Order Ref is available in flex reports for the last single trading day. One way to retrieve it regularly is to set up an email subscription.

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I suppose I should add that I always request that the date be returned as an epoch (which is always UTC) and convert to local time. This avoids ambiguity as to the time zone of the returned data.

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The documentation is rather lacking for this function.

formatDate only refers to the returned bars. The last I heard is that endDateTime is always in the TWS time zone.

def __init__(self):
    EClient.__init__(self,self)
    self.barsList=[]
def error(self, reqId, errorCode, errorString):
    print(reqId,"error",errorString)
def nextValidId(self,reqId):
    self.start()


def historicalData(self, reqId, bar):
    print(bar)


def start(self):
    contract = Contract()
    wb = Workbook.load_workbook('StockTickers.xlsx')
    sheet_ranges=wb['Sheet1']


    empty_list=[]
    empty_list.append(sheet_ranges['A1'].value)
    empty_list.append(sheet_ranges['A2'].value)
    empty_list.append(sheet_ranges['A3'].value)
    for i in empty_list:
        contract.symbol=str(i)
        print(i)




    contract.secType = "STK"
    contract.exchange = "SMART"
    contract.currency = "USD"
    contract.primaryExchange = "NASDAQ"

    self.reqHistoricalData(1, contract, "", "26 W", "1 day", "MIDPOINT", 0, 1, False, [])

def stop(self):
    self.done=True
    self.disconnect()

def main():

app = TestApp()
app.nextOrderId=0
app.connect("127.0.0.1", 7497, 0)
Timer(3, app.stop).start()


app.run()

if?name=="main":
main()

On Sun, Feb 2, 2020 at 07:18 PM, Traveler wrote:

Sorry, dropped out some text:

But it appears that even if the passed in value for endDateTime is timezone-aware and in UTC.

But it appears that even if the passed in value for endDateTime is timezone-aware and in UTC that TWS does not respect that in the API.

Passing formatDate=2 to reqHistoricalData() returns times that are in the UTC timezone.

But it appears that even if the passed in value for endDateTime is timezone-aware and in UTC.

Is this correct and should it be? The formatIBDatetime() function prints it in the proper timezone but I suspect that TWS is treating it as local.

"the reason I don't want to consider this is because IB, in their wisdom, need the gateway running in order to make the calls to the API."

my understanding though is that you don't actually need the gateway running to interact with the REST API, they have an oauth authentication flow, no??

On Sat, Feb 1, 2020 at 09:06 AM, Edward wrote:

the Paper account is VERY similar to the real execution

Edward, I would not be as optimistic as you... Maybe with SPY, or one cent bid/ask spread, but when dealing with stocks, a midpoint limit order is likely to be filled on real trading, while paper trading platform still waits for the bid/ask (worst) price to be filled...

the Paper account is VERY similar to the real execution

I ran into this in Feb 2019 on a live account and was told by IB that it ‘operates as designed’, meaning OrderRef in a FlexQuery will always be blank.? This is obviously odd since it is available as a selection in the report setup.

?

A workaround is to log all order and execution messages to a database at runtime, both of which contain any OrderRef value included when placing the order.? Also logged is the unique PermId for every order, which is the key you can use for linking orders, order legs, and executions for any reporting based on OrderRef.

?

Incidentally, if you are using TWS and set ‘Show trades for:’ to ‘Last 7 Days’ before you connect the API, the initial execution messages received after API connection will include the OrderRef.? So basically, TWS has visibility to OrderRef, but they are dropped at IB before they can make it into a FlexQuery.

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I also have a live account with some spare change.

?

I will try to also run it there. Maybe i'll see a difference.