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Portfolio models and related to that model codes are for advisors to automate trading of instrument combinations. If you have not done so, take a look at and

闯ü谤驳别苍

Great question. I didn't get a popup at all. But all orders stopped. And I had to a web interface to actually see to popup and agree.?

More interesting question is: how one could learn in advance about those? I.e. I didn't get any emails from IB that I have x days to review and agree/disagree. The message just popped up. And this is not somethin an algo trading can deal with.? It is actually second time in 2 years where IB stops my trading with no warning (last time it was brexit, and because of jurisdiction change a company needed a LEI number. took 4 days to get. But ib knew about that 6 months in advance. Could have put it in the migration plan.). Either I am (we are) missing some info or IB just not particularly careful with user experience. I.e. I bet those legal changes were known in advance and they could have warned people and gave them some time in advance to react.??

?The various options for PNL feeds are described in

闯ü谤驳别苍

I would have used the same approach and cannot see a way to do it differently. How long does it take to grab a snapshot for 30 instruments?

When you are done with a snapshot it will take a while for your request to be finalized. TWS sees it right away, but I am sure they won't add the feed back to the "available" pool until TWS receives a cancellation confirmation from the IBKR back-end. So I am not surprised that the next might get denied until TWS has received a cancellation confirmation from IBKR. Unfortunately, has no callback that indicates to you when it is safe to make the next request. This could potentially be an ongoing area of instability.

The hard limit for the number of simultaneous Level 2 streams must have been increased, since now says you can have up to 60. But you can only get 10 of them by purchasing booster packs. To get to 60 you must have enough equity or commission to "earn" them.

According to the fine print in

• "There is no cap on the quantity of market data lines allocated per customer."
• You get one market line per $8 in monthly commissions
• Or for each $10,000 in equity

If my math is correct, $48,000 in monthly commission or an account value of $60Mio gets you to the 6,000 market line allocations you'd need for 60 simultaneous market depth feeds. Or half of that for 30 feeds :-)

闯ü谤驳别苍

When you say "I'm retrieving the contract object fresh" are you talking about reqContractDetails? If so, how many contracts does the request return?

When I ask for AAL:STOCK (no other fields initialized in the query contract) I get 31 contracts for three instruments:

• 25 contracts relate to "AMERICAN AIRLINES GROUP INC" (conid 139673266) for the various exchanges it is listed on
• 5 contracts relate to "ANGLO AMERICAN PLC" (conid 45024954)
• 1 contract is for "AVIAAM LEASING AB" (conid 285940697)

Only that last contract for "AVIAAM LEASING AB" trades on the VALUE exchange. Any chance wires might get crossed and the historical data request sees that contract?

Attached a quick CSV with the contracts I get.

闯ü谤驳别苍

Thanks. Sounds like IB is moving towards 2fa. Guess it is time to bite the bullet. I was just I was hoping IB would do something more algo trading friendly, but of course any solution has pros/cons.?

You should not have to create all that code in order to use a contract object you received from reqContractDetails. And you should be able to use the entire object without having to copy individual fields. That defeats the purpose. Unfortunately, I don't have enough experience with Excel/VB (nor do we use MS/Office programs, LibreOffice/OpenOffice works much better for us) and I cannot give you additional pointers here.

Maybe, for now, you should create contracts from scratch again.

Using reqContractDetails to retrieve contract objects that IBKR creates for you with all fields they care about initialized is a "best practice" (but clearly not the only approach):

• It facilitates a code structure that "separates concerns". Meaning that you have a small specialized module that knows everything that needs to be known about instruments, trading hours, exchanges, and other contract object details. It knows the many things that can go wrong and what to do in case something does, and applies in a central location all validations and safety checks you care about. You don't want to realize during an urgent position close attempt that something has changed and the contract is no good for trading.
• You are correct that reqContractDetails also needs a contract object for the request, but it has a different function, is more human oriented, and you can provide fewer details than what you'd need for placing orders or other API requests (machine usable). You can specify the instrument in the most convenient way for you (local symbol, CUSIP/ISIN, conid, ...) and, if that makes sense, you can even ask for all contracts of a certain type (say all active futures of a certain type, or the contracts for all currencies of a stock, ...) and you get trade hour details for the current session and the next week or so. Are you really sure you know all rules for trading around holidays and other, possibly short notice, trade hour changes?
• take a look at Richard King's ContractInspector that you can get at . The ContractInspector allows to explore what reqContractDetails can do for you without having to create code first.

But again, this only makes sense if you can convince the Excel/VB environment that it should use the contract object from reqContractDetails without any extra coding or field copying.

闯ü谤驳别苍