I am not sure that data is available as delayed data. Where did you see that mentioned? You will always need a subscription and you will be limited to just a few parallel streams.

The API Reference Guide chapter only mentions that a few TickTypes.

闯ü谤驳别苍

From what I understand delayed TickByTick streaming data requires no subscription (besides snapshot and is subject to volume limitations). So I wonder why I get the following error message:

My code:?

Thanks Hilmar.

After digging into the API code and seeing how the messages were handled I realised the answer to my question was "NO" it is not possible. Also, as you mention, checking/clearing the message deque would not be sufficient if the messages hadn't even arrived yet.

I have modified my model to cater for such "late" data and so far so good. It meant adding a mutex around the display buffer (separating updates from clearing) which might impact code speed but doesn't really matter since this is all user interface stuff.

Anyone can tell me what tick i need to use to get 4 AM opening price in IBKR api. IB providing official price which has atleast 100 shares and i need the one which first in time stamp and can be any size.
I making scirpt which need find 4 am opening price for 1 year. .can anyone give me right command.. and how to get that in live?

Thanks

开云体育

There is a ‘realizedPNL’ column you can view in TWS as well to see how it works. Basically yes I believe it is calculated for each closing trade, but not necessarily based on the average cost: if you specify ’tax lots’ it is based on the opening cost of the lot you matched the closing trade with. In absence of specifying lots, it will be based on your default setting (which is most likely FIFO if you didn’t change it in the config).

The short answer is yes, realizedPNL in commissionReports for trades that reduce a position include (the loss from) commissions.

We do not use the realizedPNL field from comission reports so we have no practical experience of exactly how realizedPNL is calculated, especially if you have scenarios with multiple entry trades at different prices and an overlapping partial exit trade. But I assume it is based upon the "average cost" as reported by which does get adjusted at every trade. I also cannot say for sure whether the daily PNL reset applies to realizedPNL reported in commission reports.

I grabbed a quick example from our object log that shows trading one ES future contract each. Exit trades were made with 1 tick profit or loss (e.g. $12.50 profit or loss from price differences). Below the relevant commissionReport fields tor those? four trades.

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Action	Quantity	Commission	RealizedPNL
Entry	1 contract	$2.15	UNSET
Exit with 1 tick profit	1 contract	$2.15	$8.20
Entry	1 contract	$2.15	UNSET
Exit with 1 tick loss	1 contract	$2.15	-$16.80

Exchange field on the contract as changed from DTB to EUREX.
Not sure how this works via najatrader, but if you need an exchange code this might be the reason (haven't checked if they also got new conId)

Thanks for your help.

I think?"realizedPNL = -commission" is exactly what I want.It's a great idea.
when the actual PNL shows, is it with or without commission?


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Forex trader
David Liao

Thanks for your help.
As to UNSET_DOUBLE constant, is it a double if I use ' If type(commissionReport.realizedPNL)==double:


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Forex trader
David Liao

Even after you cancel a request there may be messages wandering around the Internet that may appear many seconds later.

You need to accept any message at any time. If you receive tick data you're no longer interested in then you need to ignore.it.

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On Tue, Jul 26, 2022 at 06:09 PM, David Armour wrote:

after the display and buffer are cleared.

...this means that this is also after all the market data subscriptions have been cancelled.

I have a C++ GUI application which on which at a user request, the list of symbols will be cleared and all the market data requests will be cancelled, and ultimately the buffer holding the records for the GUI display is cleared.

The issue I have is that every now and again I get a crash because there are still incoming tick messages (price, volume, etc.) in the queue after the display and buffer are cleared.

Is there any way I can test the incoming message queue to see if there are any messages to process? Is there a way to clear that queue to prevent further GUI update calls from the reader thread?

Here's the screenshot of what I just downloaded today.
I realized the problem goes away if I don't change to an xlsx file and leave it in xls - then its like all the lines are populated at once instead of waiting for a few seconds each line like this.

Hi all, new to this forum and ActiveX API here.
Started using the standard sample TwsActiveX.xls and trying to get it download my account info.
But after downloading about 5/10/40 rows it stops downloading anymore rows.? (This seemed to work on Wed, but yesterday and today it's not working).
Am I missing something on my configurations??

Brendan is correct about the UNSET_DOUBLE or Double.MAX_VALUE the various languages use to indicate "undefined value". The same is true for integer fields where the Integer.MAX_VALUE (2^31)-1 = 2,147,483,647 is used as the UNSET_INTEGER indicator.

You should get "undefined realizedPNL" only for commission reports of entry trades, since there is no PNL from price changes yet. Commission reports for exit trades will show the actual realized PNL for that trade.

Depending on how you think about PNL, you could set "realizedPNL = -commission" for entry positions (when realizedPNL is undefined) since the commission you pay for entering into the position is a small loss right from the start.

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