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Don't use RT Volume ticks since they are aggregated (several trades reported in one tick). Please go ahead and read up on High Resolution Historical Data (

Hmm, the problem that if i get FIRST day trade (premarket from 4am or later) it brings me official one from SIP and its wrong because they show block for 100 shares or more.. but if first trade was 1

You would probably want to look at Historical Market Data ( https://interactivebrokers.github.io/tws-api/historical_data.html ) and specifically High Resolution Historical Data (

I am not sure that IBApi::EClient::reqTickByTickData ( https://interactivebrokers.github.io/tws-api/classIBApi_1_1EClient.html#a3ab310450f1261accd706f69766b2263 ) data is available as delayed data.

From what I understand delayed TickByTick streaming data requires no subscription (besides snapshot and is subject to volume limitations). So I wonder why I get the following error message: My

Thanks Hilmar. After digging into the API code and seeing how the messages were handled I realised the answer to my question was "NO" it is not possible. Also, as you mention, checking/clearing the

Anyone can tell me what tick i need to use to get 4 AM opening price in IBKR api. IB providing official price which has atleast 100 shares and i need the one which first in time stamp and can be any

There is a ‘realizedPNL’ column you can view in TWS as well to see how it works. Basically yes I believe it is calculated for each closing trade, but not necessarily based on the average cost: if

The short answer is yes, realizedPNL in commissionReports for trades that reduce a position include (the loss from) commissions. We do not use the realizedPNL field from comission reports so we have

Exchange field on the contract as changed from DTB to EUREX. Not sure how this works via najatrader, but if you need an exchange code this might be the reason (haven't checked if they also got new

Thanks for your help. I think?"realizedPNL = -commission" is exactly what I want.It's a great idea. when the actual PNL shows, is it with or without commission? -- ------ Forex trader David Liao

Thanks for your help. As to UNSET_DOUBLE constant, is it a double if I use ' If type(commissionReport.realizedPNL)==double: ------ Forex trader David Liao

Even after you cancel a request there may be messages wandering around the Internet that may appear many seconds later. You need to accept any message at any time. If you receive tick data you're no

Hi, I trade DAX with Ninjatrader connected to Interactive Brokers via TWS (connect to API). Since Monday, no data is available for DAX futures when I connect Ninjatrader to TWS to get data

...this means that this is also after all the market data subscriptions have been cancelled.

I have a C++ GUI application which on which at a user request, the list of symbols will be cleared and all the market data requests will be cancelled, and ultimately the buffer holding the records for

Great! Here you have tha API reference guide, and also the function which gets the account information: https://interactivebrokers.github.io/tws-api/account_summary.html it displays an important

Here's the screenshot of what I just downloaded today. I realized the problem goes away if I don't change to an xlsx file and leave it in xls - then its like all the lines are populated at once

Sorry I do not understand your problem, you downloaded your account info and it sends you 5/10/40 rows? Could you explain please? And also an image of the issue would help.

Hi all, new to this forum and ActiveX API here. Started using the standard sample TwsActiveX.xls and trying to get it download my account info. But after downloading about 5/10/40 rows it stops