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IB Suggestions & Improvements
- Thread starter Babak
- Start date
Quote from JackR:
Shred:
Here is what I did and do to avoid costly problems with undocumented "features" and real bugs:
I opened a paper trading account. Whenever IB releases a new downloadable version of TWS I download it to my "test" machine. I run my paper trading account on the test machine (I'm down about $300K in that account, some systems don't work too well!). IB doesn't break all the features with each new release, just a few. I test the new release against the paper trading account. If the features I use work for a few days I download the latest version again, also to the "test" machine. I run for a day. If things still work I then copy the last download to my "trading" machine and use it. If TWS don't work I keeping checking versions until it does. I also report the bug.
Since the IB wb site does not show the "decimal" version of the TWS (e.g., 860.6, 860.8, etc), just the base number, I use the two-step method for downloading. If the second download has the same decimal number as the first I skip the additional testing. I copy the last download code from my test machine to my trading machine to ensure that I'm not downloading a newer decimal version than the one I tested.
IB's software documentation and regression testing is not exactly world-class, but their overall brokerage service certainly is.
Jack
Thanks for the advice. That's a good strategy.
In this particular case I was speaking theoretically. I learned long ago (the hard way) not to upgrade unless absolutely necessary and I did not in this case. I do know people who got burned on the API with this release and from their descriptions I'd have gotten burned badly if I had upgraded.
No plans to upgrade anytime soon. Hopefully when the mandatory upgrade comes around, IB will have their sh*t together.
take a look on stand alone TWS 858.6 memory usage. (top of the picture attached)
i know,you can minimize it and it will drop to about 20mb,but after you maximize-memory usage will raise to same levels. it can go as high as 250MB on my machine!
at same time -it doing something every minute/minute and half(middle picture)
what is it?
look at page file usage. it is very clean my lucky old P3 from dell with 512mb RAM. there is nothing else installed.only OS and TWS.
no open orders,no charts,nothing. 3 data lines on one single page.
at bottom of this picture memory usage from another machine,running MB navigator. only 15mb mem.
you can argue,that java now is different, good and better-but from my point of view-difference is very clear.
i know,you can minimize it and it will drop to about 20mb,but after you maximize-memory usage will raise to same levels. it can go as high as 250MB on my machine!
at same time -it doing something every minute/minute and half(middle picture)
what is it?
look at page file usage. it is very clean my lucky old P3 from dell with 512mb RAM. there is nothing else installed.only OS and TWS.
no open orders,no charts,nothing. 3 data lines on one single page.
at bottom of this picture memory usage from another machine,running MB navigator. only 15mb mem.
you can argue,that java now is different, good and better-but from my point of view-difference is very clear.
Attachments
I'd like for Net Liquidation and Unrealized PnL to show correct values more then 10% of the time. My unrealized PnL for today was +$8,000,000 this morning and each PnL for every position is wrong. Net liquidation is off by more then $10,000.
IB management has stated quote " This is a feature of the TWS that has no impact on your account. We understand that this feature is important to our customers, and we're working to repair the code responsible for this function. We've raised the the urgency internally on the bug, and depending on what other projects are on the development que, this will hopefully speed the resoltution." signed Salvatore Recco, Manager-Professional Services.
THis reply is dated 6/09/06
IB management has stated quote " This is a feature of the TWS that has no impact on your account. We understand that this feature is important to our customers, and we're working to repair the code responsible for this function. We've raised the the urgency internally on the bug, and depending on what other projects are on the development que, this will hopefully speed the resoltution." signed Salvatore Recco, Manager-Professional Services.
THis reply is dated 6/09/06
Am I missing something here?
How are you supposed to get any level 2 information on NYSE liquid stocks such as AMD where there is a vast amount of ECN and MM participation besides NYSE? IB only shows rudimetary levels.
IB Book trader only shows two lines, the size on the bid and the ask.
IB Market depth only shows a few lines on the bid and the ask.
Other software platforms display all of the market participants at each price level.
My suggestion would be to design the book trader for NYSE stocks to display the cumulative size (including MM's and Ecns) for each price level such as with Nasdaq stocks.
Thanks
How are you supposed to get any level 2 information on NYSE liquid stocks such as AMD where there is a vast amount of ECN and MM participation besides NYSE? IB only shows rudimetary levels.
IB Book trader only shows two lines, the size on the bid and the ask.
IB Market depth only shows a few lines on the bid and the ask.
Other software platforms display all of the market participants at each price level.
My suggestion would be to design the book trader for NYSE stocks to display the cumulative size (including MM's and Ecns) for each price level such as with Nasdaq stocks.
Thanks
I have Auto-remove orders turned off, and it works fine... until the connection goes away for a few seconds. Then, when TWS refreshes its display, all the lines for the filled or cancelled orders go away, as if you had clicked on Remove Filled Orders. Browser-based TWS, 860.9, Java 1.5.0_07.
Quote from Bob111:
take a look on stand alone TWS 858.6 memory usage. (top of the picture attached)
i know,you can minimize it and it will drop to about 20mb,but after you maximize-memory usage will raise to same levels. it can go as high as 250MB on my machine!
at same time -it doing something every minute/minute and half(middle picture)
what is it?
Check the shortcut you use to start TWS. On my machine the command line contains this parameter "-Xmx160M" which means that the memory footprint should be allowed to grow to 160M. You could experiment reducing this value in increments of 20M until you find a value that suits you.
Recent TWS software will not run with -Xmx parameter below 130-140MiB - at least not when I tried (build 854 or so).
It will hang on the logon->splash screen.
I already made clear in recent posts/polls that, in my opinion, Java is (by all means) not an appropriate computing platform.
It will hang on the logon->splash screen.
I already made clear in recent posts/polls that, in my opinion, Java is (by all means) not an appropriate computing platform.