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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

What you get is the exhaustive list of what you are allowed to use (normally linked to what you subscribed for) Don't be lured by TWS that seems to work differently than Gateway, allowing you to see

You are requesting data for Nasdaq only ("ISLAND") and that's probably what you get. I say "probably" because meaningful historical data are not easy to get from IBKR, at least?in terms of specifying

I tried to follow the instructions https://interactivebrokers.github.io/tws-api/news.html#news_providers on how to get list of news providers codes,?but ended up only with: NewsProviders:

Hi all, i read somewhere in the documentation that the trader workstation is designed to reboot every day. If this is the case, will then all results be gone ? No historical Profits ? The more

Sure, thanks! I mean I got the earliest available data point of SPX from CBOE is 20040304. -- _QX

Lol, I didn't know there was a warranty!

That will definitely void your warranty big time, buddy, will be a lot of work, easily breaks whenever TWS is updated, and inherits all kinds of other problems. I think @frodfrog's comment about

The IntelliJ Java de-compiler also seems to be pretty robust if you're that determined. I took a gander at the jar files and there isn't as much obfuscation going on as I expected. ``` find

You might want to read-up on the subtle differences between Bracket orders, Hedge orders, and Once Cancels All orders (OCA). A good start is the Orders section (

Quick follow up, it is possible to have parent, child and grandchild (and so on) orders when submitted via the API.

Hello, Does anyone know the difference of?WAP value provided by 'realtimeBar' vs. the VWAP value shown by the TWS quote panel? I saw some 10+ years old post here and seems folks thought the WAP

An alternative is to write a CSV file according to the format that IB support for export/Import a tab. Try save a tab (export Instrument) and analyze the aspect of it. This can be quit convenient if