A new problem with TWS DDE API...

Discussion in 'Automated Trading' started by TraDaToR, Oct 27, 2008.

  1. TraDaToR



    This system will never be finished...LOL.

    For the last 2 days i've been simulating my new system on TWS Papertrader, orders are sent to the exchange but not "submitted" until something like 20 seconds( it remains blue instead of green )... When I send one order manually, it is instantly submitted but not API orders...

    There mustn't be errors in the order description since it's submitted fine after the delay, and it wouldn't appear in TWS if it was false...

    What's happening?

    Thanks a lot.
  2. tommaso


    You are providing little information to help you.

    why not to post the code where define orders.

    What primary market are you using?

  3. TraDaToR


    Thanks Tommaso,

    In fact, my problem is not really code related. It's the same exact code as before and it was submitting orders fine , but now It just takes time to get "green".

    It seems that any order coming from the API stays "blue"( transmitted but not submitted ) really long. It must be something between the API and TWS ...I didn't change anything the API settings, but...I was just asking if someone had this kind of problems before...

    The market is ECBOT but again, it's simulation... No reason to take time to be submitted.
  4. tommaso


    Lately I had a similar problem with some symbol, and it went away changing the primary market.

    Don't know if this can apply to your case (but to try does not cost anything).

    As to the rest, at the moment everything seems to work fine with the tws API (which I am using everyday).

  5. moron28


    IB keeps updating the TWS API. Some order fields that were optional before could now be mandatory. A missing order field could be causing the delay with the latest API. I would suggest you take a look at your code and try to set all fields explicitly, as far as possible. See if this fixes the problem.

    I've had to do this several times over the last few years - code that used to work properly stops working the moment a TWS update is installed. Each time I've fixed it by explicitly specifying order fields instead of using the defaults.
  6. TraDaToR


    I thought the same since ECBOT is no more and it's now globex for ags and liffe euronext for metals but it's not the case... My instruments are still on ECBOT.

    Thank you... I will ask IB about it.
  7. TraDaToR


    Thanks Moron,

    It would be weird since I didn't update the API, nor TWS in the last 2 days... Prior to that everything was fine...
    I can't bear those order attributes by the way, they gave me so much headaches...:( :(
  8. TraDaToR


    Today everything is working perfectly fine... weird.