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Interesting chain, I trade VX futures daily, Jurgen is correct 5 cents is the min price increment as per CBOE restrictions, the min bid-ask spread is therefore 5 cents. Some pointed out that the VIX

Thanks Gordon and Jurgen. I figured out the problem. My mingw64 compiler was using a target architecture of x64, but the TwsSocketClient.dll was built using a x86 or 32-bit architecture. The reason I

Great catch from @ds-avatar: the dates are indeed different (so the difference in the last pair of screenshots are not meaningfull. So this morning, I run my code but using *ISLAND* for CHTR. And it

I am currently using this code to do my trades as bracket orders. I need my trades to exit by the end of the day. Is it possible to place a limit or market order at 15:59 or 16:00 and have it continue

May I guess that the reason for the difference in CHTR prices?between Island and Smart in the last pair of screenshots must be that the prices quoted are for very different dates - 2010 vs 2009... --

Interesting! You probably noticed on your example that recent days are way more similar (identical) The reason a close differ to an adjusted close are generally fix values (div/split etc ...) I mean

Look to me like the Highest Bid and Lowest Ask. They are unrealized transaction. They are reported in the callbacks, "I am sure of it." How you compare it is the issue, if you display TWS in // to a

Current market price meaning the top of the limit order book - what Updatemktdepth would display as the “0” position. [email protected]> wrote:

Thank you for the tips - I will try tomorrow morning with the ISLAND exchange settings (before opening the chart I mentioned above) to check if it acquires the data without a glitch. I can't use

"show" ? as in a "SELECT in a tool like MySQL WorkBench" ? because L2 run so fast that extremely unlikely you can catch it "visually" L2 show B/A book, which are different beast than last trade. So

The TWS API Guide suggests for Historical Market Data ( https://interactivebrokers.github.io/tws-api/historical_data.html ) retrieval: * In general, a *smart-routed* historical data requests will

I concur with Jurgen your issue seems with bidlib which is a third party lib, and not very much in use in general audience, hence not part of general std lib. (VS doesn't seems to deliver it's own

I am not following your logic here. TWS API is a language independent request/response message protocol that serializes requests made by your client into messages that are sent through a network

Just suggestions: try CHTR with ISLAND instead of SMART. if failed then try with 'TRADES' instead of 'ADJUSTED_LAST'

I have a strange issue when requesting data for a specific ticker: CHTR (for?Charter Communications Inc. - Class A). Below you can see a printout of my console, showing that price data for other test

Sorry, I haven't used Windows since the early 2000s.

I've had no problems using g++ on windows for C++. I am just trying to see if anyone else has tried doing this successfully rather than using TwsApiL0 because I imagine the API was written in C++ to

You don't want a fuss but decided against using the de facto standard compiler for your platform? That sounds awfully silly to me... may I suggest you brace for some impact or, perhaps use the MSFT

I have been trying to use the TWS API directly. I am not looking to use any wrapper that someone has created on GitHub in C++. Can someone direct me to a link on what g++ command to use to include the

When I check the latest updated rows in the DB show values different than the current market price. The instrument I get quotes for is NQ futures.