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Date/Time: Thu, 16 May 2024 08:43:41 +0000



Post From: Sierra needs to handle IB pacing violations more gracefully

[2016-07-06 12:44:08]
Jagui - Posts: 19 Invalid SC Account Name.
I contacted IB and received a prompt reply. I sent IB the TWS log file that corresponds to the SC message log errors shown in the previous posts (this TWS log is attached).

MY MESSAGE TO IB:


'm trying to get historical updates, using the Sierra Chart software, for the symbol IBUS30 (the error happens also with other symbols).

The first historical request after connecting to TWS goes fine, but the second fails. See attached TWS API log file.

For what I understand, there is a first historical request that goes fine, and the second fails:

10:04:25:008 <- 1-10-1--IBUS30- CFD-----SMART-- USD---0--0-
10:04:25:008 <- 9-7-1--IBUS30-C FD-----SMART-US D---1---
10:04:25:024 <- 20-5-3--IBUS30- CFD-----SMART-- USD---0-2016071 6 23:59:59 GMT-1 day-11 D-0-MIDPOINT-1-
10:04:25:477 -> 10-8-1-IBUS30-C FD--0--SMART-US D-IBUS30-IBUS30 -IBUS30-1117678 79-0.01--ACTIVE TIM,ADJUST,ALER T,ALLOC,AVGCOST ,BASKET,COND,CO NDORDER,DAY,DEA CT,DEACTDIS,DEA CTEOD,GAT,GTC,G TD,GTT,HID,LIT, LMT,MIT,MKT,MTL ,NGCOMB,NONALGO ,OCA,OPG,SCALE, SCALERST,SNAPMI D,SNAPMKT,SNAPR EL,STP,STPLMT,T RAIL,TRAILLIT,T RAILLMT,TRAILMI T,USEMID,USESTK MD,WHATIF-SMART -1-111746713-US 30------GB-2016 0706:0700-2000;20160 707:0700-2000-20160 706:0700-2000;20160 707:0700-2000---0-
10:04:25:477 -> 52-1-1-
10:04:25:523 -> 17-3-3-20160706 01:59:59-20160717 01:59:59-4-20160630-1 7682.82-17915.7 35-17645.435-17 913.73--1--1.00 -false--1-20160 701-17871.49-17 984.895-17843.0 15-17928.94--1- -1.00-false--1- 20160705-17885. 97-17899.965-17 771.23-17822.13 --1--1.00-false --1-20160706-17 772.72-17855.24 5-17763.22-1779 5.80--1--1.00-f alse--1-
10:04:33:526 <- 20-5-4--IBUS30- CFD-----SMART-- USD---0-49-1-20 -5-5--
10:04:33:526 -> 4-2-4-321-Error validating request:-'yd' : cause - Historical data requested duration is invalid.-
--------------- --------------- ----------

I contacted Sierra Chart, and they said it could be a TWS problem. Ca you please help?

Best Regards.
FILE ATTACHED : api.9368395.Wed .log




INTERACTIVE BROKERS ANSWER:


Dear Mr Giuranna,

Thank you for creating a web ticket and providing the log file.

After careful investigation I have noticed, that unfortunately your second historical data request is passing some strange values instead of the needed parameters.

Here is your first request, which looks fine:
10:04:25:024 <- 20-5-3--IBUS30- CFD-----SMART-- USD---0-2016071 6 23:59:59 GMT-1 day-11 D-0-MIDPOINT-1-
It resulted in a successful reply:
10:04:25:477 -> 10-8-1-IBUS30-C FD--0--SMART-US D-IBUS30-IBUS30 -IBUS30-1117678 79-0.01--ACTIVE TIM,ADJUST,ALER T,ALLOC,AVGCOST ,BASKET,COND,CO NDORDER,DAY,DEA CT,DEACTDIS,DEA CTEOD,GAT,GTC,G TD,GTT,HID,LIT, LMT,MIT,MKT,MTL ,NGCOMB,NONALGO ,OCA,OPG,SCALE, SCALERST,SNAPMI D,SNAPMKT,SNAPR EL,STP,STPLMT,T RAIL,TRAILLIT,T RAILLMT,TRAILMI T,USEMID,USESTK MD,WHATIF-SMART -1-111746713-US 30------GB-2016 0706:0700-2000;20160 707:0700-2000-20160 706:0700-2000;20160 707:0700-2000---0-

Now here is your second request:
10:04:33:526 <- 20-5-4--IBUS30- CFD-----SMART-- USD---0-49-1-20 -5-5--
You can see the difference. It does not have valid durations string or the end time. So this resulted in the error message you have received.

That being said the issue here is most probably not on the IB TWS/API side, since we are not receiving correct requests from the third party software you are using. Please let Sierra Charts know about it, so that they could further troubleshoot on their side.

Best regards,
Pavel S.
Interactive Brokers
API Support, Technical Assistance Center

Private File