Thanks, ´³¨¹°ù²µ±ð²Ô, for the reply.
The document you name enlightened me. But allow one more
question:
I do daytrading at the TWS with a Live account and also develop
trading algorithms with the help of a Paper account via the IBGW
API.
TWS and IBGW are running at the same computer but the IBGW API
client is running remote at a different computer (for SW
development).
The question finally is, if the API Gateways (TWS and IBGW) must
be running at the same computer or (also) their API clients (i.e.
at localhost only).
The document defines sessions as following (Client Portal ==
IBGW?):
1. Trading Session:
For trading session, we consider a user session successfully
established and actively running on any of the following
platforms:
-
Trader Workstation (TWS)
-
IBKR Mobile
-
Web Trader
-
Client Portal
On 13.09.2023 22:52, ´³¨¹°ù²µ±ð²Ô Reinold via
groups.io wrote:
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There is an IBKR document called that
describes the various scenarios when paper and live accounts can
have simultaneous access to shared real-time market data
subscriptions and when not.
Market data line consumption is accounted for on a per instrument
basis. So when paper and live account hold real-time subscriptions
for the same instrument, only one market line is actually used.
You can always bring up the data subscriptions window in TWS with
"crtl alt +" (on Windows). There you should see how many
subscriptions you are entitled to and how many are currently in
use. Without purchasing booster packs, you should see:
- 100 market data subscriptions ("market data lines")
- 5 tick-by-tick subscriptions
- and if you have subscribed, 3 Level-II market depth
subscriptions
Tick-By-Tick subscriptions also are accounted for on a per
instrument basis. Meaning that only one subscription is utilized
when you subscribe to Last, and BidAsk (and maybey Midpoint)
simultaneously for the same instrument.
Running two session simultaneously does not cause 2105 error
situations as long as your computer is connected to a decent
network with reasonable latencies and your ISP does not play any
"traffic shaping": games
´³¨¹°ù²µ±ð²Ô
