[ts-gen] TWS market data permissions -- was: Re: status update -- on the g++4 road

[R P Herrold]

On Mon, 13 Nov 2006, our UK Debian user wrote:

> Russ - Sorry for not replying to the whole list, I have the 
> same concerns as your other guy!

no worries; I can and will repeat repeat more than I 
ordinarily would in a public reposting, to give context.

> OK - I ran your 'Test 1' below, it was partially sucessful - in so much as
> it seemed to talk to TWS OK, but did blow up with a socket_read_error, see
> below....
<snip test 1>

> The trading shim has finished program initialization, including the
> construction of successful connections to the database and IB tws.
>
> terminate called after throwing an instance of
> 'TradingShimDaemon1_0::TradingException::socket_read_error_errno'
> Aborted

neat message.  Not one I had tested for, but I know how to add 
it.

> This may be resaonable behaviour (see below). In the log 
> file I got......

> Nov 13 12:16:45 localhost : shim|real|0.26|27572|44204|   1050069|4|100|5|#
> |4|100|5|*******************|
> Nov 13 12:16:45 localhost : shim|real|0.26|27572|44204|   1050076|4|100|5|#
> |4|100|5|version|0.26|061109|
> Nov 13 12:16:45 localhost : shim|real|0.26|27572|44204|   1050080|4|100|5|#
> |4|100|5|*******************|

This alone says you have also solved the TWS wrappers setup to 
permit socket connections, and have connected to the TWS 
successfully.

Congratulations

> Nov 13 12:16:45 localhost : shim|real|0.26|27572|44204|   1050124|1|9|1|1|

I think of this as the '911' -- which is a US reserved emergency 
telephone number shortcut.  Here, it means handshaking is 
working and progressing.

> Nov 13 12:16:45 localhost : shim|real|0.26|27572|44205|   1486841|1|4|2|
> -1|2104|Market data farm connection is OK:eurofarm|

You are seeing a data farm with European data -- Z, DAX and 
more are in that farm set as well.

> Nov 13 12:16:45 localhost :
> Nov 13 12:16:45 localhost :

These are harmless

> Nov 13 12:16:45 localhost : shim|real|0.26|27572|44205|   1487781|3|14|1|5|
> Nov 13 12:16:45 localhost :
> Nov 13 12:16:45 localhost : shim|real|0.26|27572|44205|   1487886|3|1|5|
> 5|AIG|STK||0.00||1|SMART||USD||

The shim adds this annotation -- but no data results because 
of market data permissions issues which you anticipate 
corectly.  I will construct a case against IDEALPRO, I guess, 
as I think IB makes that available to the whole world without 
cost.

> I guess the key point here is that I DON'T SUBSCRIBE FOR US 
> MARKET DATA. I'm subscribed for LSE, LIFFE (and the IDEALPRO 
> FX stuff) only. So the above error may be as a result of the 
> lack of subscription. Anyway I can't find any products in 
> the Definition table that I am subscribed to, so I'm going 
> to start hacking about with the database and see how it 
> goes.

If you would be willing, please return a few 'tuple' of:
 	Underlying.Exchange.SecType
which you using or which are similar to what you follow, and I 
will see if I can return the CID's and a useful test query to 
add to my suite.  I have enabled several market data 
permissions (the least expensive I could collect) to give us 
coverage and flexability in testing. We carry:
 	IB FOREX (IDEAL PRO)	FOREX		Free
 	IB FX			FOREX		Free
 	US Securities and Commodities Bundle Non-professional
 		- Level I 	US		Free
 				[at least not removable from
 				the US base accounts $10 per
 				month minimum  ;) ]
 	Euronext Data Bundle- Level 1 (Stocks level 2 - Equity
 		Derivatives level 1)
 				Belgium, France, Netherlands,
 					United Kingdom
 						5.00 EUR
 	Eurex (DTB) Non-professional - Level II
 				Germany		12.00 EUR
 	International Petroleum Exchange (Non Professional)
 				United Kingdom 	1.00 GBP
 	Sydney Futures Exchange
 				Australia  	 Free
 	Hong Kong Futures Exchange
 				Hong Kong  	 Free
 	Singapore  		Singapore  	 Free

 	-----------------------------------------------------
 	Their banner: As a service to our customers, we
 	provide real-time streaming data for free or at the price we
 	are charged by an exchange. Please check the market data
 	subscriptions you wish to receive. All fees listed below are
 	per month.

This is part of why we found IB well suited to our research, 
as we mentioned at the webpage for the project.

-- Russ Herrold