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Having looked into this a bit more I think I can see what's happened.
I partially closed the position and crystalised a loss which should
have gone to cash.

According to the report what's actually happened is instead of the loss
going to cash, IB, having reduced my position appropriately, then
redistribute the existing unrealised loss across the smaller number of
shares, hence the avg price sinks noticeably.

So I end up with no realised loss despite having partially closed the
position. I end up with the same (as pre-trade) unrealised loss over a
smaller number of shares.

Why do they do this? It's really unexpected and hence confusing.

Best,
G.

On Wed, 16 Dec 2020 07:35:51 -0800
"mdelvaux2" <mdelvaux@...> wrote:

I am not an IB insider, so takes this with a grain of salt. It seems
that the average cost can be calculated as approximately the (close -
realized - unrealized) / position

55.42 + (-304.06 - 385.78) / 86 = 47.39860465116279

That would make the avgCost about what is needed to breakeven on the
combined trade

On Tue, Dec 15, 2020 at 10:15 PM, TodyD wrote:

US Securities Snapshot and Futures Value Bundle

That subscription only covers snapshot data for securities and not streaming data. You would also need the US Equity and Options Add-On Bundle or the individual Network A, Network B, Network C subscriptions.

I am not an IB insider, so takes this with a grain of salt. It seems that the average cost can be calculated as approximately the (close - realized - unrealized) / position

55.42 + (-304.06 - 385.78) / 86 = 47.39860465116279

That would make the avgCost about what is needed to breakeven on the combined trade

I have the same issue, only started during the recent outages. The disconnects are random and sometimes happen after a few minutes.

It could be an old bug and you need to upgrade.? You can search this site.? Here's one result,?/g/twsapi/topic/30224574?p=Created,,,20,2,0,0::recentpostdate%2Fsticky,,,20,2,0,30224574

Hey everyone,

I am new to IB API and tried developing my first Python client that connects to IB TWS and runs the strategy every two minutes. So once my program starts, the client gets connected to TWS and then every two minutes, it runs the strategy. Until then, code does nothing. Now, the issue is, when my code waits for another iteration, the connection between the client and TWS will remain idle and during that time (precisely after 20 idle seconds), TWS disconnects my client and then on the next iteration, I will get the error that my client is not connected.?

Any insights on how can I handle this situation would be great.?

Hey,

I noticed after partially taking a loss on RIO on the 14th, the
following day my unrealised P&L had shot back down again and my avg
cost had diminished significantly (position is short).

Date Avg Cost Close Position Unrealised Realised
10th 51.3580326 55.25 -166 -646.06659 0
11th 51.8844682 55.46 -191 -682.92657 0
14th 47.444749 55.42 -86 -304.06 -385.78

Notice the avg cost on the 14th. Afaics, when CLOSING a position, the
avg cost shouldn't change (brokerage would be included in the realised
profit/loss I think).

Here I've clearly closed the position, but my average cost has dropped a lot,
out of the blue it seems to me. I've tried to figure out what they're doing
re avg cost rather than read the instructions, so I could be mistaken in the
way I'm thinking about it.

Anyway, on the open the following day (15th @ 8am), in keeping with the new and
improved (although not for me sadly) avg cost, I've made another big loss and
the average cost has changed yet again without me having traded. It's moved in
my favour very slightly, so it can't be fees.

EPIC POS MKT_PRICE AVG_COST MKT_VALUE REALISED UNREALISED
---- --- -------------- ------- -------------- ------------ -------------------
RIO -86.0 55.576950 47.774749 -4779.620000 0.000000 -670.990000

Can someone explain to me what's going on here?

Thanks for your help,
Graham.

I have tried 100 stock_names, they behave consistently.

I already waited almost 40 hours, still getting the same things

I already subscribed to the `US Securities Snapshot and Futures Value Bundle`

However, when I request live data from IB

self.ib.reqMarketDataType(1)
contract = Stock(stock_name, 'SMART', 'USD')
s_ticker_snap = self.ib.reqTickers(contract, regulatorySnapshot=False)

I keep getting this:?

Error 354, reqId 656: Requested market data is not subscribed.Delayed market data is available.Error&BEST/STK/Top&BEST/STK/Top, contract: Stock(symbol='AEE', exchange='SMART', currency='USD')

Thanks, guys!? I see it in the extraData - something like - "L:unknown:K:-1.00"? ?Where "K" must stand for rank, but some messages don't have it at all, so being careful is good advice.?

That's probably the only case where it is NOT fully asynchronous aside of RTVolume tickkind in reqmkdata (which are NOT tick level)

As per IB: You ALWAYS have a tickSize after you have a tickPrice, seems the way IB solved that.

Documented

you even have too many (by 1 in one case)

?

I confirm

but be careful that is a string and not documented.

See other issue dealt with way to decid what to use for reqid below.

But aside of it, my way of handling that is to manage a table reqid => Symbol, not the reverse.

Because you may have more than one subscription (each with <> reqid) set for same symbol,

hence up to a dozen reqid for same symbol (Like historical, contractdetails, ticks (Various) mkdata, etc ...)

So when receiving answer the issue is to find which symbol this answer belong to. That's easier to do at time you submit request to register reqid.

Also be careful that answer are asynchronous. (some exception with ticks because the mode require sequencing getting price before volume)

?

You are free to use whatever number you want. If you look at IB API samples you see id are 'whatever was in the mind of the coder'

BUT!! Even if you can recycle an id, do it only once you are SURE you no longer use it for another subscription!

reqid is an "int" so this means 31 bits, means that you will not have problems for your first 2Billion request,

Otherwise said, your safe for years if your soft never restart (Id can be reset at each startup)

?

The coding rules in practice is to always start from a number and increment it, every time you get a new request to do. Never recycle number, you will have reason to restart your soft earlier than exhaustion of id!
101 is a good base, it allows to "understand" when you see the id where it may come from (forensic for debugging)

?

As per Symbol:

IB use "conid" which is a number that uniquely identify the contract.
You should find a way first to know what is the conid for the symbol you want.

This is generally done trough request for contract details, that report this conid, then save it. Never saw it changingfor same instument
but not a law, conid is allowed to change every day Midnight, not? a bad idea to reload in the mornings the contract details for the symbol you want to deal with
conid is mandatory to place an order

Or at least I never found a way to avoid using conid during order , and this it is not even recommended, you MUST know precisely what you order.

?

Excellent. Thank you for the detailed response. Mathew Scarpino's book is on my Christmas list, so hopefully I'll have a copy in my hands by month-end.