[ts-gen] Order Cancel

Nils Gebhardt mail at ngebhardt.de
Mon Dec 10 18:31:11 EST 2007


On Fri, 2007-12-07 at 12:07 -0500, Bill Pippin wrote:
> About your comment about cancelling all positions:
> 
> > ... a brute force cancel all and everything would be actually sufficent. 
> 
> The shim does not currently offer this functionality, and is unlikely to do
> so any time soon.  The IB tws provides an option to unwind all positions,
> and we feel such a potentially drastic operation is best supervised via the
> gui.   There are many possible problems with panic exits, and automated
> code for same has many risks which we prefer to avoid for now.
>  

doesn't tws support even both - close all positions and cancel all open
orders? Actually I used neither of them. But while the first one
certainly is a panic operation with a huge intrinsic risk of loss, the
second one in general I would consider as rather a risk reducing
operation and might be at least more useful than the first one, I think,
especially in automated or partly automated enviroments. Easy and
efficient for a clear result. But I even do not know wether it is
supported by the API at all.

Anyway: I still wonder how to cancel an order with unknown client id.
Looking loosely through the code, there is a class AllOpens. Is that
implemented?
Or, in a different approach: if I was clever enough, to store the
informations from an 'open' immediatly after each limit order, can I use
this information in a subsequent shim session 
to plug it into some sort of 'order(...'Cancel'..) command?
 
Thanks,
    Nils





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