IQFeed is a financial data service company not a broker. So I use IQfeed
together with IB using the data of IQFeed and send the orders to the exchange
via IB. Well actually I am still using IB data for the autotrading but it can
also be done using IQFeed. Only problem is that if you use Name() to get the
symbol and place this name in your auto execution rule IB will for instance not
recognise a symbol like @ES#.
So if you used to use for instance:
symb = Name();
OrderID =
ibc.ModifyOrder(OrderID,symb,"BUY",nos_buy,"LMT",ask_price,0,"Day",trueOrFalse
);
now you will have to use:
symb = "@ES#";
OrderID =
ibc.ModifyOrder(OrderID,symb,"BUY",nos_buy,"LMT",ask_price,0,"Day",trueOrFalse
);
rgds, Ed
----- Original Message -----
From: James
To: amibroker@yahoogroups.com
Sent: Friday, October 17, 2008 9:00 PM
Subject: Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I
don't think so!
Are you still clearing through IB or are you clearing with IQFeed?
------------------------------------------------------------------------------
From: Edward Pottasch <[EMAIL PROTECTED]>
To: amibroker@yahoogroups.com
Sent: Friday, October 17, 2008 1:34:41 PM
Subject: Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I
don't think so!
hi
I use IQFeed. Is less expensive compared to eSignal but the quotes are very
comparable to the quotes on your TWS. You can just use it for trading except
that some of the symbols are different. Stocks are basicly the same but futures
you will have to hardcode the IQFeed name into your AFL for instance when you
are autotrading. So in some cases you will have to hardcode the symbol name in
your AFL,
rgds, Ed
----- Original Message -----
From: Peter
To: [EMAIL PROTECTED] ps.com
Sent: Friday, October 17, 2008 8:25 PM
Subject: RE: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I
don't think so!
Hi
Same for me with ESZ8-GLOBEX- FUT. Hopeless!!
Can anyone comment on using another live data supplier e.g. eSignal and
still use Amibroker to trade a Interactive Brokers account? Is this possible?
Peter
From: [EMAIL PROTECTED] ps.com [mailto:amibroker@ yahoogroups. com] On
Behalf Of James
Sent: Saturday, 18 October 2008 7:09 a.m.
To: [EMAIL PROTECTED] ps.com
Subject: Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I
don't think so!
I am currently trying to backfill 1 day of data for 6CZ8-GLOBEX- FUT. It
has been running for over two hours and the Plugin Status window says:
Connected OK
Backfilling (#18) 6CZ8-GLOBEX- FUT (1/1)
No throttling messages to my knowledge. It is streaming fine from the
moment I clicked on the symbol, but the overnight history is missing.
----------------------------------------------------------------------------
From: Tomasz Janeczko <[EMAIL PROTECTED] com>
To: [EMAIL PROTECTED] ps.com
Sent: Friday, October 17, 2008 2:48:17 AM
Subject: Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I
don't think so!
Hello,
The fix was required because recent TWS started to REJECT
backfill requests with same requestID but different start/end times.
Pre-1.8.0 versions used same requestID for ONE symbol in order
to backfill more than 5 days for one symbol.
But new TWS simply rejects it with error code.
So new (1.8.0) uses continuously increasing requests IDs for
each subsequent backfill request and this is actually the only
way to get backfill longer than 5 days working with newest TWS.
It works fine on my end and from the feedback I received in a couple of
days,
it works for others too better than 1.7.0
Error 162 is "Historical market Data Service error message."
It means that something is wrong on TWS/IB end (i.e. with their historical
server).
You may be not connected or you may be facing IB throttling.
As I wrote many times on this list TWS has *fixed* limit of 1 backfill at a
time.
It can not be worked around. This is hardcoded in TWS.
Therefore you need to ask for data once at a time.
Best procedure is as to run AB before market open, put the symbols you need
into Real-time QUote window, click with RIGHT mouse button over plugin
status
window and select "Backfill All RTQ symbols", this will step through all
rt quote window symbols once at a time at backfill them all.
If you experience problems with pacing violation you may also go to
File->Database Settings,
click "Configure" and turn OFF "automatic backfill on first data access".
As written here:
http://www.amibroke r.com/ib. html
If you switch "automatic backfill on first data access" option off, you
will still be able to backfill data for current symbol or all symbols in
real-time quote window list usign appropriate menu options from plugin status
menu.
Backfill Current option allows to force backfill of currently selected
symbol, while Backfill All RTQ symbols allow to force backfill of all symbols
listed in Real-Time Quote window. Backfill of multiple symbols is performed
sequentially (one at a time) due to limitations of TWS.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Barry Scarborough" <[EMAIL PROTECTED] .us>
To: <[EMAIL PROTECTED] ps.com>
Sent: Friday, October 17, 2008 5:30 AM
Subject: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't
think so!
> Tomasz I think there is a problem.
>
> I added this dll and it hung up on the first symbol it tried to back
> fill, AA. I tried to cancel back fill and I got a 162 error message
> and that would not go away. After about 3 minutes I shutdown and
> reconnected IB. The 162 message went away and AB went to the next
> symbol to download, AIG. That says backfilling( #4) AIG (1/1) and that
> keeps flashing about once a second but never back fills the symbol
> and never advances to the next symbol in the list. AIG is the second
> symbol in the list. After a while I get an error from TWS that I had
> reached the throttling error on attempting to back fill AIG. Well
> when it started up it started backfilling the symbol displayed on the
> chart, TFZ8 and says it is #6 and flashed at one second intervals,
> never backfills as the status continually says Connected OK.
>
> I have a formula that uses foreign to plot all the symbols in my data
> base so I don't have to worry about back filling except on startup. I
> stopped that, shut AB down and restarted it and it now says
> Backfilling( #1) AIG (1/1) with the one second flash telling me it
> connected OK.
>
> I installed the plugin with TWS running. So I shut AB down, and
> started again this time with the old DLL, 1.6.8.0. Same thing. So I
> shut AB and TWS down and replaced the old with the new DLL and stated
> it up again. All worked well until I stared the formula above. It
> hung on the symbol it was downloading and kept flashing until the
> throttling error. At this point I shut AB down and started it again
> and not it is hung backfilling the chart symbol. I shut down TWS and
> restarted it and it did the same thing.
>
> OK Now I am back to where I started. 1.6.8.0 installed and TWS
> restarted. Guess what. As long as I don't start my formula to plot
> all the symbols it will back fill as I click on the symbol. But when
> I start my formula it hangs. What was working before I tried to use
> DLL 1.8.0 no longer works. I would think getting it back to where it
> was before using the new DLL would fix the problem but it seems like
> that isn't the case. I can back fill some tickers but when I hit the
> more complex ones, like COMP-NASDAQ- IND it starts with the one minute
> flashing.
>
> What is going on? Me thinks there is a bug somewhere. Do you have any
> idea where? I am using AB 4.90.5. TWS 887.2 and JAVA 1.6.0_07. It
> worked all day and not it is broke. I guess the old adage applies, if
> it ain't broke don't fix it.
>
> HELP,
> Barry
>
> --- In [EMAIL PROTECTED] ps.com, "Tomasz Janeczko" <[EMAIL PROTECTED]>
> wrote:
>>
>> Hello,
>>
>> http://www.amibroke r.com/devlog/ 2008/10/15/ interactive- brokers-tws-
> plugin-version- 180/
>>
>> A new Interactive Brokers TWS data plugin version 1.8.0 is released
> now.
>>
>> This version fixes "Duplicate ticker ID for API historical Data
> query" error that occurred sometimes with newest TWS version.
>>
>> It is available for download from:
>> http://www.amibroke r.com/bin/ ib180/IB. dll
>>
>> (to be copied to Plugins subfolder, replacing old version)
>>
>> Installation instructions can be found here:
>> http://www.amibroke r.com/ib. html
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>>
>
>
>
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>
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