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#543 From: "maxchinaski" <ce_@...>
Date: Mon Nov 16, 2009 6:23 pm
Subject: Re: Ensuring TWS Order Was Transmitted
maxchinaski
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--- In twslink@yahoogroups.com, "da7711" <da7711@...> wrote:
>
> Approximately 95% of the time, calling PLACE_ORDER or SET_ORDERVAL with the
transmit flag = 1 will guarantee that the order already created on TWS gets sent
to IB (i.e. the red or blue "T" status changes to "C", indicating order received
on IB server).
>
> However, the other 5% of the time, the exact same code will leave the order
sitting in TWS not transmitted to IB - i.e. the "T" status is still visible on
TWS.
>
> If I were to call GET_ORDER_STATUS after transmitting an order and discover
that the order's status is not 5,7 or 8 (transmitted), is it safe to call
TRANSMIT again for the order that never got sent from TWS to IB? Or is there a
better way to ensure that an order never just sits in TWS without actually being
sent to IB?
>
> Thank you.
>
Hello,
can you send a logfile recorded with DLL loglevel <= 1 ?
this helps to find why TWS does not transmit orders to IB.

This is related
a) to attached orders not handled correctly.
    Place all parent orders first with transmit=0
    before refering to this order by attached orders.
    Do not call PLACE_ORDER to often within specific timeframe with   transmit=1
    if you call SET_ORDERVAL with transmit=1 subsequently,
    because this can cause
b) to many commands per second. At max. 50 commands / second
    are allowed.
c) something is wrong with your order but allows to change order,
    so you can replace it.
d) if, for any other reason, an order that was transmitted with 1
    is not been placed at IB server and you can't find an explicit
    hint in dll logfile, you should report this to IBs API support

    api@...

    along with TWS logifle most probably located below c:\jts

#542 From: "da7711" <da7711@...>
Date: Mon Nov 16, 2009 5:52 pm
Subject: Ensuring TWS Order Was Transmitted
da7711
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Approximately 95% of the time, calling PLACE_ORDER or SET_ORDERVAL with the
transmit flag = 1 will guarantee that the order already created on TWS gets sent
to IB (i.e. the red or blue "T" status changes to "C", indicating order received
on IB server).

However, the other 5% of the time, the exact same code will leave the order
sitting in TWS not transmitted to IB - i.e. the "T" status is still visible on
TWS.

If I were to call GET_ORDER_STATUS after transmitting an order and discover that
the order's status is not 5,7 or 8 (transmitted), is it safe to call TRANSMIT
again for the order that never got sent from TWS to IB? Or is there a better way
to ensure that an order never just sits in TWS without actually being sent to
IB?

Thank you.

#541 From: "maxchinaski" <ce_@...>
Date: Mon Nov 16, 2009 4:37 pm
Subject: Re: Obtaining Existing Orders From GET_ORDERUID_LIST
maxchinaski
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--- In twslink@yahoogroups.com, "maxchinaski" <ce_@...> wrote:
>
>
>
> --- In twslink@yahoogroups.com, "da7711" <da7711@> wrote:
> >
> > I am calling CONNECT() with client ID=zero in order to be able to control
existing orders from TWS_Link. However, when I manually add and submit an order
for that contract then call GET_ORDERUID_LIST, the order does not appear in the
returned list. How can I be sure GET_ORDERUID_LIST returns all orders for a
contract, regardless of whether the order was submitted through TWS_Link/API or
manually? Thank you.
> >
>
> Hello,
> obtaining uids for TWS placed orders from GET_ORDERUID_LIST
>
> be sure
> a) connected with clientid=0
> b)  you have set initialisation flags
>      2 (bind TWS orders) and
>      4 (request executions)
>
>     You can do this either by INITDLL(..,sum_of_flags=6,..)
>     or call
>              SET_DLLPARAM("enableflag",2)
> and
>              SET_DLLPARAM("enableflag",4)
>
Sorry,
please call first INITDLL
or
              SET_DLLPARAM("enableflag",2)
  and
               SET_DLLPARAM("enableflag",4)
and THEN call CONNECT

#540 From: "maxchinaski" <ce_@...>
Date: Mon Nov 16, 2009 4:17 pm
Subject: Re: Obtaining Existing Orders From GET_ORDERUID_LIST
maxchinaski
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--- In twslink@yahoogroups.com, "da7711" <da7711@...> wrote:
>
> I am calling CONNECT() with client ID=zero in order to be able to control
existing orders from TWS_Link. However, when I manually add and submit an order
for that contract then call GET_ORDERUID_LIST, the order does not appear in the
returned list. How can I be sure GET_ORDERUID_LIST returns all orders for a
contract, regardless of whether the order was submitted through TWS_Link/API or
manually? Thank you.
>

Hello,
obtaining uids for TWS placed orders from GET_ORDERUID_LIST

be sure
a) connected with clientid=0
b)  you have set initialisation flags
      2 (bind TWS orders) and
      4 (request executions)

     You can do this either by INITDLL(..,sum_of_flags=6,..)
     or call
              SET_DLLPARAM("enableflag",2)
and
              SET_DLLPARAM("enableflag",4)

#539 From: "da7711" <da7711@...>
Date: Mon Nov 16, 2009 3:11 pm
Subject: Obtaining Existing Orders From GET_ORDERUID_LIST
da7711
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I am calling CONNECT() with client ID=zero in order to be able to control
existing orders from TWS_Link. However, when I manually add and submit an order
for that contract then call GET_ORDERUID_LIST, the order does not appear in the
returned list. How can I be sure GET_ORDERUID_LIST returns all orders for a
contract, regardless of whether the order was submitted through TWS_Link/API or
manually? Thank you.

#538 From: "maxchinaski" <ce_@...>
Date: Tue Oct 20, 2009 6:25 pm
Subject: New MTIBBridge Version
maxchinaski
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#537 From: "maxchinaski" <ce_@...>
Date: Thu Oct 15, 2009 3:48 pm
Subject: TWSLink 1.5.0.0 beta for download
maxchinaski
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mainly this version implements features of newer IB API versions (up to 9.63
beta) and a more efficient logging.

There is also a new version 1.1.0.4 which fixes 2 bugs.
Poeple using MOC orders or running with FA should update to this version (or
1.5.0.0 which is generally recommended for all)

#536 From: "maxchinaski" <ce_@...>
Date: Fri Jun 26, 2009 3:24 pm
Subject: TWSLink 1.1.0.4 available
maxchinaski
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#531 From: "maxchinaski" <ce_@...>
Date: Fri Jun 19, 2009 12:55 pm
Subject: Re: Unable to get uid of ES futures
maxchinaski
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Hello,
if you make a chain request, you need to use
GET_CONTRACT_UID_LIST or listen to your callback
or cylce trough events to grap incoming contract specs.

if you do not make a chain request, you don't need
GET_CONTRACT_UID_LIST.

your request was a chain request, as expiry was not
fully qualified (YYYYMM instead of YYYYMMDD)
and multiplier was missed.

pass 20091218 for expiry and 50 for mulitplier please and you'll
get an uid returned.


GET_CONTRACT_UID_LIST does not fail, if you pass an empty
string for expiry.
(however, as 200912 is contained in 20091218, GET_CONTRACT_UID_LIST
should have returned the uid. this will be fixed next version)

--- In twslink@yahoogroups.com, "amit_dutt_2004" <amit_dutt@...>
wrote:
>
> Hi
>
> I am trying to get data for ES - but I can't successfully register and get the
uid - it is returning zero, how do I get the uid, do I have to call
GET_CONTRACTUID_LIST ?
>
> What is the right call sequence? Thanks
>
>
> - here is the log, I am using the demo account
>
> 20090618 22:59:41:052;note;twslink_main;REGISTER_CONTRACT -ES -FUT -USD
-GLOBEX - -200912 - -0.0000000000 - -0 -0.0000000000 tid=2564
> 20090618 22:59:41:052;note;twslink_client;contract added: mult=1  symbol=ES
local symbol sbl= secType=FUT currency=USD exchange=GLOBEX prim. exchange=
expiry=200912 right= strike=0.0000000000 mintick=0.0000000000 multiplier=
marketname= trading class= price magnifier=0 conid=0 uid=10006 mlp=1 
context=RegisterContract
> 20090618 22:59:41:052;action;socket;sent (#=0):
9#5#4#0#ES#FUT#200912#0.0000000000###GLOBEX#USD##0#
> 20090618 22:59:41:052;action;twslink_client;command [reqContractDetails]:
bytes send=51
> 20090618 22:59:41:052;note;twslink_client;flag 4 enabled, contract uid=10006
> 20090618 22:59:41:052;action;twslink_client;details requested for multiple
contracts ES_FUT_USD_200912__0.000000_GLOBEX__10006_0
> 20090618 22:59:41:067;action;twslink_client;delete specification for multiple
contracts
> 20090618 22:59:41:067;note;twslink_client;AddDetailRequest::res=1 ndt=1 pc=1
> 20090618 22:59:41:067;note;twslink_main;REGISTER_CONTRACT ret=0
> 20090618 22:59:41:067;note;twslink_main;WAIT_FOR_ACCEPTED -0 -5000 tid=2564
> 20090618 22:59:41:067;note;twslink_main;WAIT_FOR_ACCEPTED ret=-2
> 20090618 22:59:41:067;note;twslink_main;WAIT_FOR_REQ_PROCESSED -7000 tid=2564
> 20090618 22:59:41:099;note;socket;received:
10#5#4#ES#FUT#20091218#0.0##GLOBEX#USD#ESZ9#ES#ES#53893088#0.25#50#ADJUST,ALERT,\
AVGCOST,BASKET,COND,CONDORDER,DAY,GAT,GTC,GTD,GTT,HID,ICE,LIT,LMT,MIT,MKT,MTL,NO\
NALGO,OCA,STP,STPLMT,TRAIL,TRAILLMT,#GLOBEX,MIBSX#1#52#1#4#
> 20090618 22:59:41:099;note;twslink_client;contract added: mult=0  symbol=ES
local symbol sbl=ESZ9 secType=FUT currency=USD exchange=GLOBEX prim. exchange=
expiry=20091218 right= strike=0.0000000000 mintick=0.2500000000 multiplier=50
marketname=ES trading class=ES price magnifier=1 conid=53893088 uid=10007 mlp=0 
context=contract details
> 20090618 22:59:41:099;action;twslink_client;performing fake request for
TWSLINKFAKE2 ticker=-5 context=3
> 20090618 22:59:41:099;action;socket;sent (#=0):
1#8#-5#TWSLINKFAKE1#STK##0.0000000000###SMART##USD##0##0#
> 20090618 22:59:41:114;action;twslink_client;command [reqMktData ]: bytes
send=57
> 20090618 22:59:41:114;action;twslink_client;RequestManager::RequestAnswered:
type=3 id=10007 sc=-1 po=1 reqcount=0 freqcount=1 ndt=1 szu=0 szf=0 pc=1 ret=1
> 20090618 22:59:41:114;note;twslink_client;contract details received (1) for
contract=symbol=ES local symbol sbl=ESZ9 secType=FUT currency=USD
exchange=GLOBEX prim. exchange= expiry=20091218 right= strike=0.0000000000
mintick=0.2500000000 multiplier=50 marketname=ES trading class=ES price
magnifier=1 conid=53893088 uid=10007 mlp=0 .
> 20090618 22:59:41:145;note;socket;received: 4#2#-5#200#No security definition
has been found for the request#
> 20090618 22:59:41:145;error;twslink_client;error: No security definition has
been found for the request code=200 id=-5
> 20090618
22:59:41:145;action;twslink_client;RequestManager::FakeRequestAnswered: type=3
id=-5 reqcount=0 freqcount=0 ndt=1 szu=0 szf=0 pc=1 ret=0
> 20090618 22:59:41:145;note;twslink_client;FinishRequest::res=3 res2=0 res3=0
ndt=0 pc=0
> 20090618 22:59:41:145;note;twslink_main;WAIT_FOR_REQ_PROCESSED ret=1
> 20090618 22:59:41:145;note;twslink_main;GET_CONTRACTUID_LIST -ES -FUT -USD
-GLOBEX - -200912 - -0.0000000000 - -# tid=2564
> 20090618 22:59:41:145;note;twslink_main;GET_CONTRACTUID_LIST ret=
>

#530 From: "amit_dutt_2004" <amit_dutt@...>
Date: Fri Jun 19, 2009 3:16 am
Subject: Unable to get uid of ES futures
amit_dutt_2004
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Hi

I am trying to get data for ES - but I can't successfully register and get the
uid - it is returning zero, how do I get the uid, do I have to call
GET_CONTRACTUID_LIST ?

What is the right call sequence? Thanks


- here is the log, I am using the demo account

20090618 22:59:41:052;note;twslink_main;REGISTER_CONTRACT -ES -FUT -USD -GLOBEX
- -200912 - -0.0000000000 - -0 -0.0000000000 tid=2564
20090618 22:59:41:052;note;twslink_client;contract added: mult=1  symbol=ES
local symbol sbl= secType=FUT currency=USD exchange=GLOBEX prim. exchange=
expiry=200912 right= strike=0.0000000000 mintick=0.0000000000 multiplier=
marketname= trading class= price magnifier=0 conid=0 uid=10006 mlp=1 
context=RegisterContract
20090618 22:59:41:052;action;socket;sent (#=0):
9#5#4#0#ES#FUT#200912#0.0000000000###GLOBEX#USD##0#
20090618 22:59:41:052;action;twslink_client;command [reqContractDetails]: bytes
send=51
20090618 22:59:41:052;note;twslink_client;flag 4 enabled, contract uid=10006
20090618 22:59:41:052;action;twslink_client;details requested for multiple
contracts ES_FUT_USD_200912__0.000000_GLOBEX__10006_0
20090618 22:59:41:067;action;twslink_client;delete specification for multiple
contracts
20090618 22:59:41:067;note;twslink_client;AddDetailRequest::res=1 ndt=1 pc=1
20090618 22:59:41:067;note;twslink_main;REGISTER_CONTRACT ret=0
20090618 22:59:41:067;note;twslink_main;WAIT_FOR_ACCEPTED -0 -5000 tid=2564
20090618 22:59:41:067;note;twslink_main;WAIT_FOR_ACCEPTED ret=-2
20090618 22:59:41:067;note;twslink_main;WAIT_FOR_REQ_PROCESSED -7000 tid=2564
20090618 22:59:41:099;note;socket;received:
10#5#4#ES#FUT#20091218#0.0##GLOBEX#USD#ESZ9#ES#ES#53893088#0.25#50#ADJUST,ALERT,\
AVGCOST,BASKET,COND,CONDORDER,DAY,GAT,GTC,GTD,GTT,HID,ICE,LIT,LMT,MIT,MKT,MTL,NO\
NALGO,OCA,STP,STPLMT,TRAIL,TRAILLMT,#GLOBEX,MIBSX#1#52#1#4#
20090618 22:59:41:099;note;twslink_client;contract added: mult=0  symbol=ES
local symbol sbl=ESZ9 secType=FUT currency=USD exchange=GLOBEX prim. exchange=
expiry=20091218 right= strike=0.0000000000 mintick=0.2500000000 multiplier=50
marketname=ES trading class=ES price magnifier=1 conid=53893088 uid=10007 mlp=0 
context=contract details
20090618 22:59:41:099;action;twslink_client;performing fake request for
TWSLINKFAKE2 ticker=-5 context=3
20090618 22:59:41:099;action;socket;sent (#=0):
1#8#-5#TWSLINKFAKE1#STK##0.0000000000###SMART##USD##0##0#
20090618 22:59:41:114;action;twslink_client;command [reqMktData ]: bytes send=57
20090618 22:59:41:114;action;twslink_client;RequestManager::RequestAnswered:
type=3 id=10007 sc=-1 po=1 reqcount=0 freqcount=1 ndt=1 szu=0 szf=0 pc=1 ret=1
20090618 22:59:41:114;note;twslink_client;contract details received (1) for
contract=symbol=ES local symbol sbl=ESZ9 secType=FUT currency=USD
exchange=GLOBEX prim. exchange= expiry=20091218 right= strike=0.0000000000
mintick=0.2500000000 multiplier=50 marketname=ES trading class=ES price
magnifier=1 conid=53893088 uid=10007 mlp=0 .
20090618 22:59:41:145;note;socket;received: 4#2#-5#200#No security definition
has been found for the request#
20090618 22:59:41:145;error;twslink_client;error: No security definition has
been found for the request code=200 id=-5
20090618 22:59:41:145;action;twslink_client;RequestManager::FakeRequestAnswered:
type=3 id=-5 reqcount=0 freqcount=0 ndt=1 szu=0 szf=0 pc=1 ret=0
20090618 22:59:41:145;note;twslink_client;FinishRequest::res=3 res2=0 res3=0
ndt=0 pc=0
20090618 22:59:41:145;note;twslink_main;WAIT_FOR_REQ_PROCESSED ret=1
20090618 22:59:41:145;note;twslink_main;GET_CONTRACTUID_LIST -ES -FUT -USD
-GLOBEX - -200912 - -0.0000000000 - -# tid=2564
20090618 22:59:41:145;note;twslink_main;GET_CONTRACTUID_LIST ret=

#529 From: "maxchinaski" <ce_@...>
Date: Sat May 9, 2009 4:38 pm
Subject: Re: Sample Wealth Lab script?
maxchinaski
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here is a simple script using TWSLink (from samples dir.)
{This sample demonstrates basic Steps to place an Order}

var lib: ComVariant;
var OpResult: integer=0;
var ID_MSFT: integer=0;     {Unique Contract ID}
var Count: integer=0;       {set to -1 and start the script}
var EntryID: integer=-1;    {Order ID}

if(Count = -1) then
begin
   {load the com dll}
   lib := CreateOleObject('twslink.comif');
   {init the com dll}
   lib.INITDLL(2, 'c:\twslinkdll_wl.log', 2, 0, 3, 4000);
   {register contract}
   ID_MSFT := lib.REGISTER_CONTRACT('MSFT', 'STK', 'USD',
'SMART','','','',0.0,'',0,0.0);
   {connect to TWS}
   OpResult := lib.CONNECT('127.0.0.1', 7496, 4, 5000);
   {place new order}
   EntryID := lib.PLACE_ORDER(ID_MSFT, 0, 'SELL', 'LMT', 100, 39.77, 0, 'GTC', 1,
-1, '', '', -1);
   {modify order -> raise the limit}
   EntryID := lib.PLACE_ORDER(ID_MSFT, EntryID, 'SELL', 'LMT', 100, 39.96, 0,
'GTC', 1, -1, '', '', -1);
end;
Count := Count + 1;

as you can see, function

lib.PLACE_ORDER(ID_MSFT, 0, 'SELL', 'LMT', 100, 39.77, 0, 'GTC', 1, -1, '', '',
-1);


places an order. if you look into documentation, you can find
various functions placing an order, like
BUY_STP, SELL_STP etc.
a briefly documentation of all functions can be found
documentation\exported_functions.txt
your job now: to find the appropiate TWSLink functions for
your ordere below and pass the correct paramters to them.

sample:
SellAtStop(bar+1, (priceOpen(bar+1) - (priceHigh(bar) -
priceClose(bar))), LastPosition, 'open-1/2 exit');


int SELL_STP(id_from_register_this_charts_symbol,
       0,
		 int uidorder,
		 double stopprice,
		 int Size,
		 string tif,
		 int transmit);


wrote:
>
>
> Here is a simple WL script.  How do I program TWSLink to send orders to
> IB?
>
> *************************
>
> var Bar: integer;
> for Bar := 2 to BarCount - 2 do
> begin
>    if not LastPositionActive then
>    begin
>      if (priceClose(bar) < priceOpen(bar)) then
>        buyAtStop(bar+1, (priceOpen(bar+1) + (priceClose(bar) -
> priceLow(bar))), 'open+1/2  entry');
>
>      if (priceClose(bar) > priceOpen(bar)) then
>        shortAtStop(bar+1, (priceOpen(bar+1) - (priceHigh(bar) -
> priceClose(bar))), 'open-1/2  entry');
>    end
>    else
>    begin
>      if PositionLong(LastPosition) then
>      if (priceClose(bar) > priceOpen(bar)) then
>        SellAtStop(bar+1, (priceOpen(bar+1) - (priceHigh(bar) -
> priceClose(bar))), LastPosition, 'open-1/2 exit');
>
>      if PositionShort(LastPosition) then
>      if (priceClose(bar) < priceOpen(bar)) then
>        CoverAtStop(bar+1, (priceOpen(bar+1) + (priceClose(bar) -
> priceLow(bar))), LastPosition,  'open+1/2 exit');
>    end;
> end;
>
> ********************
>
> Thank you.
>

#528 From: "warrensmith631" <warren631@...>
Date: Sat May 9, 2009 3:46 pm
Subject: Re: Sample Wealth Lab script?
warrensmith631
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Here is a simple WL script.  How do I program TWSLink to send orders to IB?

*************************

var Bar: integer;
for Bar := 2 to BarCount - 2 do
begin
  if not LastPositionActive then
  begin
    if (priceClose(bar) < priceOpen(bar)) then
      buyAtStop(bar+1, (priceOpen(bar+1) + (priceClose(bar) - priceLow(bar))), 'open+1/2  entry');

    if (priceClose(bar) > priceOpen(bar)) then
      shortAtStop(bar+1, (priceOpen(bar+1) - (priceHigh(bar) - priceClose(bar))), 'open-1/2  entry');
  end 
  else
  begin
    if PositionLong(LastPosition) then
    if (priceClose(bar) > priceOpen(bar)) then
      SellAtStop(bar+1, (priceOpen(bar+1) - (priceHigh(bar) - priceClose(bar))), LastPosition, 'open-1/2 exit');

    if PositionShort(LastPosition) then
    if (priceClose(bar) < priceOpen(bar)) then
      CoverAtStop(bar+1, (priceOpen(bar+1) + (priceClose(bar) - priceLow(bar))), LastPosition,  'open+1/2 exit');
  end;
end;

********************

Thank you.


#527 From: "maxchinaski" <ce_@...>
Date: Thu May 7, 2009 11:34 pm
Subject: Re: Sample Wealth Lab script?
maxchinaski
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--- In twslink@yahoogroups.com, "warrensmith631" <warren631@...> wrote:
Hello,
well, the wealth-lab sample is kept very simple.
i don't know how to provide a smarter introduction as this:
INIT
REGISTER
CONNECT
PLACE_ORDER....

(INIT is not really necessary since you don't want to change setup (twslink.xml)
at runtime)
>
> Can someone share a Wealth-Lab script showing how to use TWSLink to send
orders from Wealth-Lab to IB?  Keep it simple please. I downloaded TWSLink and
read the manual and reviewed the included samples but I must be programming
impared.
>

#526 From: "warrensmith631" <warren631@...>
Date: Wed May 6, 2009 2:21 am
Subject: Sample Wealth Lab script?
warrensmith631
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Can someone share a Wealth-Lab script showing how to use TWSLink to send orders
from Wealth-Lab to IB?  Keep it simple please. I downloaded TWSLink and read the
manual and reviewed the included samples but I must be programming impared.

#523 From: "maxchinaski" <ce_@...>
Date: Tue Apr 7, 2009 10:50 am
Subject: Re: GET_MARKET_DEPTH
maxchinaski
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--- In twslink@yahoogroups.com, "amit_dutt_2004" <amit_dutt@...> wrote:
Hi,
if you don't get always back 5 rows, i guess there are
currently not 5 rows available.


block order:
   ask / bid (may be i should change the order)
row format:
   position price size cumsize avgprice marketMaker

>
> Hi
>
> With the following call
>
> REQ_MARKET_DEPTH(id, 1, 5) ;
> GET_MARKET_DEPTH(id,2,-1,2) ;
>
> I am getting the following for GOOG:
>
>
>
>
> 0    363.17000000 2    2    363.170000,
> 1    363.20000000 2    4    363.185000,
> 2    363.27000000 1    5    363.202000,
> 3    363.50000000 2    7    363.287143,
> 4    363.95000000 5    12   363.563333
>
> |
>
> 0    363.11000000 2    2    363.110000,
> 1    363.10000000 5    7    363.102857,
> 2    363.09000000 3    10   363.099000,
> 3    363.00000000 1    11   363.090000,
> 4    362.00000000 5    16   362.749375
>
> I am guessing the following for each column: is it correct?
>
> row   ask/bid    size   ?       ?
>
> What are the last two columns?
>
> The doc says [Market Maker] how to interpret that?
>
> Also sometimes I get less than 5 rows - is that some kind of bug?
>
> Thanks
>

#522 From: "amit_dutt_2004" <amit_dutt@...>
Date: Tue Apr 7, 2009 2:34 am
Subject: GET_MARKET_DEPTH
amit_dutt_2004
Offline Offline
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Hi

With the following call

REQ_MARKET_DEPTH(id, 1, 5) ;
GET_MARKET_DEPTH(id,2,-1,2) ;

I am getting the following for GOOG:




0    363.17000000 2    2    363.170000,
1    363.20000000 2    4    363.185000,
2    363.27000000 1    5    363.202000,
3    363.50000000 2    7    363.287143,
4    363.95000000 5    12   363.563333

|

0    363.11000000 2    2    363.110000,
1    363.10000000 5    7    363.102857,
2    363.09000000 3    10   363.099000,
3    363.00000000 1    11   363.090000,
4    362.00000000 5    16   362.749375

I am guessing the following for each column: is it correct?

row   ask/bid    size   ?       ?

What are the last two columns?

The doc says [Market Maker] how to interpret that?

Also sometimes I get less than 5 rows - is that some kind of bug?

Thanks

#521 From: "maxchinaski" <ce_@...>
Date: Wed Apr 1, 2009 2:02 pm
Subject: Re: twslink ver 1.1.0.2 build 41 uploaded
maxchinaski
Offline Offline
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--- In twslink@yahoogroups.com, "Fernando" <avispon28@...> wrote:
Hi,
1) you can't use 1.xxx license for version 2.xxx
2) yes

the new key is a runtime control. along with that key, you can
run 1 instance of TWSLink where ever you want.
>
> > The license is locked per PC and has no expiry up to version 2.
>
> Hi, what does this actually mean ?
> 1) The license expires automatically when version 2 is released ?
> 2) The actual license is only valid for version 1.X.X.X ?
>
> What happens if I change a hardware component of my PC or simply I change my
PC ?
>
> Regards.
> Fernando.
>

#520 From: "Fernando" <avispon28@...>
Date: Wed Apr 1, 2009 1:36 am
Subject: Re: twslink ver 1.1.0.2 build 41 uploaded
faburger
Offline Offline
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> The license is locked per PC and has no expiry up to version 2.

Hi, what does this actually mean ?
1) The license expires automatically when version 2 is released ?
2) The actual license is only valid for version 1.X.X.X ?

What happens if I change a hardware component of my PC or simply I change my PC
?

Regards.
Fernando.

#518 From: "maxchinaski" <ce_@...>
Date: Wed Mar 4, 2009 11:39 am
Subject: Re: How to place orders like "Midpoint Match" & "Pegged to mid-point"
maxchinaski
Offline Offline
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--- In twslink@yahoogroups.com, "amit_dutt_2004" <amit_dutt@...> wrote:
hi,
this is a very special questions and normally needs only to make
some research at IB website.

http://www.interactivebrokers.com/php/apiUsersGuide/apiguide.htm
(always a good place to get information as TWSLink mostly uses
functions, attributes with similar names)

i guess, pegged orders are indicated by ordertype:
PEG MKT
PEG MID
(so like LMT,MKT)
the destination should be ISLAND.
so register contract for ISLAND.
if you need more parameter to be set for an order,
use
SET_ORDERVAL
i believe stockrangelower and stockrangeupper is also
used for pegged order.
>
> For Midpoint Match - you have to create a market data line using ISE as the
order destination
>
> How do you do that? In PLACE_ORDER there is no such field.
>
> Also for
>
> "Pegged to mid-point" ISLAND has to be the destination - how do you set that?
>
>
> An example would be great! I am still experimenting with your free software.
>
> Thanks
>

#517 From: "amit_dutt_2004" <amit_dutt@...>
Date: Wed Mar 4, 2009 5:07 am
Subject: How to place orders like "Midpoint Match" & "Pegged to mid-point"
amit_dutt_2004
Offline Offline
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For Midpoint Match - you have to create a market data line using ISE as the
order destination

How do you do that? In PLACE_ORDER there is no such field.

Also for

"Pegged to mid-point" ISLAND has to be the destination - how do you set that?


An example would be great! I am still experimenting with your free software.

Thanks

#516 From: "maxchinaski" <ce_@...>
Date: Sat Feb 28, 2009 1:17 am
Subject: twslink ver 1.1.0.2 build 41 uploaded
maxchinaski
Offline Offline
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release notes
http://trade-commander.com/twslink/relnotes.htm

without a license, this version has runtime for 2 hours only.
to obtain a license, please go to our website

http://trade-commander.com/twslink/twslink.htm

then scroll down to terms of use
and click on BuyNow, please.

once we have a payment received, you can register your license
by starting twslink and send identification information.
in order to this, right click on the tray icon.

the license is locked per PC and has no expiry up to version 2.
the license includes 1 hour of email support.

#513 From: "maxchinaski" <ce_@...>
Date: Sat Feb 21, 2009 4:13 pm
Subject: delays and blockage due to server move
maxchinaski
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hello all,
we move our webserver. this could lead to temporarily blockages
ouf our website and email server for the coming week.
we apologize in advance.

as a fail save email adress, please use

   trade-commander@...

thank you

#512 From: "tgmjfj" <gmt@...>
Date: Wed Jan 28, 2009 4:06 pm
Subject: Re: How to check the quantity filled for stocks ?
tgmjfj
Offline Offline
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Thank you !  in Table 6.6.
tgmjfj

--- In twslink@yahoogroups.com, "maxchinaski" <ce_@...> wrote:
>
> --- In twslink@yahoogroups.com, "tgmjfj" <gmt@> wrote:
> GET_ORDER_VAL (uid,88,"")
> returns filled size (so far)
>
> >
> > Hello
> > Thank you for your reply.
> >
> > I looked at at those two functions in the documentation before I
> > posted my question. What the documentation seems to say is :-
> >
> > -  if an order is Filled Partially it has Order Status 11.
> > However this does not tell me how many shares were filled. It
only
> > tells me that it was partially filled.
> >
> > -  Get_Order_Val tells me the Execution Price, but not the Filled
> > quantity.
> >
> > Have I misunderstood the documentation ?
> >
> > tmgjf
> >
> >
> > --- In twslink@yahoogroups.com, "maxchinaski" <ce_@> wrote:
> > >
> > > --- In twslink@yahoogroups.com, "tgmjfj" <gmt@> wrote:
> > > Hello,
> > > in documentation please read about functions
> > > - GET_ORDER_STATUS
> > > - GET_ORDER_VAL (table 6.6 valueids 1 and 88)
> > >
> > >
> > > >
> > > > Hi
> > > > I wave a working strategy for trading US Stocks and wish to
use
> > TWSlink
> > > > to connect to IB.
> > > > I cannot tell which of your functions I should use to check
that
> > an
> > > > order has been filled, or part-filled.
> > > > e.g. I place a Buy order for 500 AAPL.
> > > > Before I place the Stop-loss and Profit Target I need to know
> > whether
> > > > the Buy order was filled, or if it was part-filled, and then
for
> > how
> > > > many shares.
> > > > Otherwise the position size of the stop-loss and target
orders
> > could be
> > > > incorrect.
> > > >
> > > > Your advice on this would be most welcome.
> > > > tgmjfj
> > > >
> > >
> >
>

#511 From: "maxchinaski" <ce_@...>
Date: Wed Jan 28, 2009 3:17 pm
Subject: Re: How to check the quantity filled for stocks ?
maxchinaski
Offline Offline
Send Email Send Email
 
--- In twslink@yahoogroups.com, "tgmjfj" <gmt@...> wrote:
GET_ORDER_VAL (uid,88,"")
returns filled size (so far)

>
> Hello
> Thank you for your reply.
>
> I looked at at those two functions in the documentation before I
> posted my question. What the documentation seems to say is :-
>
> -  if an order is Filled Partially it has Order Status 11.
> However this does not tell me how many shares were filled. It only
> tells me that it was partially filled.
>
> -  Get_Order_Val tells me the Execution Price, but not the Filled
> quantity.
>
> Have I misunderstood the documentation ?
>
> tmgjf
>
>
> --- In twslink@yahoogroups.com, "maxchinaski" <ce_@> wrote:
> >
> > --- In twslink@yahoogroups.com, "tgmjfj" <gmt@> wrote:
> > Hello,
> > in documentation please read about functions
> > - GET_ORDER_STATUS
> > - GET_ORDER_VAL (table 6.6 valueids 1 and 88)
> >
> >
> > >
> > > Hi
> > > I wave a working strategy for trading US Stocks and wish to use
> TWSlink
> > > to connect to IB.
> > > I cannot tell which of your functions I should use to check that
> an
> > > order has been filled, or part-filled.
> > > e.g. I place a Buy order for 500 AAPL.
> > > Before I place the Stop-loss and Profit Target I need to know
> whether
> > > the Buy order was filled, or if it was part-filled, and then for
> how
> > > many shares.
> > > Otherwise the position size of the stop-loss and target orders
> could be
> > > incorrect.
> > >
> > > Your advice on this would be most welcome.
> > > tgmjfj
> > >
> >
>

#510 From: "tgmjfj" <gmt@...>
Date: Mon Jan 26, 2009 6:52 pm
Subject: Re: How to check the quantity filled for stocks ?
tgmjfj
Offline Offline
Send Email Send Email
 
Hello
Thank you for your reply.

I looked at at those two functions in the documentation before I
posted my question. What the documentation seems to say is :-

-  if an order is Filled Partially it has Order Status 11.
However this does not tell me how many shares were filled. It only
tells me that it was partially filled.

-  Get_Order_Val tells me the Execution Price, but not the Filled
quantity.

Have I misunderstood the documentation ?

tmgjf


--- In twslink@yahoogroups.com, "maxchinaski" <ce_@...> wrote:
>
> --- In twslink@yahoogroups.com, "tgmjfj" <gmt@> wrote:
> Hello,
> in documentation please read about functions
> - GET_ORDER_STATUS
> - GET_ORDER_VAL (table 6.6 valueids 1 and 88)
>
>
> >
> > Hi
> > I wave a working strategy for trading US Stocks and wish to use
TWSlink
> > to connect to IB.
> > I cannot tell which of your functions I should use to check that
an
> > order has been filled, or part-filled.
> > e.g. I place a Buy order for 500 AAPL.
> > Before I place the Stop-loss and Profit Target I need to know
whether
> > the Buy order was filled, or if it was part-filled, and then for
how
> > many shares.
> > Otherwise the position size of the stop-loss and target orders
could be
> > incorrect.
> >
> > Your advice on this would be most welcome.
> > tgmjfj
> >
>

#509 From: "maxchinaski" <ce_@...>
Date: Mon Jan 26, 2009 5:39 pm
Subject: Re: How to check the quantity filled for stocks ?
maxchinaski
Offline Offline
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--- In twslink@yahoogroups.com, "tgmjfj" <gmt@...> wrote:
Hello,
in documentation please read about functions
- GET_ORDER_STATUS
- GET_ORDER_VAL (table 6.6 valueids 1 and 88)


>
> Hi
> I wave a working strategy for trading US Stocks and wish to use TWSlink
> to connect to IB.
> I cannot tell which of your functions I should use to check that an
> order has been filled, or part-filled.
> e.g. I place a Buy order for 500 AAPL.
> Before I place the Stop-loss and Profit Target I need to know whether
> the Buy order was filled, or if it was part-filled, and then for how
> many shares.
> Otherwise the position size of the stop-loss and target orders could be
> incorrect.
>
> Your advice on this would be most welcome.
> tgmjfj
>

#508 From: "tgmjfj" <gmt@...>
Date: Mon Jan 26, 2009 4:38 pm
Subject: How to check the quantity filled for stocks ?
tgmjfj
Offline Offline
Send Email Send Email
 
Hi
I wave a working strategy for trading US Stocks and wish to use TWSlink
to connect to IB.
I cannot tell which of your functions I should use to check that an
order has been filled, or part-filled.
e.g. I place a Buy order for 500 AAPL.
Before I place the Stop-loss and Profit Target I need to know whether
the Buy order was filled, or if it was part-filled, and then for how
many shares.
Otherwise the position size of the stop-loss and target orders could be
incorrect.

Your advice on this would be most welcome.
tgmjfj

#507 From: "maxchinaski" <ce_@...>
Date: Wed Jan 14, 2009 3:58 pm
Subject: Re: "Can't find order with id" message loop
maxchinaski
Offline Offline
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--- In twslink@yahoogroups.com, "alexa.infra" <alexa.infra@...> wrote:
hello,
i am sorry, have no clue what's going on.
please send us:
1. a TWSLink logfile recorded with loglevel=1
    when this error occurs again.
2. you current twslink.xml

thank you
>
> I've faced with the following problem: sometimes twslink stuck in
> endless loop of messages "Can't find order with id=..." (order event
> # 135). This order id is changed from time to time, but I never used
> this order id. Could you help me with it?
>
> Here the repeated part of TWS log file (all file is about 250 mb):
>
> PY 11:39:37:816 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Started
> processing message:
> PY 11:39:37:816 JTS-EServerSocket-112: SECDEF  Sending
> reqId=FixSecDefReqBySymbol95989  symbol=TWSLINKFAKE1 0 SMART
> PY 11:39:37:816 JTS-EServerSocket-112: [1:33:42:1:0:0:0:INFO]
> Requested market data.
> PY 11:39:37:816 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Finished
> processing message:
> PY 11:39:38:215 JTS-CCPDispatcher-17: SECDEF  Handling
> reqId=FixSecDefReqBySymbol95989
> PY 11:39:38:215 JTS-CCPDispatcher-17: [1:33:42:1:0:4:2:DET] Sending
> error.
> PY 11:39:38:216 JTS-CCPDispatcher-17: [1:33:42:1:0:4:2:DET]
> [4;2;-95618;200;No security definition has been found for the request]
> PY 11:39:38:216 JTS-CCPDispatcher-17: [1:33:42:1:0:4:2:DET] Error
> sent.
> PY 11:39:38:216 JTS-EServerSocket-112: [1:33:42:1:0:0:0:INFO]
> Handling incoming CancelOrder message.
> PY 11:39:38:216 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Started
> reading message:
> PY 11:39:38:216 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Finished
> reading message:
> PY 11:39:38:216 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] mb::
> [version=1,ID=9319]
> PY 11:39:38:216 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Start
> validating message:
> PY 11:39:38:217 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Finished
> validating message:
> PY 11:39:38:217 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Started
> processing message:
> PY 11:39:38:217 JTS-EServerSocket-112: [1:33:42:1:0:4:2:DET] Sending
> error.
> PY 11:39:38:217 JTS-EServerSocket-112: [1:33:42:1:0:4:2:DET]
> [4;2;9319;135;Can't find order with id =9319]
> PY 11:39:38:217 JTS-EServerSocket-112: [1:33:42:1:0:4:2:DET] Error
> sent.
> PY 11:39:38:217 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Finished
> processing message:
> PY 11:39:38:603 JTS-EServerSocket-112: [1:33:42:1:0:0:0:INFO]
> Handling incoming ReqMktData message.
> PY 11:39:38:603 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Started
> reading message:
> PY 11:39:38:604 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Finished
> reading message:
> PY 11:39:38:604 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] wb::
> [version=7,ID=-95619,action=null,reqDesc=Symbol=TWSLINKFAKE1
> Type=STK  Expiry=null  Strike=0.0  Put/Call=?  Exchange=SMART
> CompExch=null  Currency=USD  Multiplier=null  IbLocalSymbol=null
> includeExpired=false  Legs=null,combo=null,genericTickList=null]
> PY 11:39:38:604 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET]
> [7;-95619;TWSLINKFAKE1;STK;null;0.0;2;null;SMART;null;USD;null;false]
> PY 11:39:38:604 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Start
> validating message:
> PY 11:39:38:604 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Finished
> validating message:
>
>
> Many thanks
>

#506 From: "alexa.infra" <alexa.infra@...>
Date: Tue Jan 13, 2009 2:55 pm
Subject: "Can't find order with id" message loop
alexa.infra
Offline Offline
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I've faced with the following problem: sometimes twslink stuck in
endless loop of messages "Can't find order with id=..." (order event
# 135). This order id is changed from time to time, but I never used
this order id. Could you help me with it?

Here the repeated part of TWS log file (all file is about 250 mb):

PY 11:39:37:816 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Started
processing message:
PY 11:39:37:816 JTS-EServerSocket-112: SECDEF  Sending
reqId=FixSecDefReqBySymbol95989  symbol=TWSLINKFAKE1 0 SMART
PY 11:39:37:816 JTS-EServerSocket-112: [1:33:42:1:0:0:0:INFO]
Requested market data.
PY 11:39:37:816 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Finished
processing message:
PY 11:39:38:215 JTS-CCPDispatcher-17: SECDEF  Handling
reqId=FixSecDefReqBySymbol95989
PY 11:39:38:215 JTS-CCPDispatcher-17: [1:33:42:1:0:4:2:DET] Sending
error.
PY 11:39:38:216 JTS-CCPDispatcher-17: [1:33:42:1:0:4:2:DET]
[4;2;-95618;200;No security definition has been found for the request]
PY 11:39:38:216 JTS-CCPDispatcher-17: [1:33:42:1:0:4:2:DET] Error
sent.
PY 11:39:38:216 JTS-EServerSocket-112: [1:33:42:1:0:0:0:INFO]
Handling incoming CancelOrder message.
PY 11:39:38:216 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Started
reading message:
PY 11:39:38:216 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Finished
reading message:
PY 11:39:38:216 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] mb::
[version=1,ID=9319]
PY 11:39:38:216 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Start
validating message:
PY 11:39:38:217 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Finished
validating message:
PY 11:39:38:217 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Started
processing message:
PY 11:39:38:217 JTS-EServerSocket-112: [1:33:42:1:0:4:2:DET] Sending
error.
PY 11:39:38:217 JTS-EServerSocket-112: [1:33:42:1:0:4:2:DET]
[4;2;9319;135;Can't find order with id =9319]
PY 11:39:38:217 JTS-EServerSocket-112: [1:33:42:1:0:4:2:DET] Error
sent.
PY 11:39:38:217 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Finished
processing message:
PY 11:39:38:603 JTS-EServerSocket-112: [1:33:42:1:0:0:0:INFO]
Handling incoming ReqMktData message.
PY 11:39:38:603 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Started
reading message:
PY 11:39:38:604 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Finished
reading message:
PY 11:39:38:604 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] wb::
[version=7,ID=-95619,action=null,reqDesc=Symbol=TWSLINKFAKE1
Type=STK  Expiry=null  Strike=0.0  Put/Call=?  Exchange=SMART
CompExch=null  Currency=USD  Multiplier=null  IbLocalSymbol=null
includeExpired=false  Legs=null,combo=null,genericTickList=null]
PY 11:39:38:604 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET]
[7;-95619;TWSLINKFAKE1;STK;null;0.0;2;null;SMART;null;USD;null;false]
PY 11:39:38:604 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Start
validating message:
PY 11:39:38:604 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Finished
validating message:


Many thanks

#505 From: "alexa.infra" <alexa.infra@...>
Date: Tue Jan 13, 2009 3:07 pm
Subject: "Can't find order with id" message loop
alexa.infra
Offline Offline
Send Email Send Email
 
I've faced with the following problem: sometimes twslink stuck in
endless loop of messages "Can't find order with id=..." (order event
# 135). This order id is changed from time to time, but I never used
this order id. Could you help me with it?

Here the repeated part of TWS log file (all file is about 250 mb):

PY 11:39:37:816 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Started
processing message:
PY 11:39:37:816 JTS-EServerSocket-112: SECDEF  Sending
reqId=FixSecDefReqBySymbol95989  symbol=TWSLINKFAKE1 0 SMART
PY 11:39:37:816 JTS-EServerSocket-112: [1:33:42:1:0:0:0:INFO]
Requested market data.
PY 11:39:37:816 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Finished
processing message:
PY 11:39:38:215 JTS-CCPDispatcher-17: SECDEF  Handling
reqId=FixSecDefReqBySymbol95989
PY 11:39:38:215 JTS-CCPDispatcher-17: [1:33:42:1:0:4:2:DET] Sending
error.
PY 11:39:38:216 JTS-CCPDispatcher-17: [1:33:42:1:0:4:2:DET]
[4;2;-95618;200;No security definition has been found for the request]
PY 11:39:38:216 JTS-CCPDispatcher-17: [1:33:42:1:0:4:2:DET] Error
sent.
PY 11:39:38:216 JTS-EServerSocket-112: [1:33:42:1:0:0:0:INFO]
Handling incoming CancelOrder message.
PY 11:39:38:216 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Started
reading message:
PY 11:39:38:216 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Finished
reading message:
PY 11:39:38:216 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] mb::
[version=1,ID=9319]
PY 11:39:38:216 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Start
validating message:
PY 11:39:38:217 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Finished
validating message:
PY 11:39:38:217 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Started
processing message:
PY 11:39:38:217 JTS-EServerSocket-112: [1:33:42:1:0:4:2:DET] Sending
error.
PY 11:39:38:217 JTS-EServerSocket-112: [1:33:42:1:0:4:2:DET]
[4;2;9319;135;Can't find order with id =9319]
PY 11:39:38:217 JTS-EServerSocket-112: [1:33:42:1:0:4:2:DET] Error
sent.
PY 11:39:38:217 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Finished
processing message:
PY 11:39:38:603 JTS-EServerSocket-112: [1:33:42:1:0:0:0:INFO]
Handling incoming ReqMktData message.
PY 11:39:38:603 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Started
reading message:
PY 11:39:38:604 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Finished
reading message:
PY 11:39:38:604 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] wb::
[version=7,ID=-95619,action=null,reqDesc=Symbol=TWSLINKFAKE1
Type=STK  Expiry=null  Strike=0.0  Put/Call=?  Exchange=SMART
CompExch=null  Currency=USD  Multiplier=null  IbLocalSymbol=null
includeExpired=false  Legs=null,combo=null,genericTickList=null]
PY 11:39:38:604 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET]
[7;-95619;TWSLINKFAKE1;STK;null;0.0;2;null;SMART;null;USD;null;false]
PY 11:39:38:604 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Start
validating message:
PY 11:39:38:604 JTS-EServerSocket-112: [1:33:42:1:0:0:0:DET] Finished
validating message:


Many thanks

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