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Hi Josh, I am calling it multiple times - as it turns out I misunderstood how the message works, not realizing it was subscription based and I would continue to receive updates after the end

I'm taking first crack at RTD server to import ~500 lines of option-contract data into Excel (DDE became unusable performance-wise). Can't figure out this bug: - When I first open my Excel workbook,

To me it looks like the API socket was closed at the time cancelMktData was invoked. In that case you wouldn't be able to do anything until eConnect is called again. Did the API previously disconnect

There should be one positionMultiEnd after all positions are returned, and then only updates when positions change. Are you sure you're not calling reqPositionsMulti multiple times?

When I type 'Bitcoin' into any IB product window, it pulls up 8 assets...but none of them seem to track approx BTC in real-time. Closest one seems to be the ' NYXBT : NYSE Bitcoin Index (NYSE)', but

Its just like in the example. The legs are still 'NYMEX'.

Hi All,? I am noticing in my logs, that messages from?reqPositionsMulti never seem to actually end.? Is this expected behavior, or a bug?? Or Am I doing something wrong - All 3 parts of the cycle

During the last week have I received twice the following error message: Error. Id: 253, Code: 511, Msg: Cancel Market Data Sending Error - java.net.SocketException: Broken pipe (Write failed) The

I figured out the answers to my last couple of questions. You have a reqScannerParameters() and that will return XML of all the available scanners with their codes (tag is scanCode). I'm supposing

Thanks for the help Josh. A couple of followups: Are the codes documented? I can't seem to find where you pulled these codes from. The API documentation says that "some" scans are supported. What's

thank you Josh.? Do i have to specify exchange in legs and if i do which one do i need to use?? the contract routing is set to SMART.

To close out a position, you would just change the action in the Order class, just like other contracts. A combo with the actions of the legs inverted is actually a different combo contract. Having

@Josh, ?that explains it. thank you very much.? finally i got this piece to work. Another piece of confusion is an order results. Orders are : ?buy, leg1 - buy CL, leg2 -sell BZ ?sell , leg1 -

Roji, There are API market scanner codes which can be used with the Wall Street Horizons subscription: ??? WSH_NEXT_ANALYST_MEETING, ??? WSH_NEXT_EARNINGS, ??? WSH_NEXT_EVENT, ???

I'd recommend coding up your strategy in Python using libraries numpy / pandas. Low barrier to entry and very powerful. Google for Python algorithm strategy tutorial

*Thanks Richard,* *I'll do my best here. * *My answers are in bold.* written.* - Do you want to be able to write the strategies in a .Net language, or would other languages/platforms be

Josh, This solved my problem! Thanks a lot. Will

Ted It would be much easier to answer this question if you gave rather more information. For example: * Do you want a complete replacement for Multicharts, or are you looking for a better way

I have IB with TWS. I am currently using Multicharts .net to write strategies and would like to know if there is an open-source charting platform for writing the strategies that are more

Will, The volume, count, and vwap information is only returned when whatToShow is set to 'TRADES' in the historical data