Interactive Brokers new version problem with data feed - new IB API to come

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dahmen walter
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Interactive Brokers new version problem with data feed - new IB API to come

Postby dahmen walter » 09 Oct 2017

Hello to developers,

yesterday I switched from IB Build 967.1e, Aug 22, 2017 12:00:06 PM to the new version 968.2a - Today I realized that there are 2 problems with Forex data:
1) data based on field trade are no longer updated Ask data are however functioning correctly
2) EUR.ZAR, GBP.ZAR and USD.ZAR are not saved completely to database (was present in previous versions and temporarily gone - works correctly on 967.1e.

I therefore switched back to Build 967.1e and the malfunctions are gone. I am on MC 11 Build 14943.

Could you be in contact with IB to overcome this situation?

The next question in regard to backfil of tick data is as follows:
At present backfil for tick data to correct for problems e.g. to disconnections of internet is in second bars, not in time and sales ticks.
IB announces a new API version: https://www.interactivebrokers.com/en/i ... 967#966-03


Tick-by-Tick Historical Market Data via API

Effective with API version 973.04, you can now retrieve tick-by-tick historical data via the API using the function IBApi::EClient::reqHistoricalTicks, which corresponds to the TWS Time & Sales window.

For samples and more information, see http://interactivebrokers.github.io/tws ... sales.html.

Are there plans to implement this functionality and when would it reasonably be expected to be released?

Best regards

Walter

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Anna MultiCharts
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Re: Interactive Brokers new version problem with data feed - new IB API to come

Postby Anna MultiCharts » 11 Oct 2017

Hello, Walter!

The engineers have investigated this on our side and here’s their reply:

1) Trades on Forex instruments don’t update on demo accounts. We tested this in IB API Sample and the data won’t come there too.
BUT: on Sim and Live accounts trades work fine.

2) Please, specify the following: “EUR.ZAR, GBP.ZAR and USD.ZAR are not saved completely to database” — are you referring to saving of the downloaded data into the local database or to searching for the symbol by means of Lookup? If second, please try to run TWS as Administrator and see if it helps.

3) As for the tick data from IB, our engineers are working on adopting this in MultiCharts, but I'm afraid there’s no ETA yet.

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Re: Interactive Brokers new version problem with data feed - new IB API to come

Postby Zheka » 11 Oct 2017

Re 1): Interesting! What does IB API provide as Trades for FX?

Because IB API states that "TRADES" Tick Type is not available for FX.
https://interactivebrokers.github.io/tw ... at_to_show

Has seen requests for Trades generate errors just 2 days ago.

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Re: Interactive Brokers new version problem with data feed - new IB API to come

Postby dahmen walter » 11 Oct 2017

Hello Anna,

thanks for taking care.
Hello, Walter!

The engineers have investigated this on our side and here’s their reply:

1) Trades on Forex instruments don’t update on demo accounts. We tested this in IB API Sample and the data won’t come there too.
BUT: on Sim and Live accounts trades work fine.
I installed Traderworkstation 968.2a on Sunday, October 08.
I am using Live account exclusively and on Monday, October 09, in the morning I realized that minute charts based on the quote field trade (introduced with MC version 10 as midpoint quote field with IB) had failed to update. - Ask field based charts updated normally Restart of TWS and of MC did not change the behaviour.
Using TSW 967.1e made everything work smoothly again.
2) Please, specify the following: “EUR.ZAR, GBP.ZAR and USD.ZAR are not saved completely to database” — are you referring to saving of the downloaded data into the local database or to searching for the symbol by means of Lookup? If second, please try to run TWS as Administrator and see if it helps.
I am using 40 currency pairs from AUD.JPY over EUR.USD t0 USD.ZAR
All are working fine for collecting realtime data without plotting except the three .ZAR based items EUR.ZAR, GBP.ZAR and USD.ZAR. With these no data are collected without a workspace open using these data and with the first use of the TWS 968.2a from October 08, 17:15 EST = 23:15 CET (both on daylight saving time) closing of quote manger did not save the data for these ZAR instruments based on the observation that for all other items only the 10 minutes from closing quote manager were backfilled while in contrast the .ZAR instruments were reloading all the data from 17:15 EST onwards. So it seemed obvious to me that there may have been a change in TWS API behaviour in communicating with quotemanager making a contact with IB an option.
3) As for the tick data from IB, our engineers are working on adopting this in MultiCharts, but I'm afraid there’s no ETA yet.
Great - please communicate the Date of implementation (maybe next release of MC).

I will stay for the time being with TWS 967 as the communication with MC is working fine with this version.

Best regards

Walter

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Anna MultiCharts
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Re: Interactive Brokers new version problem with data feed - new IB API to come

Postby Anna MultiCharts » 12 Oct 2017

Hello, Zheka!

Midpoint data is requested for Forex trades from IB.

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Re: Interactive Brokers new version problem with data feed - new IB API to come

Postby Anna MultiCharts » 12 Oct 2017

Walter,

Please, come to our Live Chat MON-FRI from 6:30 AM to 12:00 PM EST (11:30 AM to 5:00 PM GMT) to demonstrate the issue with ZAR instruments to our engineers via remote connection. The engineers will also install IB API Sample to check the avaialability of requested data (trades) on your account.
Live Chat is accessible from our web site http://www.multicharts.com/ (at the top of the page).

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Re: Interactive Brokers new version problem with data feed - new IB API to come

Postby Zheka » 12 Oct 2017

Midpoint data is requested for Forex trades from IB
.
I know, Anna. I was the one who requested this feature to be implemented.

But Walter referenced different MC behavior under different IB API versions - and this made me curious.

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Re: Interactive Brokers new version problem with data feed - new IB API to come

Postby dahmen walter » 12 Oct 2017

Walter,

Please, come to our Live Chat MON-FRI from 6:30 AM to 12:00 PM EST (11:30 AM to 5:00 PM GMT) to demonstrate the issue with ZAR instruments to our engineers via remote connection. The engineers will also install IB API Sample to check the avaialability of requested data (trades) on your account.
Live Chat is accessible from our web site http://www.multicharts.com/ (at the top of the page).
Hello Anna,

meanwhile the build number for TWS latest has increased from 968.2a to 968.2d (one per working day ?) - I will install on Sunday the at that time latest build and either confirm that this latest build will work as expected on Monday or contact your Live Chat after 10:00 AM EST to investigate the issue.

Best regards

Walter

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Re: Interactive Brokers new version problem with data feed - new IB API to come

Postby TJ » 12 Oct 2017

You do not have to download the the Latest TWS.
You can select to download the stable version of TWS, which updates less frequently.
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dahmen walter
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Re: Interactive Brokers new version problem with data feed - new IB API to come

Postby dahmen walter » 16 Oct 2017

Walter,

Please, come to our Live Chat MON-FRI from 6:30 AM to 12:00 PM EST (11:30 AM to 5:00 PM GMT) to demonstrate the issue with ZAR instruments to our engineers via remote connection. The engineers will also install IB API Sample to check the avaialability of requested data (trades) on your account.
Live Chat is accessible from our web site http://www.multicharts.com/ (at the top of the page).
Hello Anna,

considering TJs hint I will stay with the current working version of IB TWS and will avoid the actual branch.
With this version in combination with latest MC .ZAR Forex instruments are functioning as expected (with MC 9 used up to september 17 this was a persistent problem overcome by having a chart with .zar instruments always open).
Therefore no need to use the live chat at present. Next time I encounter a problem I will give live chat a video taken from actions on screen. I was able to do this today with the open source software ShareX (https://getsharex.com/). Works like a charm.

Best regards

Walter


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