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Trading system interaction with Interactive Brokers via TWS

Posted By invingator 7 Years Ago

Trading system interaction with Interactive Brokers via TWS

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Posted Wednesday February 10 2010
Hi,

I have a trading system that works fine in simulation. When it is linked to IB via TWS, it does not seem to work. I would also try to submit discretionary orders, they would get registered in RE, but they would not show up in TWS. I am able to download historical data via TWS, and the API tab appears, which tells me that the interaction between RE and TWS is working...at least partially, since nothing shows up on the API tab in TWS.

I also tried to synch positions in RE from TWS:
BrokerAccountState myAccount = new BrokerAccountState();
      List pendingOrders = myAccount.PendingOrders;
      List positions = myAccount.Positions;

The counts of both pendingOrders and positions is zero - even though in TWS there are orders.

I am using Windows 7 Ultimate 64bit, with Java 32 and 64 bit (both versions installed), and TWS 4 (I had to install Java 32 bit after I already had it 64-bit, in order for TWS to install - it would not otherwise).

Also - the license I had for RE 2008 Ed 2 does not work with RE 2010 RC1.

I would appreciate some insight into this situation.

Thank you.
Posted Thursday February 11 2010
Sounds like your broker setting is set for Paper Broker and not IB?

invingator (2/10/2010)
Hi,

I have a trading system that works fine in simulation. When it is linked to IB via TWS, it does not seem to work. I would also try to submit discretionary orders, they would get registered in RE, but they would not show up in TWS. I am able to download historical data via TWS, and the API tab appears, which tells me that the interaction between RE and TWS is working...at least partially, since nothing shows up on the API tab in TWS.

I also tried to synch positions in RE from TWS:
BrokerAccountState myAccount = new BrokerAccountState();
      List pendingOrders = myAccount.PendingOrders;
      List positions = myAccount.Positions;

The counts of both pendingOrders and positions is zero - even though in TWS there are orders.

I am using Windows 7 Ultimate 64bit, with Java 32 and 64 bit (both versions installed), and TWS 4 (I had to install Java 32 bit after I already had it 64-bit, in order for TWS to install - it would not otherwise).

Also - the license I had for RE 2008 Ed 2 does not work with RE 2010 RC1.

I would appreciate some insight into this situation.

Thank you.
Posted Thursday February 11 2010
That was it, thank you!

Also - what about the license? Seems like RE 2010 license is not compatible with RE 2008 - what would one need to do to update it?

Thanks!
Posted Friday February 12 2010
See [url=http://www.rightedgesystems.com/forums/Topic10824-7-1.aspx][/url]
Posted Wednesday February 24 2010
I'm looking in RE, but very concerned that you can't sync RE's position to the broker position. Am I interpreting the original question in this thread correctly that you CAN now sync RE to the broker?
If this is still not possible, how do people get around this? It seems very dangerous to have a software crash/pc restart/etc cause a trading system to become out of sync with reality.
Posted Thursday February 25 2010
It does not auto sync with the broker. In the situation you describe, RightEdge will hold what it knows as the current state and when you reconnect it will ask to verify what it has versus reality.

tecman234 (2/24/2010)
I'm looking in RE, but very concerned that you can't sync RE's position to the broker position. Am I interpreting the original question in this thread correctly that you CAN now sync RE to the broker?
If this is still not possible, how do people get around this? It seems very dangerous to have a software crash/pc restart/etc cause a trading system to become out of sync with reality.


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