Thanks, Jürgen for your detailed reply. I am working with fairly liquid CME & NYMEX instruments (GC, CL etc) for which I am sure there will be trades within 50 seconds I am waiting for. Also, when I log in to IBGW again, I get the trades within 5 seconds of requesting them.
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I am disconnecting after IB reset as I have live orders in place before the reset & I am unsure if the callbacks for different order events work after the IB reset. I will try your advice next week of not disconnecting & report back.
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Farhan
