Re: Time of order submission
Thanks very much for this information. That makes sense. I just wanted to be sure I was not missing something.
It appears that the total number of shares of the order is missing also? There is
By
Jesse Stone
·
#53310
·
|
All or None order for multi-leg options trades
What is the best way to implement a multi-leg options strategy using the TWS API? Basically, all of the legs in the strategy should immediately execute or none of them should. Placing orders for each
By
nkmrao
·
#53309
·
|
Re: Time of order submission
I guess when you think about it, “time of order placement” is not really an Order attribute, so I would not expect to find such a field in the Order class. Just like “time of order execution”
By
Jürgen Reinold
·
#53308
·
|
Time of order submission
When I ask TWS API for a list of the orders that I have placed recently, I get back a number of attributes of each order (PermId, Action, LmtPrice, etc.)
By
Jesse Stone
·
#53307
·
|
Re: API/CTCI orders for canadian stocks are not allowed error message
Since you were able to trade the Canadian stocks using the API I called up the tech support one more time. He assured me that no Canadian product will be allowed to be traded through the API. He also
By
nkulki
·
#53306
·
|
Re: API/CTCI orders for canadian stocks are not allowed error message
I called up their tech support and I was told that there has been a change made and one cannot trade Canadian securities using the IB API. Your paper trading likely works but I don’t think it will
By
nkulki
·
#53305
·
|
How many reqHistoricalData requests with keepUpToDate=true can be run in parallel
Gents,
Is there a limit on how many historical data requests (reqHistoricalData call) with keepUpToDate=true can be run in parallel?
Also, if for the same security I request historical data (with
By
Levente
·
#53304
·
|
Re: API/CTCI orders for canadian stocks are not allowed error message
Can you be more precise about what you think that will no longer be possible?
I usually do not work with instruments in Canada, but a few quick market BUY orders for ADN@TSE and ABRA@VENTRURE in a
By
Jürgen Reinold
·
#53303
·
|
Re: API/CTCI orders for canadian stocks are not allowed error message
I called up the IBKR support staff and they state that IB will no longer allow us to trade Canadian stocks/futures using the API.
By
nkulki
·
#53302
·
|
Re: C++ preventing EReader reading when socket is closed
A fix has been submitted a while ago and is now in the "latest" version of the API.
By
David Armour
·
#53301
·
|
Error Code -> 366 w/ reqHistoricalData() in ib_insync for realtime stream
Hi,
Anyone else seeing this error start popping up today? Only started since about 3 P.M. The contract is valid and has been working since this morning. This is through ib_insync and is using
By
Brendan Lydon
·
#53300
·
|
Re: How are built the Continuous future data retrieved with secType = CONTFUT ?
Thanks for your observation, if I investigate on my own I will publish the results. In any case, any other contribution is welcome.
By
luca.chiaravalloti@...
·
#53299
·
|
Re: Submitting many orders simultaneously
Thanks everyone for the very helpful information. This will get me pointed in the right direction. I will try placing the orders sequentially with TWS API.
By
Jesse Stone
·
#53298
·
|
Re: How are built the Continuous future data retrieved with secType = CONTFUT ?
TL;DR Volume-based ratio adjustment
TWS shows the adjustment on the Chart. For example, let's take CME Crude Oil (CL). On 14 Aug there is a small marker "RA 101.63%" being shown on the TWS chart with
By
mov_ebpesp
·
#53297
·
|
Re: Submitting many orders simultaneously
I don't use REST API but read about it, so here are thoughts:
I don't have idea of the time real TIME TROUGH for REST calls, generally theses kind of things are implemented atop existing infra and I
By
Gordon Eldest
·
#53296
·
|
Re: Submitting many orders simultaneously
Yes, you do need to submit the orders sequentially. No there is no ‘batch’ order submission facility. It’s simply not necessary: submitting the orders in a tight loop is no more difficult than
By
Richard L King
·
#53295
·
|
Re: Submitting many orders simultaneously
There is no batch order submission message/request in TWS API.? Order management is described at https://interactivebrokers.github.io/tws-api/orders.html
Orders are submitted to TWS/IBGW one at a
By
Jürgen Reinold
·
#53294
·
|
Re: Submitting many orders simultaneously
Thanks very much for that information. Does one really need to submit the orders sequentially? Is there no way to submit a batch of orders at one time? I would have thought that many IBKR users
By
Jesse Stone
·
#53293
·
|
Re: How are built the Continuous future data retrieved with secType = CONTFUT ?
Yes, you're right, I can try to deduce how the continuous is built, but I think it's very strange that IB doesn't state anywhere how it is officially constructed, and since it's an important aspect, I
By
luca.chiaravalloti@...
·
#53292
·
|
Re: new IBKR desktop APP
IBKR Desktop does not act as an API server, so it is by default out of the scope of this "TWS API" group I would think.
But I have looked at IBKR Desktop and it is in my opinion not for the serious
By
Bart D
·
#53291
·
|