IB Charting.

Hi Everyone,

I mentioned that my STOP order was not executed. This was my fault after re-installing I forgot to check the box. But there is still a market order problem. I just sent a market order 2 minutes ago and it did not execute.

ozzy

Quote from def:

mokwit,

most of the problems that cropped up in the complaints the other week were related to quotes and programming as well as management took a very proactive look into the issue. for the record, the data feed drops had nothing to do with the version of the tws.

stops: if someone complains about a stop, the service desk looks at the audit trail, time and sales and tries to determine whether or not it should have been triggered. I'm not stating the previous poster (ozzy) is wrong but it is our experience that most complaints about blown stops have to do with how they were entered and/or a misunderstanding of how they should be triggered. ozzy, if you would like us to further look into your case, send me a PM and I'll reply with details of who to contact on our help desk.

back to charts: you can try out the beta from the browser based TWS (ie. you do not have to download to overwrite your stand alone version of the TWS). For those interested, I am sure IBsoft would like to hear your feedback. You'll see that given constructive feedback, the offering will continue to vastly improve.
More...
 
Quote from ozzy:

Hi Everyone,

I mentioned that my STOP order was not executed. This was my fault after re-installing I forgot to check the box. But there is still a market order problem. I just sent a market order 2 minutes ago and it did not execute.

ozzy
More...

Was the Market order for a USA-Stock ?? Then it is still before RTH and default is RTH-Only (If you have not switched it off you should).

PS: TWS shows a warning-box when you try to send a RTHonly order.
 
It was for YM (Dow e-mini). I believe RTH only applies to STOP orders, this was a SELL market order.


Quote from Hoi:

Was the Market order for a USA-Stock ?? Then it is still before RTH and default is RTH-Only (If you have not switched it off you should).

PS: TWS shows a warning-box when you try to send a RTHonly order.
More...
 
Also, I never had these problems before. I believe I was using 845 version (before my re-install) but I'm not sure about the Java version. I think that may have been an older version.
 
Quote from ozzy:

It was for YM (Dow e-mini). I believe RTH only applies to STOP orders, this was a SELL market order.
More...

No YM should work (and RTHonly is something else then rth-triggering, and applies only for USA-stocks, all order-types).

My advice : switch on "Audit Trail" then you can send this not working action to IB-helpdesk to explain/solve.
 
Ok. I checked the Audit Trail. There was no Audit for my SELL MARKET order. But there was a modify order for the SELL MARKET order. So something is defenitely up. You should not be able to cancel a Market Order ! NO?

ModifyOrder
MsgType OrderCancelReplaceRequest

SendingTime 20050513-12:56:18
ClientOrderID XXXXXXXXXX
OrigClOrdID XXXXXXXXXXXXX
ClearingAccount XXXXXXXXXX
OrderQty XX
Side Sell
OrderType Market
Symbol YM
MaturityMonthYear 20050616
SecurityType FUT
IBLocalSymbol YM JUN 05
TimeInForce DAY
ContractID 29625318
CumQty 0
6205 0
CheckSum 217

ozzy
 
You need to have the charts auto refresh on the two day charts.

It's a royal pain and totally unwworkable to have to manually refresh these. Realy, how hard is that to change?

Thanks Def
 
Quote from Cdntrader:

Fantastic news on the backfill.

Those IB Charts have a long long LONG way to go imo.
More...

Any concrete suggestions?
 
Quote from One:

IBSoft,

What will be the source for backfilled data? Will it include all tics (or snapshops) and corrections from exchanges? Thanks.
More...

It will not include all the ticks. It will be bars of variable lengths. The bar length will depend on the length of the requested time interval.
 
Quote from j_medved:

IBSoft - is that 1 week at 1 minute frequency, or only at higher frequencies?

kiwi_Trader - The data for the historical quotes has timestamps either in the local time on the computer requesting the data, or GMT, depending on what the calling application sends. I really do not see any use for doing Local time. For applications, you have to have a consistent point of reference. The calling app should request the time stamps in GMT and handle the conversion (if any) after retrieving the data.

We use GMT in QuoteTracker and it has no problem regardless of what timezone the end-user is in

Here is a quote from IB on the subject:

" The date-time of a bar will be in the exact same format that execution details messages use to report their time: yyymmdd hh:mm:ss. The time will be the local time in TWS. In addition, a version 2 of the reqIntradayData() method will have an integer parameter after the whatToShow string that will allow the specification of what date format to return, either that one (value = 1), or a long integer specifying the number of seconds since 1/1/1970 GMT (value=2). "

Jerry Medved
http://www.quotetracker.com
More...

1 week query will result in 300 second bars.
 
You must log in or register to reply here.
Back
Top