This line in report explains it: 354: Requested market data is not subscribed.NQ NYSE/DEEP (for id 2)
In TWS, select an instrument, and pop up the "Market Depth" window. If you can' see market depth in TWS, you will not be able to get in JBT. On Mon, Aug 11, 2014 at 9:38 PM, Ben <[email protected]> wrote: > Hi Eugene, > > I used the real IB account. I checked the report and pasted part of the > report below. Should the market data be subscribed first? > > Thanks, > Ben > > > 08/11/1407:21:39.994JBookTraderRunning mode changed to: Forward Testing > 08/11/1407:21:41.117JBookTraderConnecting to TWS08/11/1407:21:41.127 > JBookTraderConnected to TWS08/11/1407:21:41.128IB API2104: Market data > farm connection is OK:usfarm.us08/11/1407:21:41.128IB API2104: Market > data farm connection is OK:usfarm08/11/1407:21:41.129IB API2106: HMDS > data farm connection is OK:ushmds08/11/1407:21:41.131AccountAvailableFunds: > 25000.0008/11/1407:21:41.164IB API2100: API client has been unsubscribed > from account data.08/11/1407:21:41.167JBookTraderMonitoring server started > 08/11/1407:21:41.169Sample_NQStrategy started. Trading schedule: 08:00 to > 16:30 (America/New_York)08/11/1407:21:41.169JBookTraderRequested contract > details for instrument NQ-NYSE-STK08/11/1407:21:41.170JBookTraderRequested > book data for instrument NQ-NYSE-STK08/11/1407:21:41.170JBookTraderRequested > market data for instrument NQ-NYSE-STK08/11/1407:21:41.206IB APIContract > details: > ID: 2 > Trading class: NQ > Exchanges: > SMART,NYSE,ISE,CHX,ARCA,ISLAND,IBSX,DRCTEDGE,BEX,BATS,EDGEA,LAVA,CSFBALGO,JEFFALGO,BYX,IEX,PSX > Long name: NQ MOBILE INC - ADR > Market name: NQ > Minimum tick: 0.01 > Contract month: null > Time zone id: EST5EDT > Trading hours: 20140811:0930-1600;20140812:0930-1600 > Liquid hours: 20140811:0930-1600;20140812:0930-1600 > 08/11/1407:21:41.348IB API354: Requested market data is not subscribed.NQ > NYSE/DEEP (for id 2) > > > > > On Monday, August 11, 2014 8:22:36 PM UTC-5, Eugene Kononov wrote: > >> My guess is that you were using a "demo" IB account. To get real time >> market data, you need to use either a paper-trading IB account, or a real >> IB account. >> >> >> On Mon, Aug 11, 2014 at 8:05 PM, Ben wrote: >> >>> Hi Ali, >>> >>> I can run the sample strategy with sample data, and get net profit >>> results via optimizer (brute force or conquer ÷). But when running >>> forward test in the daytime, no live market data were saved in the >>> /marketdata folder. Under that strategy, book and price were blank; the >>> rest were all zeros. In Help/About JbookTrader/API Info, the Server Version >>> is 71, and Client Version is 53 (it was connected to IB, right?). I can't >>> figure out why. Any suggestion? Thanks! >>> >>> Ben >>> >>> >>> On Saturday, August 9, 2014 2:53:54 PM UTC-5, Ali Farahani wrote: >>> >>>> LongDefender and ShortDefender strategies all had the same model with >>>> different Parameters. >>>> >>>> On Saturday, August 9, 2014, Ali Farahani wrote: >>>> >>>> The Sample strategy is a Long strategy (goLong). Using this sample you >>>>> can write code (a few lines) to trade in short positions using different >>>>> parameters. The Sample Java file has all the pieces you need to write any >>>>> type of strategy. You may also want go through the Forum discussions to >>>>> get >>>>> more familiar with the JBT framework itself. >>>>> >>>>> Ali >>>>> >>>> -- >>> You received this message because you are subscribed to the Google >>> Groups "JBookTrader" group. >>> To unsubscribe from this group and stop receiving emails from it, send >>> an email to [email protected]. >>> To post to this group, send email to [email protected]. >>> >>> Visit this group at http://groups.google.com/group/jbooktrader. >>> For more options, visit https://groups.google.com/d/optout. >>> >> >> -- > You received this message because you are subscribed to the Google Groups > "JBookTrader" group. > To unsubscribe from this group and stop receiving emails from it, send an > email to [email protected]. > To post to this group, send email to [email protected]. > Visit this group at http://groups.google.com/group/jbooktrader. > For more options, visit https://groups.google.com/d/optout. > -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader. For more options, visit https://groups.google.com/d/optout.
