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You are right Juergen. great find (for me at least)! I had been receiving daily flex reports since ancient times with OrderRefs filled without any additional settings until they stopped filling it a

Oops, sorry I didn’t notice also that you have contract.lastTradeDateOrContractMonth = "202315"; This should be “202312”, or “20231215”.

Thank you Richard as well.

Thank you Jürgen and Robby for your quick response. I followed your instructions and it worked.

Why don't you print profit_order_ID right before 'if' to find out? Also they might be of different type, I'd check that too.

Thank you for clarifying this, strangely I do not see much more incoming data messages when using TickByTick, so I am not sure how it saves the bandwidth for them, but lesson's learned.

Fran, Try my way removing localSymbol. It works for me though I am using C#.

When you specify localSymbol you don't have to provide lastTradeDateOrContractMonth as well. But if you do, they have to match. You set lastTradeDateOrContractMonth to "202315", which is not even a

You may try this code snippet. Just remove localSymbol. Contract ContractSamples::EMINI(){ Contract contract; contract.symbol = "ES"; contract.secType = "FUT"; contract.exchange = "CME";

If you don't mind sharing, could you share an example of how would you configure the field parameters for an E-MINI data stream (tick-by-tick) in C++? I have tried several combinations but I keep

Hi Richard, thank you for your answer. I tried your suggestion but I keep getting "Error. Id: 20004, Code: 200, Msg: No security definition has been found for the request".

Thanks for this! From where do you suggest I activate the thread killer by stop_threads = True ? I know you said from main but its unclear to me what you mean. thanks again.

Yes it does have a well defined structure, and it look pretty stable and guess-able in part, and yes last digits are documented

Also read https://www.geeksforgeeks.org/python-different-ways-to-kill-a-thread/ and consider method #2 with a global stop_threads This is not the most elegant method as it lack specificity of thread

How did you set *profit_order_ID* ? * * So I can only speculate that what happen is that *orderStatus* call back never came with the value *orderId* that you did set in *profit_order_ID* *,* and this

Thanks for this! How do you suggest I blend this in with my code ?

localSymbol should be “ESZ3”. What you’ve got, “ESZ2”, is for December 2022. Sent: Monday, November 20, 2023 8:51 PM To: [email protected] Subject: [TWS API] E-MINI reqTickByTick data

Here is a SO question about something similar. https://stackoverflow.com/a/67494014/2855515 I haven't tested but it sounds legit.

WOW! You sir are a true detective. Yes, you are correct in saying that it has never worked, I have been working on this for the past 2 months or maybe even more and now I am stuck on this issue, and I

Hi everyone, I am having trouble getting the E-MINI ticker tick-by-tick data (specifically E-mini S&P 500; ESdec15'23(50) CME). I am trying to run this line of code: *