Replies: 5 comments 9 replies
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I've been getting prices normally, including today and the 20230100 contract. |
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Works fine for me too. Suggests there is a problem with your data sub or gateway. |
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Are you guys on the latest version of IB Gateway 1019? On the IB Gateway screen this morning I noticed Historical Data Farm connection was yellow, believe disconnected. Running interactive_manually_update_historical didn't seem to have restored connection. When I restarted IB Gateway all worked again, Historical Data Farm connection was green. I auto-close IB 23:50 GMT everyday, and start it at 00:05 GMT and kick off stack_handler. Not sure whether if historical data is not requested for a long time, IB Gateway disconnects historical data farm connection and somehow pysystemtrade doesn't cause it to reconnect again. Anyway, please let me know of you run into any issues with the latest version of the IB Gateway. |
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OP is getting 202301, which certainly isn't expired and is currently my priced contract. |
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ya I realized that after posting. I had some issues with OSE.JAPAN feed after IB changed the data structures, but I haven't seen an error like that... |
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It is the March contract, I am surprised Rob is on Jan contract, I thought default settings for this instrument is quarterly March, June, Sept, Dec, this is besides the main point. |
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Your pasted logs only refer to the January contract. While it's not exactly the main point, it is something you should notice. All 12 months are priced, and the daily price update will attempt to download data for any of them that are active. So it's nothing to be concerned about, but you should understand how that works if you didn't already. If instead it was failing on the December contract, that would point to an obvious solution. (Rob said January was his PRICED contract, not the contract he is holding. But that is definitely not the main point 😄) Edit: looking at Rob's roll report, he is holding March. I think he just made a mistake. Meanwhile, I was thinking in terms of held vs priced contracts in the roll config, which is probably not what Rob meant. What happens when you run update_sampled_contracts for NIKKEI? I don't see anything in your logs that makes me think that is the problem, but maybe it could provide some clues. Also maybe take a look at the IB Gateway log when you're trying to update the prices. I'm not optimistic, but it can't hurt to check if there is a more helpful error message in there. Another thing that it doesn't hurt to rule out: does IB still show you are subscribed to OSE.JPN? |
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Some more insights. I believe there are 3 Historical Data Farms, US, EU and HK. When I first launch IB Gateway it only connects to US one and I have no issues loading historical NIKKEI data. At some point IB Gateway opens connections to EU and HK as well, and then later HK gets disconnected, where the other two remain open. It is then I fail load NIKKEI prices. This also explain why I can get historical prices on all the other contracts. I will see whether upgrading ib-sync would resolve this. Again I am using IB Gateway 1019 (latest). |
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Yes I understand all the mechanics, i pasted a subset to keep the posting short but log repeats for March as well.Strange that this occurred only on Nikkei. Best,EmreOn 14 Dec 2022, at 20:42, Todd Gibson ***@***.***> wrote:
It is the March contract...this is besides the main point.
Your pasted logs only refer to the January contract. While it's not exactly the main point, it is something you should notice.
All 12 months are priced, and the daily price update will attempt to download data for any of them that are active. So it's nothing to be concerned about, but you should understand how that works if you didn't already. If instead it was failing on the December contract, that would point to an obvious solution.
(Rob said January was his PRICED contract, not the contract he is holding. But that is definitely not the main point 😄)
What happens when you run update_sampled_contracts for NIKKEI? I don't see anything in your logs that makes me think that is the problem, but maybe it could provide some clues.
Also maybe take a look at the IB Gateway log when you're trying to update the prices. I'm not optimistic, but it can't hurt to check if there is a more helpful error message in there.
Another thing that it doesn't hurt to rule out: does IB still show you are subscribed to OSE.JPN?
—Reply to this email directly, view it on GitHub, or unsubscribe.You are receiving this because you authored the thread.Message ID: ***@***.***>
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My mistake, 202303 is priced. But I'm getting prices for everything from January onwards (December has expired). A good thing to do in these circumstances is just to just ib insync to try and get the relevant data, just to be 100% sure it isn't a psystemtrade error. Then you can go on https://groups.io/g/insync/topics for help not here :-) |
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Just wanted to check again with group, has anyone running 1019 version of IB Gateway which at some point opens Historical Data Farm connections to US, EU and HK, followed by HK connection dropping and consequently one is unable to load historical prices for OSE.JPN futures such as JGB and NIKKEI? When do you kick off / restart ibgateway (please specify timezone as well), and when do you run load historical data? Cheers, |
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022-12-19 22:51:52.087 [UB] INFO [JTS-DisconnectedS6-172] - Farm hkhmds/NATIVE: Lost active connection with disconnect status DISCONNECT_ON_INACTIVITY Do you run update historical data multiple times during the day to have active connection? |
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Is anyone having daily price update issues for NIKKEI futures, the one trades in OSE.JPN, the mini contract. Updating daily price updates fails since 9th of Dec
nstrument code?(Return to EXIT)NIKKEI
2022-12-13 22:31:31 {'type': 'Update-Historical-prices-manually', 'instrument_code': 'NIKKEI', 'contract_date': '20230100', 'component': 'mongoIbBrokerClientIdData'} Locked IB client ID 414
reqHistoricalData: Timeout for Contract(secType='FUT', conId=578804110, symbol='N225M', lastTradeDateOrContractMonth='20230112', multiplier='100', exchange='OSE.JPN', currency='JPY', localSymbol='168010019', tradingClass='225M')
2022-12-13 22:32:37 {'type': 'Update-Historical-prices-manually', 'instrument_code': 'NIKKEI', 'contract_date': '20230100', 'broker': 'IB', 'clientid': 414, 'component': 'ibFuturesContractPriceData'} [Warning] No price data from IB
2022-12-13 22:32:37 {'type': 'Update-Historical-prices-manually', 'instrument_code': 'NIKKEI', 'contract_date': '20230100', 'broker': 'IB', 'clientid': 414, 'component': 'ibFuturesContractPriceData'} [Warning] Something went wrong getting IB price data for NIKKEI/20230100
Something went wrong with getting prices for NIKKEI/20230100 to check
Error 162, reqId 6: Historical Market Data Service error message:API historical data query cancelled: 6, contract: Contract(secType='FUT', conId=578804110, symbol='N225M', lastTradeDateOrContractMonth='20230112', multiplier='100', exchange='OSE.JPN', currency='JPY', localSymbol='168010019', tradingClass='225M')
2022-12-13 22:32:37 {'type': 'Update-Historical-prices-manually', 'instrument_code': 'NIKKEI', 'contract_date': '20230100', 'broker': 'IB', 'clientid': 414, 'component': 'ibFuturesContractPriceData'} Reqid 6: 162 Historical Market Data Service error message:API historical data query cancelled: 6 (N225M/20230112)
2022-12-13 22:32:37 {'type': 'Update-Historical-prices-manually', 'instrument_code': 'NIKKEI', 'contract_date': '20230100', 'broker': 'IB', 'clientid': 414, 'component': 'ibFuturesContractPriceData'} Reqid 6: 162 Historical Market Data Service error message:API historical data query cancelled: 6 (N225M/20230112)
2022-12-13 22:32:37 {'type': 'Update-Historical-prices-manually', 'instrument_code': 'NIKKEI', 'contract_date': '20230100', 'broker': 'IB', 'clientid': 414, 'component': 'ibFuturesContractPriceData'} Reqid 6: 162 Historical Market Data Service error message:API historical data query cancelled: 6 (N225M/20230112)
2022-12-13 22:32:38 {'type': 'Update-Historical-prices-manually', 'instrument_code': 'NIKKEI', 'contract_date': '20230100', 'broker': 'IB', 'clientid': 414, 'component': 'ibFuturesContractPriceData'} Pausing 0.337268 seconds to avoid pacing violation
reqHistoricalData: Timeout for Contract(secType='FUT', conId=578804110, symbol='N225M', lastTradeDateOrContractMonth='20230112', multiplier='100', exchange='OSE.JPN', currency='JPY', localSymbol='168010019', tradingClass='225M')
2022-12-13 22:33:38 {'type': 'Update-Historical-prices-manually', 'instrument_code': 'NIKKEI', 'contract_date': '20230100', 'broker': 'IB', 'clientid': 414, 'component': 'ibFuturesContractPriceData'} [Warning] No price data from IB
2022-12-13 22:33:38 {'type': 'Update-Historical-prices-manually', 'instrument_code': 'NIKKEI', 'contract_date': '20230100', 'broker': 'IB', 'clientid': 414, 'component': 'ibFuturesContractPriceData'} [Warning] Something went wrong getting IB price data for NIKKEI/20230100
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