Re: Possible bug in TWS API when requesting auction price, volume, and imbalance data for ASX-listed securities
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Great suggestion thanks Nick. I'll try that and report the results back to this thread.
Cheers,
Colin
You could enable the api log and see what TWS is sending over the socket.
I haven't looked at the latest api but earlier versions did not inform
TWS of the language used to implement the client api. In other words TWS
does not know whether a client is python or Java or C++.
If the data is correct in the api log but incorrect in python then that
is useful. If the data is wrong in the api log it would be wrong in all
languages.
On 4/10/2022 7:35 PM, colintbowers@... wrote:
> I also should have added to the original post that the auction
> imbalance displays correctly in the TWS GUI, which suggests fairly
> strongly that the problem is occurring somewhere in the API.
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