart, it stops working and it crashes/closes! I'm using version Build 10.19.2a, Jun 13, 2023.
I did not mention it, but I *am* using IBC. However, when Gateway decides to shut down it will automatically take IBC with it. IBC can not "protect" Gateway in a situation like this.You could try configuring https://github.com/IbcAlpha/IBC which will relaunch the gateway when this type of problem occur. This what Im using and I dont have issue like this anymore.
@HobbyTrading what is the added value of using IBC nowadays, when 2FA is compulsory and you have to login at least once per week?
Indeed, I have been wondering that myself also. However, as I was already using it, combined with the "power of habit", I continue using it.@HobbyTrading what is the added value of using IBC nowadays, when 2FA is compulsory and you have to login at least once per week?
IBC is sending the 2FA to my phone and if im missing it will resend it 5 minutes later.@HobbyTrading what is the added value of using IBC nowadays, when 2FA is compulsory and you have to login at least once per week?
And when IB gateway crash for some reason, my IBC task restart it.
Hi Newbunch,I use IB's Adaptive Algo with Normal speed (after testing the various speed options). I've paid 73.5% of the bid-ask spread over the last year, so it's definitely better than using market orders. When I last asked Rob, his and my spreads paid were about the same (our numbers have probably changed since I last asked, so they many no longer be comparable). So I'd recommend it. It also helps solve the problem of how to trade instruments without realtime quotes. I think others may use a SNAP algo for that, but I just use the Adaptive Algo for everything.
I'm also looking to cut down on the cost of my real-time quote subscriptions with IB, so I'm considering switching to the IB Adaptive Algo, like you mentioned.
Out of curiosity, if you don't mind sharing—do you still maintain any real-time quote subscriptions with IB for an EOD trading system like Rob's? I’m thinking about unsubscribing from everything and relying on delayed market data for spread monitoring and hourly data collection. Thanks!
I still subscribe to the cheaper real-time quotes. The ones I pay for:Hi Newbunch,
I'm also looking to cut down on the cost of my real-time quote subscriptions with IB, so I'm considering switching to the IB Adaptive Algo, like you mentioned.
Out of curiosity, if you don't mind sharing—do you still maintain any real-time quote subscriptions with IB for an EOD trading system like Rob's? I’m thinking about unsubscribing from everything and relying on delayed market data for spread monitoring and hourly data collection. Thanks!
CDE / Montreal = 7 CAD (for CORRA, CGF/CGB, and SXF)
Korea Stock Exchange - $2.00
Osaka - 200 Yen (~$2.00)
Singapore - SGD 2.00
IB also has "US Securities Snapshot and Futures Value Bundle" for $10 but is free if your commissions are over $30/month and "European Equities and Derivatives Display Value Bundle" for 12.50EUR but free with commissions of $35/month.
I monitor the cost of my executions and, no surprise, I pay less when I have real-time quotes since I have a better idea of what spread I'll be paying. So each month, I estimate how much having real-time quotes is worth to me and decide whether to remove one of the above subscriptions or to add one I'm not currently subscribed to.
What you should do depends on what you're trading and when you're trading. If you're only trading the most liquid instruments during so-called regular trading hours, you probably don't need real-time quotes. But paying a little for real-time quotes will help if you trade in overnight sessions and/or less liquid instruments.
Sadly, many of the less liquid instruments that would benefit the most from RT quotes, like OJ for instance, are very expensive and not worth it unless you have a fair amount of AUM. As a result, my system knows that costs on instruments with delayed quotes will be relatively higher and accounts for that when deciding what to trade.
i have a question regarding standard deviation calculations. According to spreadsheet for strategy three in the book "advanced futures trading strategies" the standard deviation is 19%, but when using the mixed_vol_calc function from pysystemtrade i get 46%. I of course use the same data