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Let the group know what you find. Not an area we are active in, but would be interesting to know. Also, keep in mind that the IBEOS/OVERNIGHT exchange supports only a tiny fraction of order types that

Thanks a lot, I will test it! ??

It is "Regular Trading Hours" just not for all exchanges. As the article you pointed to indicates, you need to select the exchange "IBEOS". Apparently an exchange name of "OVERNIGHT" works as well.

Hi! Thanks for your answer. I'm talking about https://www.interactivebrokers.com/en/trading/us-overnight-trading.php It is different from regular/ OutsideRTH.

The documentation should really explain (at least briefly) why this kind of structured usage is necessary. Presumably it is for concurrency control and some reference, even to a general

not sure whether you use java api or some other implementation, but in java api the code contained some issues caused by profiles removal. the patch (

Not sure what needs to be tested here since the documentation at Placing Orders ( https://interactivebrokers.github.io/tws-api/order_submission.html ) is crystal clear.? Also not clear why you are

What do you call "overnight bid/ask" ? Anticipating your answer: It depend upon instrument and exchange liquid/trading hours.

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