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Re: About commissionReport.realizedPNL
Brendan is correct about the UNSET_DOUBLE or Double.MAX_VALUE the various languages use to indicate "undefined value". The same is true for integer fields where the Integer.MAX_VALUE (2^31)-1 =
By J¨¹rgen Reinold · #49673 ·
Re: SPX Betas?
I'm afraid unless someone here is feeling generous you are going to have to 1) get the price feeds, 2) do the maths according to your own flavouring and 3) make it robust to all the errors, data
By mark collins · #49672 ·
Re: About commissionReport.realizedPNL
That value (1.797...e+308) is the maximum value a double can hold. IB uses that to indicate the value is unset. In the C++ API code, they have an UNSET_DOUBLE constant that you can compare against,
By Brendan Caffrey · #49671 ·
SPX Betas?
Hi all - new to this forum, hoping to learn a lot here! Wondering if anyone has been able to use the excel API to pull in Beta to the S&P500 for a particular stock that is in your portfolio? I am
By jthechu365@... · #49670 ·
About commissionReport.realizedPNL
When I execute an order I get the?commissionReport.But I cannot read the?commissionReport.realizedPNL such like?1.7976931348623157e+308. When I create a new position,
By david03kimo@... · #49669 ·
Re: difference between Good Till Cancel and autuCancelDate
Richard already pointed the relevant time-in-force options out and you can learn more about GTC orders in Good-Til-Canceled (GTC) Orders ( https://www.interactivebrokers.com/en/index.php?f=588 ).
By J¨¹rgen Reinold · #49668 ·
Re: difference between Good Till Cancel and autuCancelDate
You can¡¯t specify a date with ¡®Good Till Cancel¡¯. It just means that the order will remain valid until either it is filled or it is cancelled (for example via CancelOrder): so it will persist
By Richard L King · #49667 ·
difference between Good Till Cancel and autuCancelDate
Hi All, I was going through TWS API order structure. I found that we have GTC orders in which we can specify date and time to cancel the order. Why we have seperate field called autoCancelDate? Isn't
By ajinkya@... · #49666 ·
Re: Strange Glitch When Requesting PNL
J¨¹rgen, First let me apologize, somehow I must have missed your original response with questions, thanks again for taking the time to respond. I am glad you were able to replicate the issue so that
By Marc Valme · #49665 ·
Re: Strange Glitch When Requesting PNL
I had a couple minutes and a paper account with no positions and was able to replicate the TWS behavior you report: * A (paper) account has no positions (other than cash) * The portfolio/account
By J¨¹rgen Reinold · #49664 ·
Re: can two clients for the same ibgateway share market data?
I ran two and more clients connected to the same IB Gateway 981.3o in paper and real accounts and received no error conditions. Everything worked fine, as expected, and just like always, and I cannot
By J¨¹rgen Reinold · #49663 ·
Re: can two clients for the same ibgateway share market data?
ibgateway is 981 and only the 2nd connected client has 10197...it happens consistently based on previous discussion about 10197 IB definitely changed rules...
By liulinglll@... · #49662 ·
Re: Tws Vs Gateway Api
Hello Jurgen, Wow thank you for the through explanatio, I super appreciate it! Also I am eager to try to come up with something using your solution;? the IBApi.Order object
By adamsmail54321@... · #49661 ·
Re: Strange Glitch When Requesting PNL
Which PNL feed are you trying to subscribe to, Marc? * IBApi::EClient::reqPnLSingle ( https://interactivebrokers.github.io/tws-api/classIBApi_1_1EClient.html#a9ba0dc47f80ff9e836a235a0dea791b3 ) *
By J¨¹rgen Reinold · #49660 ·
Re: VIX weekly settlement price
Glad this helped. And I learned a few new VIX tidbits, too. J¨¹rgen
By J¨¹rgen Reinold · #49659 ·
Re: can two clients for the same ibgateway share market data?
Does this happen all the time? Which IB Gateway version are you running, and will both clients get the error? We sometimes (but rarely) see "Code: 10197" errors during the nightly IBKR maintenance
By J¨¹rgen Reinold · #49658 ·
Re: Tws Vs Gateway Api
Are you referring to the Global Configuration -> Presets -> ... settings in TWS, Adam? Those only impact orders you manually place from within TWS and they are missing from IB Gateway since it does
By J¨¹rgen Reinold · #49657 ·
Re: VIX weekly settlement price
Wonderful! Thank you so much. This was exactly what I was looking for.
By Despair · #49656 ·
Re: VIX weekly settlement price
IBKR has some material online about VIX trading. Among them is this CBOE document from 2010 ( https://www.interactivebrokers.com/webinars/Trading_VIX_Futures_Options.pdf ). On page 17 they describe
By J¨¹rgen Reinold · #49655 ·
Re: updateAccountValue callbacks received but not accountDownloadEnd
Thanks J¨¹rgen. I wasn¡¯t aware of observable data objects, so that is a great tip. Yes, using Python. Sent: Friday, 15 July 2022 1:02 PM To: [email protected] Subject: Re: [TWS API]
By David Walker · #49654 ·