IB Charting --- Problem in GMT+10

Discussion in 'Interactive Brokers' started by kiwi_trader, May 16, 2005.

  1. In this post I pointed out a problem I was having with backfill from Sierrachart:

    http://www.elitetrader.com/vb/showthread.php?s=&postid=747399#post747399

    The problem is that I am at GMT+10 (Australia) and this is after the time of the two exchanges I download data from .... Globex in Chicago and HKFE in Hong Kong.

    When my computer clock is set to GMT+10 the backfill sometimes works. And sometimes it does not. More information is provided at:
    http://www.sierrachart.com/discus/messages/2/3321.html?1116244875, and earlier at
    http://www.sierrachart.com/discus/messages/2/3259.html?1116098775

    Jerry Medved made some suggestions and didnt believe that the problem applied with Quotetracker. The Sierra team didnt think that the suggestions applied to the problem I was experiencing and asked me if QT was free of the problem.

    So I downloaded QT and figured how to make it work with my two futures contract.

    Tonight I have confirmed that the problem applies to both Quotetracker and Sierrachart. At various times of the day, if your computer clock (and IB TWS) are set to GMT+10 then QT and SC can not download backfill data. By contrast if I change the time to EST both can download backfill data.

    Can someone at IB please comment on this?
     
  2. One further experiment.

    If I start IB TWS on GMT+10 and then change the clock to GMT-5 (TWS still retains the GMT+10 time zone) then the fault remains. If TWS is restarted to change to the GMT-5 zone then the fault disappears.
     
  3. The problem I refered to in the other post did not involve changing the system time while the software is running. Doing so is very likely to screw up any time sensitive software
     
  4. Jerry.

    I started with the system time at GMT+10.

    I started the software. It didnt work.


    I exited the software. I changed it to GMT-5. I restarted the software. It did work.

    The issue isnt your software or SierraCharts which are both performing just fine (except in combination with TWS in this timezone). The issue is with TWS, whether the time is changed on the fly or after system restarts. As a long time software builder I have experimented with all combinations to find clues.
     
  5. Note: TWS 843.7 java 1.4.2_04

    Later today when HSI i closed and the backfill doesnt work I will do one experiment I failed to try ... upgrade to the latest version of TWS and see if anything is different.
     
  6. This is actually a general problem. I found it a few days ago placing Good After Time orders through the API. IB is looking at it.
     
  7. A note to advise that the latest browser based TWS 846.4 does not show this problem at times when the standalone is experiencing it. Tested ok.

    "This problem should be resolved in the current browser TWS 846.4.
    This will eventually be released as a standalone download as well.

    Tim
    Interactive Brokers "
     
  8. I thought this problem was gone but either:

    - it hadnt gone; or
    - I have found a different version of it.

    I lost my data feed for most of the afternoon HSI session. This means that I had the morning session (HK 9:45-12:30 = Bris 11:45-2:30) but was missing the afternoon session that started 2:30HK = 4:30 Bris.

    So I used the web based TWS to get the latest version (I have latest version Java) and I deleted the data I had taking me back to the last seconds of the morning session (first I backed up the data file in case I had to repeat it). And I got this message:


    Software version: 63 21:38:58 06/07/05
    Usage end date: 8/28/2006 21:38:58 06/07/05

    Connecting to data feed server 127.0.0.1 port 7496 .... 21:38:59 06/07/05
    Waiting for acceptance .... 21:38:59 06/07/05
    Connected to data feed server. Version 18 21:39:03 06/07/05
    Next valid data feed ID: 1 21:39:03 06/07/05
    Starting updates for: HSIM5-FUT-HKFE RQN: 20 21:39:07 06/07/05
    Downloading intraday chart data for HSIM5-FUT-HKFE -> HSIM5-FUT-HKFE.mnd 21:39:08 06/07/05
    Requesting 30001 seconds of data for HSIM5-FUT-HKFE 21:39:08 06/07/05
    Data Feed Message: Historical Market Data Service query failed.:Invalid starting time (future data request) Error Code: 162 RQN: 40 21:39:10 06/07/05
    Received 0 records of data and 0 records written for day 0 21:39:10 06/07/05
    Intraday download COMPLETE for HSIM5-FUT-HKFE 21:39:10 06/07/05


    I experimented with a number of different approaches but kept getting the message. So I then deleted the morning data as well so that the starting time corresponded to the last seconds of yesterdays session. At this point it worked and I got this message.


    Connecting to data feed server 127.0.0.1 port 7496 .... 21:39:58 06/07/05
    Waiting for acceptance .... 21:39:58 06/07/05
    Connected to data feed server. Version 18 21:40:02 06/07/05
    Next valid data feed ID: 1 21:40:02 06/07/05
    Starting updates for: HSIM5-FUT-HKFE RQN: 20 21:40:02 06/07/05
    Downloading intraday chart data for HSIM5-FUT-HKFE -> HSIM5-FUT-HKFE.mnd 21:40:03 06/07/05
    Requesting 86400 seconds of data for HSIM5-FUT-HKFE 21:40:03 06/07/05
    Receiving 6/7/2005 intraday data for HSIM5-FUT-HKFE 21:40:04 06/07/05
    Received 270 records of data and 270 records written for day 0 21:40:04 06/07/05
    Intraday download COMPLETE for HSIM5-FUT-HKFE 21:40:04 06/07/05


    So it "sort of" works but not well because I lose all the tick data for the first half of the day by this solution. I repeated this from the close of the session sporadically for the next 3.5 hours and I am still stuck with having to take the whole day. Any ideas please IB?