?

Hello Richard,

you can use this object with this parameters without any problems when you set the ".whatIf = 1" because it gives you only information back like your margin conditions and your equityWithLoan before and after this order will be set. I had never a problem with this. Of course you cant use this parameters to set an real order.

With objTWSControl.m_orderInfo
???? .Action =? "BUY"
???? .totalQuantity = 1
???? .orderType = "STP"
???? .auxPrice = 1
???? .timeInForce = "DAY"
???? .whatIf = 1
End With

Public Sub M_REAL_ORDER_MARGIN_AKTUALISIERUNG(orderid As Long, contract As TWSLib.IContract, order As TWSLib.IOrder, orderState As TWSLib.IOrderState)

????????? =orderState.warningText
??????? ? =orderState.equityWithLoanAfter
????????? =orderState.initMarginChange
????????? =orderState.maintMarginChange
????????? =orderState.equityWithLoanAfter

end sub

Do you maybe trade FDXM from Eurex?

Thanks a lot too for your reply. Everything could help me to figure out that problem.

Are you getting any error messages, such as code 1100 before TWS closes?
Any clues in the TWS logs?
Could there be network disruptions between TWS and IBKR (such as router/modem restarts, DHCP IP renewals, ...)?

Is it possible you experience Java JVM crashes?

We see brief TWS disconnects every night during the , which is at 23:45 - 00:45 ET during the week for US based IBKR systems. These are always brief enough so that TWS never closes and stays authenticated without causing client disconnects. This week they took place at (Central Time)

SUN??? 2022-07-24 23:16:37.843-0500
MON??? 2022-07-25 23:27:09.827-0500
TUE??? 2022-07-26 23:15:38.260-0500
WED??? 2022-07-27 23:17:11.020-0500
THU??? 2022-07-28 23:20:24.056-0500

闯ü谤驳别苍


On Fri, Jul 29, 2022 at 08:43 AM, Mike wrote:

All,

My TWS is closing at night, between 11 PM and 4 AM EST causing my app to disconnect.? Has anyone experienced issues with TWS closing?? What is the best way to diagnose whether the issue is TWS or elsewhere?

Mike

On Jul 29, 2022, at 11:11 AM, 闯ü谤驳别苍 Reinold via groups.io <TwsApiOnGroupsIo@...> wrote:

IBKR has several standard and custom integration options for institutions and large clients and you can even co-locate your servers with them. Some of the more common options

What you describe very likely does not use TWS API. Maybe they use FIX CTCI or even a much tighter custom integration.

闯ü谤驳别苍

PS Glad to hear you checked with IBKR.

On Jul 29, 2022, at 10:45 AM, Richard L King via groups.io <rlking@...> wrote:

Just to add to what 闯ü谤驳别苍 said, you can get IBC from its GitHub repository at:

?

?

Richard

?

From:?[email protected]?<[email protected]>?On Behalf Of?闯ü谤驳别苍 Reinold via?
Sent:?29 July 2022 18:27
To:?[email protected]
Subject:?Re: [TWS API] opt out from: Secure Login required for trading

?

We don't have a need for "other users" to connect to our back-end and it would probably be quite a challenge to make that secure.

While each TWS/IBGW instance can only log into one account, that can be an "account of accounts" in case the various accounts are linked together. That does not necessarily mean all accounts have to have the same owner. In that case, a single client can trade for all linked accounts by simply adding the relevant account number when placing orders. And during login, 2FA is only required for that "account of accounts".

If the accounts are not linked, individual instances of TWS/IBGW plus client application have to be started. You can automate that with Richard King's IBC and there are several discussions over at?/g/ibcalpha/topics?how to setup IBC such that 2FA during login takes place on a mobile device that can be far away from where IBC/TWS/IBGW run.

闯ü谤驳别苍

On Fri, Jul 29, 2022 at 11:29 AM, bart??wrote:

Jurgen, I totally agree with your assessment about the need for 2FA.??

?

One question: is your system allowing other users to connect to your backend? If so how do you handle them entering their PW/2FA code securely so your backend can connect to their accounts? There are some robotrading sites that do that and just wonder how it is implemented.?

?

All,

My TWS is closing at night, between 11 PM and 4 AM EST causing my app to disconnect.? Has anyone experienced issues with TWS closing?? What is the best way to diagnose whether the issue is TWS or elsewhere?

Mike

?

We don't have a need for "other users" to connect to our back-end and it would probably be quite a challenge to make that secure.

While each TWS/IBGW instance can only log into one account, that can be an "account of accounts" in case the various accounts are linked together. That does not necessarily mean all accounts have to have the same owner. In that case, a single client can trade for all linked accounts by simply adding the relevant account number when placing orders. And during login, 2FA is only required for that "account of accounts".

If the accounts are not linked, individual instances of TWS/IBGW plus client application have to be started. You can automate that with Richard King's IBC and there are several discussions over at /g/ibcalpha/topics how to setup IBC such that 2FA during login takes place on a mobile device that can be far away from where IBC/TWS/IBGW run.

闯ü谤驳别苍

On Fri, Jul 29, 2022 at 11:29 AM, bart decanne.com wrote:

Jurgen, I totally agree with your assessment about the need for 2FA.?

?

One question: is your system allowing other users to connect to your backend? If so how do you handle them entering their PW/2FA code securely so your backend can connect to their accounts? There are some robotrading sites that do that and just wonder how it is implemented.?

?

?

Hello 闯ü谤驳别苍,

first of all I thank you very much for your fast reply and your time! I'm absolutely with you that my kind of solution is not perfect but at the time when i started it was the best what i could manage with my knowledge.?

1. "One area I'd review is the code that determines the next order ID. As the Placing Orders chapter of the API Reference Guide suggests, clients generally maintain their own sequence of order IDs and do not make API calls for the nextOrderId unless they somehow lose the sequence. During the initial connection request, clients are automatically informed of the next valid order ID and, from that point on, simply increment an internal nextOrderId field as needed. "

So for my understanding now, it is not necessary to make always a request for a validOrderid and it save process time to increment the order id in a own sub. I get the first valid id with the first connection in the morning. I implemented this and of course the problem with the duplicate order id is gone :)

2. "our code needs to be structured event oriented as well and needs to wait for the arrival of a callback (or the corresponding error) and not sleep for a fix period of time after the request."

The Code really wait and not sleep. There is a timer in the backround who started the code again and then it follows a validation phase to check the answer from the API. I'm use unique strings that the program always know the correct sequence entry point. IMO there is no way to use multithread with excel so i have to do everything step by step. Of course this need time but still now it is not relevant for my trading.

3. Unfortunately now the wrapper send no response for my DAX contract. If i change the contract to EUR.USD i get the response without any problem. So is there a way if you can make a order request to look if you get an answer?

Kontraktinformationen:
With objTWSControl.m_contractInfo
???? .Symbol ="DAX"
???? .secType = "FUT"
???? .lastTradeDateOrContractMonth = "202209"
???? .multiplier =5
???? .exchange = "EUREX" changed from DTB on monday this week and this was the time when my problem with duplicate Order id started
???? .currency ="EUR"
End With

Orderinformationen:
With objTWSControl.m_orderInfo
???? .Action =? "BUY"
???? .totalQuantity = 1
???? .orderType = "STP"
???? .auxPrice = 1
???? .timeInForce = "DAY"
???? .whatIf = 1
End With

When I make the request with EUR.USD I get the response without any problem:

Kontraktinformationen:
With objTWSControl.m_contractInfo
???? .Symbol ="EUR"
???? .secType = "CFD"
???? .lastTradeDateOrContractMonth = ""
???? .multiplier =1
???? .exchange = "SMART"
???? .currency ="USD"
End With

Orderinformationen:
With objTWSControl.m_orderInfo
???? .Action =? "BUY"
???? .totalQuantity = 1
???? .orderType = "STP"
???? .auxPrice = 1
???? .timeInForce = "DAY"
???? .whatIf = 1
End With

My question is now if i have to change anything in the contractinfo object in the way to get a response from TWS via API. IMO it is strange that the problem started for me with the change of the exchange from DTB to EUREX. Do you or anyone know something about this or have the same issue with requests on EUREX-Exchange via API and TWS?

Thanks again for your help!!!

Robert

Jurgen, I totally agree with your assessment about the need for 2FA.?

?

One question: is your system allowing other users to connect to your backend? If so how do you handle them entering their PW/2FA code securely so your backend can connect to their accounts? There are some robotrading sites that do that and just wonder how it is implemented.?

?

1. "One area I'd review is the code that determines the next order ID. As the Placing Orders chapter of the API Reference Guide suggests, clients generally maintain their own sequence of order IDs and do not make API calls for the nextOrderId unless they somehow lose the sequence. During the initial connection request, clients are automatically informed of the next valid order ID and, from that point on, simply increment an internal nextOrderId field as needed. "

So for my understanding now, it is not necessary to make always a request for a validOrderid and it save process time to increment the order id in a own sub. I get the first valid id with the first connection in the morning. I implemented this and of course the problem with the duplicate order id is gone :)

2. "our code needs to be structured event oriented as well and needs to wait for the arrival of a callback (or the corresponding error) and not sleep for a fix period of time after the request."

The Code really wait and not sleep. There is a timer in the backround who started the code again and then it follows a validation phase to check the answer from the API. I'm use unique strings that the program always know the correct sequence entry point. IMO there is no way to use multithread with excel so i have to do everything step by step. Of course this need time but still now it is not relevant for my trading.

...
My question is now if i have to change anything in the contractinfo object in the way to get a response from TWS via API. IMO it is strange that the problem started for me with the change of the exchange from DTB to EUREX. Do you or anyone know something about this or have the same issue with requests on EUREX-Exchange via API and TWS?

On Jul 29, 2022, at 8:33 AM, 闯ü谤驳别苍 Reinold via groups.io <TwsApiOnGroupsIo@...> wrote:

?

Not sure why you even want to opt out of 2FA for login. Remember, we are talking about brokerage accounts with real money and possibly significant balances. Simple password-only authentication is way too vulnerable and 2FA is pretty much the standard all over the WEB even for sites with negligible significance compared to brokerage accounts.

We use 2FA for years and the only impact is that we have to type a few numbers during login once a week when we start TWS. After that, TWS restarts automatically once a day and no password nor 2FA is required. Client applications trade via TWS API without any need for 2FA since that is a login-only activity. You obviously want to make sure the systems that run TWS/IBGW and your client applications have adequate security measures while TWS/IBGW is authenticated with IBKR.

闯ü谤驳别苍

On Fri, Jul 29, 2022 at 09:38 AM, ajn wrote:

I cannot opt out from 2fa for trading in one of my accounts (and my relative has same issue). Note, I am not talking about disabling 2fa altogether, just for trading.

I cannot opt out from 2fa for trading in one of my accounts (and my relative has same issue). Note, I am not talking about disabling 2fa altogether, just for trading.

On Jul 29, 2022, at 9:54 AM, mark collins <mark.collins@...> wrote:

?

Tws will restart automatically every day. It's a legacy thing that's been in tws for as long as I can remember. There are settings for selecting when and how it restarts in the preferences menu

Best wishes,

M

On Fri, 29 Jul 2022, 14:43 Mike via , <m_saracena=[email protected]> wrote:

All,

My TWS is closing at night, between 11 PM and 4 AM EST causing my app to disconnect.? Has anyone experienced issues with TWS closing?? What is the best way to diagnose whether the issue is TWS or elsewhere?

Mike