[ts-gen] Known IDEALPRO Outages

[Ken Feng]

Hi Ric,

Actually, that was the first issue I tried to tackle - I couldn't get
any of the packages to work the way I needed, so I just used the Jemmy
module in Netbeans/Java and wrote my own.  Jemmy allows you get
handles into GUI widgets so I grabbed the one for the log-out time and
reset it one hour in the past.  I use the timer to run it every hour -
not perfect, but it works.

- K

On 8/20/09, Richard Pruss <boadie at gmail.com> wrote:
> You might also find the Auto Close by TWS a problem.  You may be
> interested by this post on TWS API forum:
> http://finance.groups.yahoo.com/group/TWSAPI/message/5389
> - Ric
>
> On 19/08/2009, at 2:21 PM, Ken Feng wrote:
>
>> I thought I would start a new thread listing known Forex Outages to
>> help out other users who are trying to keep TWS/shim going as long as
>> practicable.  These outages may also apply to other markets, but I
>> suspect if IB was smart about this, they tried to pick small windows
>> where no other exchanges are open.
>>
>> This is what I know so far, after playing with TWS/shim for a couple
>> of weeks.  I will update this thread as I find out more over time.
>>
>> ShimText is your friend - learn to read it and help you diagnose
>> problems.
>>
>> The goal is to start TWS/shim at the beginning of the week and have it
>> run continuously for the entire week, without intervention.  TWS/data
>> quality is a separate, but no less important issue.
>>
>> I hope others find this information useful.
>>
>> - Ken
>>
>> +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
>>
>> This is using servers: usfarm, cashfarm, ushmds2a
>>
>> UTC+9 is Tokyo time, what I use...
>>
>> IDEALPRO "EXCHANGE" HOURS
>> # --------------------------------------------------------
>> # WEEKLY
>> # ON  AT SUN 21:15:00 UTC OR MON 06:15:00 UTC+9
>> # OFF AT FRI 21:00:00 UTC OR SAT 06:00:00 UTC+9
>> # IB IDEALPRO 17:15 - 17:00 (ET) Sunday-Friday
>> # --------------------------------------------------------
>> # DAILY
>> # FIRST TICK 21:15:00 UTC OR 06:15:00 UTC+9
>> # LAST TICK  20:59:55 UTC OR 05:59:55 UTC+9
>> # --------------------------------------------------------
>>
>> +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
>>
>> OUTAGE 1
>> 20:59:55UTC or 05:59:55Tokyo is the last tick of the day
>> 21:15:00UTC or 06:15:00Tokyo is the first tick of the day
>> OUTAGE 2
>> 03:55:00UTC or 12:55:00Tokyo (approx) TWS ok, but bars are no longer
>> sent
>> 04:05:00UTC or 13:05:00Tokyo (approx) TWS ok, can receive bars again
>>
>> Workarounds:
>> OUTAGE 1 - not needed, as long as TWS/shim is up, shim will wait until
>> TWS starts sending bars again
>> OUTAGE 2 - a bit tricky - upon the first "Market data farm connection
>> is OK:cashfarm" message, you want to cancel your bars and re-request.
>> For about 10 minutes you may get various broken and connect messages.
>> Ignore them.  After a ten minute period, everything should be up and
>> running again.
>> _______________________________________________
>> ts-general mailing list
>> ts-general at trading-shim.org
>> http://www.trading-shim.org/mailman/listinfo/ts-general
>
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