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Re: New Zorro v1.99.2
[Re: Zheka]
#475416
12/07/18 11:29
12/07/18 11:29
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Joined: Jul 2000
Posts: 27,977 Frankfurt
jcl
Chief Engineer
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Chief Engineer
Joined: Jul 2000
Posts: 27,977
Frankfurt
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Thank you for the feedback. TickTime and MaxRequests are unrelated to IB, they work with all brokers. contractUpdate() won't load prices from IB, it's for loading options chains. Without contractUpdate(), contractPrice() and contractRecord() won't work either. The FOP exchange is returned from the broker by contractUpdate(), so when it was traded on GLOBEX, contractPrice() uses GLOBEX. I know no changes with the IB plugin.
If you encounter a problem with a beta version, please describe it, possibly with a code example, in a way so that we can see what problem you had.
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Re: New Zorro v1.99.2
[Re: jcl]
#475430
12/07/18 15:10
12/07/18 15:10
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Joined: Jul 2017
Posts: 783
Zheka
OP
User
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OP
User
Joined: Jul 2017
Posts: 783
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Sorry, I meant contractUpdate(Asset, 0,CALL|PUT) is not loading a chain from IB. All other points stand and were tested with contractUpdate() passed into a non-zero Handle and so loading a custom chain (which works as of 1.99.2). IB plugin file in 1.99.2 has a date 12/2/2018, in v.1.98.4 it is dated 10/2x/2018. Given that there is now support for GET_GREEKS and - probably - SET_COMBO_LEGS, I thought that there are changes to IB plugin. Prior to v1.99.2, there was never a problem with contactPrice() for ES with a contract selected from a custom chain; probably because exchange was taken from the symbol string for the Future (which is reasonable because the venue is 1 and the same). As for MaxRequests, the manual states: "Automatically set up by broker plugins that support the GET_MAXREQUESTS command" This command is not listed as supported on IB Plugin page(and it indeed returns 0), so there should be no limitation. But looking at -diag file, it is clear that the brokerAsset calls are not influenced by the MaxRequests setting in the script.
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Re: New Zorro v1.99.2
[Re: Zheka]
#475434
12/07/18 17:33
12/07/18 17:33
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Joined: Jul 2000
Posts: 27,977 Frankfurt
jcl
Chief Engineer
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Chief Engineer
Joined: Jul 2000
Posts: 27,977
Frankfurt
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Ok, but if contractUpdate is not loading a chain from IB, can you let us know how you achieved that, with which asset, and preferably with some code? There are many working examples of contractUpdate in the manual.
You know your script, but we don't. So, if something does not work in the beta version, it's a bit difficult for us to guess what in your code might have caused the problem. Same for MaxRequests and generally for anything that does "not work" - since it normally works anywhere else, we need a bit more details about that problem and how or when it happens.
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