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Well, you are reading (outdated) documentation for TWS logs (as in Help->Troubleshooting->Diagnostics->TWSLogs) but you have posted API logs (as in Help->Troubleshooting->Diagnostics->APILogs). They

I am a huge fan of youtube videos when it comes to this kind of thing but I get your point. I did find this https://youtu.be/THPPSTmsU-k and will be following up with IB when I meet up with them next

A YouTube video? Really? How about some popcorn and soda with that movie? What you are looking at are the raw messages your client sends to TWS/IBGW through the socket each time it calls a request

I hit send too quickly, sorry. The api log level is "DETAIL" and I did read the docs ``` Example Log Entry: [0:9:9:1:1:0:3:DET]Socket request - [3;52;IBM;STK;null;0.0;2;SMART;null;null] From this

Hi all having some problems with my code. I want to qualify the Contracts on the SPX ( about 48) and it's not returning. I tried using the repl but nothing happens it just hangs. I tried leaving it

-- Best, DS

First of all, your example doesn't make logical sense because if the child order is triggered here, there is no way the parent orders hasn't executed anyway. Hence, the conditional structure is

... and is described in more detail in the IBKR Order Types and Algos Explorer ( https://www.interactivebrokers.com/en/index.php?f=4985 ) specifically at

Just realized that although this order type is not explained on the Basic Orders page, it is defined in the Advanced Orders and Algos page https://interactivebrokers.github.io/tws-api/ibalgos.html

Yes, I believe this is by design. If this is to take partial profits, best to have independent parent/child orders for the runners. There is also an adjustable stop feature which you can set on the

I have the same problem - for a long time. I believed this is by design and therefore stopped using the native parent/child order from TWS. I implemented almost all order types myself and only use

It seems this was brought up [here](/g/twsapi/topic/90087437#51560) too.

I am facing the issue that I can not create a child order to an parent order using different quantities. For example: Parent order: 4901383488: 117,0,0: LMT SELL 1.000000@... DAY Child order:

You can run the calculation on more than one ticket on real-time data at the same time. What is the time interval for the twap i.e. every 5 minutes?

Hello, Is there a way to ask for a stock price snapshot, giving the twap or vwap of stock X between time Y and Z? I am asking for snapshots as I need to query 600US stocks within a minute several

For me it is more cost effective to order the first leg at the bid for a buy or ask for a sell, and then hedge it with the second leg accordingly if I am executed. There is a risk that you're unhedged

I have the following bracket order, ENTRY -> aapl limit buy GTC, conditionsCancelOrder=True, conditionsIgnoreRth = True -> $192.00 -> time conditional isMore=True, expires at 3:30pm TAKEPROFIT -> aapl

I think that the bid-ask spread during regular trading hours is more like 4-6 cents and not 10. its still quite expensive since 10 cents equals full spread on both individual legs. Based on your

Well, weight in the fact that I am not a fan of Excel for handling fast pace data. (and here you deal with 'ticks' which is rated 2nd fastest data set of the API) Maybe other members have better

csv solved the problem. You were absolutely correct and saved me a boat load of money. Much appreciated. You are my new buddy! [email protected]> wrote: