[ts-gen] Known IDEALPRO Outages

Richard Pruss boadie at gmail.com
Wed Aug 19 18:59:06 EDT 2009


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.
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