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Direct MessagesDate/Time: Sat, 18 May 2024 20:43:13 +0000
Post From: question for interactive broker
| [2017-06-14 13:54:11] |
| User103949 - Posts: 78 |
|
Hi, I am using IB as my broker and using real time data from sierra chart. And currently I am testing my trading algorithm in a paper account. IB will restart their server every night between 11:00 pm and 12:00 pm. I used to read data from chart by calling sc.Last[sc.Index] and that will work even when the connection with IB is lost. Later I switch to calling data using time and sales function and no longer call sc.Last[sc.Index] from the chart. It seems this will not work when the connection to IB is lost. Please see the following message. I am output each tick when calling time and sales function. After the connection lost, there is no more tick showing. Chart: GC-201708-NYMEX [M] 1 Trades #1 | Study: MR3 | Start Minute is 59 -- Start second is 59 -- Start millisecond is 0 -- and second price is: 1270.6 | 2017-06-13 23:59:59 Chart: GC-201708-NYMEX [M] 1 Trades #1 | Study: MR3 | Start Minute is 59 -- Start second is 59 -- Start millisecond is 1 -- and second price is: 1270.6 | 2017-06-13 23:59:59 Chart: GC-201708-NYMEX [M] 1 Trades #1 | Study: MR3 | Start Minute is 59 -- Start second is 59 -- Start millisecond is 2 -- and second price is: 1270.6 | 2017-06-13 23:59:59 Chart: GC-201708-NYMEX [M] 1 Trades #1 | Study: MR3 | Start Minute is 59 -- Start second is 59 -- Start millisecond is 3 -- and second price is: 1270.6 | 2017-06-13 23:59:59 Interactive Brokers | Stopping automatic Trade Position updates for account: DU22* | 2017-06-14 00:32:15 Interactive Brokers | Requesting Trade Positions snapshot and updates (IB account data updates) for account: DU22* | 2017-06-14 00:32:15 Interactive Brokers | Requesting historical order fills for account DU22*. | 2017-06-14 00:32:15 Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2017-06-14 00:32:15 Interactive Brokers | Received Trade Positions download end message for account DU22* | 2017-06-14 00:32:15 Interactive Brokers | Stopping automatic Trade Position updates for account: DU22* | 2017-06-14 04:32:15 Interactive Brokers | Requesting Trade Positions snapshot and updates (IB account data updates) for account: DU22* | 2017-06-14 04:32:15 |