Thanks mate, what a head-f***, looks like my fix to my previous code for
futures using premium data and ticksize was my undoing with the last error,
changed it from ticksize to 0, and now seems to work great.
if
(Lsetup && possize==0)
{
if( ibc.IsConnected() )
{
// OrderID = ibc.PlaceOrder(Ticker, "BUY",
Numcontracts, OT, BuyLim+0*TickSize, BuyLim, TIF, False,TickSize);
// ibc.PlaceOrder(Ticker, "SELL", Numcontracts,
"STP", Lstop, Lstop, "GTC", True, TickSize, "", OrderID );
OrderID = ibc.PlaceOrder(Ticker, "BUY",
Numcontracts, OT, BuyLim+2*TickSize, BuyLim, TIF, False,0);
ibc.PlaceOrder(Ticker, "SELL", Numcontracts, "STP",
Lstop, Lstop, "GTC", True, 0, "", OrderID );
}
}
else if
(Ssetup && possize==0)
{
if( ibc.IsConnected() )
{
// OrderID = ibc.PlaceOrder(Ticker, "SELL",
Numcontracts, OT, SellLim-2*TickSize, SellLim, TIF, False,TickSize);
// ibc.PlaceOrder(Ticker, "BUY", Numcontracts, "STP",
Sstop, Sstop, "GTC", True, TickSize, "", OrderID );
OrderID = ibc.PlaceOrder(Ticker, "SELL",
Numcontracts, OT, SellLim-2*TickSize, SellLim, TIF, False,0);
ibc.PlaceOrder(Ticker, "BUY", Numcontracts, "STP",
Sstop, Sstop, "GTC", True, 0, "", OrderID );
}
}
Cheers
Dave
On 3/08/10 8:02 PM, "Tomasz Janeczko" <[email protected]> wrote:
>
>
>
>
>
> Hello,
>
> The rule is:
> FIRST check supported version of TWS on http://www.amibroker.com/at/
> and THEN upgrade TWS.
>
> Upgrading TWS without checking if it is supported or not will almost
> inevitably lead to problems
> because IB often changes things and these are pretty often compatibility
> breaking changes.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> On 2010-08-03 11:57, David Weir wrote:
>> Re: [amibroker] IB FX quote FORMAT doesn't work Ok, whoops, did not
>> realise there was a version 1.3.2 now (was using 1.3) ... Getting another
>> error now, about minimum price variation for contract, but at least some
>> progress.
>>
>> Cheers
>>
>> Dave
>>
>>
>>
>> On 3/08/10 7:31 PM, "David Weir" <[email protected]> wrote:
>>
>>
>>>
>>>
>>>
>>>
>>>
>>> I have the same problem with futures using at (automated trading), even did
>>> the ib.dll upgrade.
>>>
>>> Cheers
>>>
>>> Dave
>>>
>>>
>>>
>>> On 20/07/10 5:13 AM, "louies88" <[email protected]> wrote:
>>>
>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>> Has anyone ever had a problem with the quotes coming from IB after an TWS
>>>> upgrade? I'm having a terrible problem with the FX & Futures quotes from
>>>> IB. Equity quotes are fine, except the futures and FX quotes are not
>>>> updating in AB. And yes...I typed in the right format for both. For FX, I
>>>> typed this:
>>>>
>>>> EUR.USD-IDEALPRO-CASH
>>>>
>>>> For USD index, I typed this:
>>>>
>>>> DXU0-NYBOT-FUT
>>>>
>>>> ESU0-GLOBEX-FUT (SP FUTURES)
>>>>
>>>> ZB SEP 10-ECBOT-FUT (BOND)
>>>>
>>>> But somehow the quotes don't come through. It was ok before the TWS
>>>> upgrade. Anybody has any idea?
>>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>
>>>
>>>
>>>
>>>
>>
>>
>
>
>
>
>
