Today I did some further experimenting with running IB's client2.exe
code which implements communication with the TWS with sockets. Today,
was not a particularly good day to try this as the IB system was,
for a lot of the time, painfully slow when working at all, as has been discussed
in other threads. First,
I should say that I'm testing using the futures demo TWS. I was able
to place orders and cancel them. I was using ES and NQ futures as my
examples. (In the past I had different results for these.) This is an
improvement over what I'd been able to do just a few days ago. I did
send IB an email telling them of my problems but, unfortunately, their
reponse contained no useful information. I have a feeling that we're
their beta testers and they are tweaking their system quietly in the
background.
I, as yet, have not been able to request market information
successfully. It appears it is reading my command OK but
there's no response, except when there's an error in the
parameters. In which case an error message appears in the
error window. When I try and cancel my market data request, it
doesn't recognize my command ID number. I hope that in a
few more days IB will have tweaked enough to get things finally
fully functional. In the meantime, if anyone has any luck,
please let us know.
