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You did not tell us which versions of API and TWS/IBGW you use so I can't say for sure. But IBKR refactored the FA concept a little during recent V10 TWS/IBGW versions and support for "profiles" has

Hi! When calling "requestFA" I get the follwoing error message: "Non-existent FA data operation request" I've had this running before and I can't se any change in the message sent to TWS: 15:42:09:032

@ Jürgen I had to read your last reply a couple of times due to its length and richness of detail. The solution with nextRequestId() with nextValidId() + someLargeOffset where someLargeOffset >

I have a hard time finding a way to get quotes for bid and ask via the api. I tried tickByTickBidAsk but I have no idea how to specify to get overnight bid/ask. Anyone know a way how to?

I didn't say that TWS Api is fundamentally flawed in some way. To make this clear, i DO NOT have the audacity to state that something is "crap" that i worked with only 21 days. That would be ignorant

Thanks for another great post Jürgen – I don’t know how you find the time! Are you aware that there’s this thing that humans are supposed to do, called ‘sleep’ if I remember correctly? I

Hi group, I have been using IBKR API solution with C++? and using Xcode to edit the c++ code. I complied and executed it on Terminal on my Macbook pro by Linux commands such as "make" and "./". I

How do you determine that level 2 data falls behind the market? And how large is the lag you experience? My immediate reaction would be to check whether MySQL database updates cause the lag. For

Just because you don't like a design detail does not make it a design flaw, Arthur. Many of our group members are running rock stable automated trading systems based upon TWS API, some of them do that

@Jürgen If you start counting the RequestId as "orderId + 10_000_000" you will get the problem when the overlap occurs (if the session is not "that long" this problem doesnt occur, so i have to

I consider the theoretical limit of orders (used long type) as a design flaw from IB, because this is a point where something can break (here its highly unlikely i only agree on that). If you have

To add to the previous comments, and make it more complicated: the order ID sequence is linked to the connection number. If you always connect only one client, and always use the same connection

I wouldn't dismiss Gordon's comments outright, though. Granted, orderIds and requestIds serve very different purposes, and it is entirely legitimate if you have a market data subscription with

When I used the IBKR API to stream the level 2 data into a MySQL database, the data seems to fall behind the actual level 2 quotes that are in the market.? Is there any way to avoid this eventual lag

Not sure about the "anchored" concept. Seems to me against IB philosophy, it is very difficult for them as well as you to decide what is the reference date of the instant to start computation. And it

many thanks. Hopefully Ewald will develop the new API wrapper just like he did with TWS API.

yes.. the 'realtimeBar' returns 5sec bars. In TWS I have 1m,2m,5m,10m,15m,30m (m=minutes) charts and all show the same VWAP value, both in Quote panel and in the chart, down to the penny. I tried your

To be precise, the TWS is designed to shut down some time (24h?) after being launched. It can auto-restart after the shutdown but only if it's specially configured to do so. The NextValidId variable

VWAP involve a duration over which the averaging is done, Assuming what you call RT bar are 5 sec bar, What time frame is TWS bar ? if it's day then it is perfectly normal they don't show same thing.

When you connect you will get a call back that fire: n extValidId(OrderId orderId) Which give you the next valid id you can use (seems more to be used as an index, so you are free to use anything