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See here:? http://interactivebrokers.github.io/tws-api/md_cancel.html

1. reqMktData() requires you to specify a sequence number. You apparently decided to use parameter nextOrderID for this. But your code did not show whether that parameter was initialized somewhere.

With respect to number 4 and canceling my market data subscriptions... How do I do this? I've looked around the pages on the Github intro and don't see any way to do this with code.

Adding FishTailContractData to the existing PositionRow will not do the trick. Replace PositionRow by??FishTailContractData in the callback for positionMulti. It could look like this : row = new

Wrong topic, sorry.

Adding FishTailContractDatato the existing PositionRow will not do the trick. Replace PositionRow by ?FishTailContractData in the callback for positionMulti. It could look like this : ?row = new

Apologies, I need to clarify and correct my previous reply. Using SMART for exchange and leaving primaryExchange blank returns a unique contract 459530964 via reqContractDetails(), provided the

Asking for ABNB of type STOCK in currency USD on ISLAND is ambiguous. There are two such ABNBs out there: AIRBNB on NASDAQ in the US (

Thank you for your reply! Here are my responses to your questions: 1. Have you specified nextOrderID - Yes, I defined it as zero elsewhere... Is there a programatic way to ensure it's always an

I'm calling?reqAccountSummary() from different accounts (one paper, 2 live) and I'm getting different?ExchangeRate values being returned from each account.? This is from USD to CAD. Values I'm

Ah, I get it now. Thank you, Robert.? To a non-programmer, this new version is considerably more difficult to follow than the last one...but I'm sure they had their reasons!

I have a few suggestions: (1) have you specified nextOrderID? (2) you could run reqContractDetails() before reqMktData() to ensure that your contract is sufficiently specified. (3) After submitting

The child orders of the bracket are submitted at the same time as the parent (i.e. opening) order. This means that at the time the orders are submitted is the fill price of the parent order not yet

What are you subscribing to? For me it is?reqMktData. Using v9.76 of API with IB gateway I only included contract.PrimaryExch and contract.localSymbol because elsewhere I saw suggestions that these

I find that both the examples you give work fine. Also you can JUST use SMART for exchange and leave primaryExchange blank. You can also leave either symbol or local symbol blank. The contract

Hi, I am trying to build a scanner that can generate information on relative volume spikes on specific option chains, similar to https://marketchameleon.com unusual options scanner. I have tried

Take a look at the conditions in each `while` loop. It looks like it is doing that to block eConnect() until the API version is received from the server, if not explicitly set to be

I have followed previous discussions on this topic where similar issues were had with MSFT and CSCO. So I'm aware of issues around smart order routing and ambiguities I'm using ibapi Python client

suebus Compared with TWS, the API is a very simple piece of code. There's relatively little logic in it, and I imagine most bugs are found pretty quickly and reported by API users. So the chance

That is not true. You don't need conid to place an order. For example, to place an order for the ES E-mini future for March 21, all you need is: LocalSymbol = "ESH1" SecType = "FUT" Exchange