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Just tried this and I cannot reproduce what you describe. Maybe you can provide an example of the failure you experience.

• Reading the TWS API source code and TWS/IBGW logs

• Reading the TWS API Guide at that is written and maintained by the TWS API developers and peer reviewed/corrected by a large group of TWS API practitioners

The IBKR Campus document seems to be pretty new (Oct 9 this year?) so it may still have some V1.00 errors. I do not know what an "error stream" is when they describe the error callback parameter reqId with "The request identifier corresponding to the most recent reqId that maintained the error stream".

Also, the first parameter for the error callback is called "id" and not "reqid" in the source code and the official TWS API Guide.

• I made a small client that makes native TWS API calls and does not use any of the higher level ApiController and framework functions I'd usually use
• The client side Java TWS API had version 10.17.1 and it connected to a paper account through the currently "stable" TWS 10.19.2e
• To trigger an order related error, I placed a market order for an expired ES future (ESH3, orderId = 10)
• Immediately followed by a reqPnlSingle( reqid=12345678, conid=495512552 ESZ3)

Error. Id: 10, Code: 200, Msg: No security definition has been found for the request

11:26:32.673 [Thread-2] INFO? Daily PnL Single. Req Id: 12345678, pos: 1, daily PnL: -2, unrealizedPnL: -2, realizedPnL: , value: 209312.5

• The first few messages relate to the connection setup and "welcome" handshake
• TWS received the placeOrder and pnlSingle requests within the same millisecond 30.291
• Order processing and order rejection took 314ms and the error message clearly indicates orderId 10
• The first pnl callback was sent 332ms later

Well, your characterization is not correct. The id parameter for callbacks always identifies the message the error relates to:

• If the error relates to a request, id will have the numerical value of that requestId
• If the error relates to an order, id will have the numerical value of the orderId

This is what I would expect, but the point is exactly it does not work this way.
For example, if you place an order, and make a reqPnLSingle request with your preferable reqId immediately after that, but before you got an order error, the next error message will come with that reqId, even if it relates to the order.
Indeed, this is confirmed by the documentation:

EWrapper.error(

reqId:?int. The request identifier corresponding to the most recent reqId that maintained the error stream.
This does not pertain to the orderId from placeOrder, but whatever the most recent requestId is.

(source:?)

So it's the most recent reqId, and not necessarily the one relating to the order.
You can easily recreate the condition and check.

One of the workarounds that comes to mind is whenever you need to make a request before handling your next error message pertaining to an order, the request must be made with an orderId in place of a reqId in that request. Or it can be any offset from an orderId, as you suggested, but in any case one needs to expect that reqId in the error callback, which does not necessarily equals the orderId.

Not sure I understand how an IGB crash may impact your keyboard.Also I don't see how IBG may impact the OS so deep that you need a Hard reset.

This look more an issue at OS level. If you use a remote desktop or a VNC like KVM that also could be a culprit, Some dislike very fast scrolling display like a log burst on a window.

That's perfect. Thank you.

• Field "execId" from the TWS API Execution class does line up with the "ibExecID" field in the Flex XML type "Trade"

• The TWS API free-form field "orderRef" in the Order class is carried over to the Flex XML type "Trade" field "orderReference"

There may be others, but at least in my test data, "permId" does not line up with "ibOrderID".

You might have to select the Flex Query option "Include Audit Trail Fields" to see those fields in the Flex XML.

闯ü谤驳别苍

From my experience a connection closed trough exception happens when your submit to GTW or TWS a message that was build in EClient.cpp but contains a non valid value.

From that perspective, the area that maybe an issue is what is inside your "Contract" object,
you didn't mention enough about it, in particular what you setup for Type (and Exchange )
More fundamental: NQ "dry" is probably not working , you need to specify the contract date or a sepcific Type or maybe you mean NQX

If in doubt try a ::reqMatchingSymbols? to receive a list of what exist prefixed with NQ that of interest to you, and the appropriate official IB terminology.

Also asking "keepUpdated" when onboarding the API is adding difficulties to your experiments.
The simplest thing to start with is to use the supplied example form IB they should work (Caveat on Order but for another day)? then gradually change the example until you hit on what make it failing then fix it.

Sunday: In general should not matter if looking for Historical between 6 EST and 22 EST. However during login look at extra message, last Saturday IB did a planned maintenance.
IB does updates sometime but at specific hours (very aside of RTH) this depend upon the TZ of the instrument you look for and your registered TZ.
A lot of thread here deal with this and various strategies,but that's really a fine tuning for operation.

?

What is the most reliable way to correlate orders and fills from the API with the same in the Flex Report? It seems each fill has a unique execId and each order has a permId, but there are no such ids in the flex report.

• If the error relates to a request, id will have the numerical value of that requestId
• If the error relates to an order, id will have the numerical value of the orderId

• if the error is not directly related to a message your client sent (such as global errors), id will have a value of -1.

Between requestIds and orderIds, numeric values for orderIds have to follow strict requirements possibly for very long periods of time (as in forever or until you reset the sequence in TWS/IBGW) while requestIds are ephemeral and can be reused as soon as the last request they have been used for is complete.

• When your client connects, it receives the numeric value for the next valid orderId through the nextValidId() callback. For clientIds that have never been used before, nextValidId will return a value of 1
• Memorize that value as the nextOrderId and increment it every time you need to assign an orderId
• Similarly, create a nextRequestId that you use to assign unique ids for your requests from. Assign the initial value with a large offset from nextValidId(), such as, nextRequestId = nextOrderId + 10_000_000

Your error callback can uniquely be related to requests or order.

闯ü谤驳别苍

The limitation is one session for each user name at any point in time.

But you can create a second user name for your live account through the Client Portal. That second user can have the same or fewer permissions. For example you could disable trading permissions for the second user if you are concerned about accidental mobile "butt trading".

闯ü谤驳别苍

IDK how much more of this you want to read about. But, I'll just try to bolster the crux of 闯ü谤驳别苍's reply by referring you to Wikipedia regarding the .

I'll also add that the "first approach" they describe (re-entrancy, local store, immutable objs) is often the approach people tend to overlook. This may happen because one doesn't need extra tools for the first approach, it's basically a "style". And, I suspect if you show someone a "thing" (mutex, semaphore, etc) they remember it more than if you describe a "way" (don't share data, put everything on the stack, etc).

Well, I'm not an educator so that's all conjecture.

The second approach, otoh, can't be avoided in some cases... often when dealing with physical resources. Anyway, you should choose the approach which suits your given circumstances. Only experience and judgement will help you know which. I'd err toward the first approach if there are any doubts. But again, the first approach doesn't often come naturally until it's practiced a bit... and sometimes it's not worth the extra mental gymnastics.

As usual, YMMV.

• Run your automated trading system
• Login to your trading account and check the live positions, P&L and account balances

1. I run the Gateway API Java server and login to my live account by going to . Then I start up my trading system starts trading soon after.
2. I open my mobile app or the IB's website to login to my live account to check the trades and P&L.
3. My Gateway API Java server loses the logged in session until I manually have to login again at

Hi,

Whenever I call reqHistoricalData() the connectionClosed callback is hit in my Client Class. I am trying to get real time bar updates. Below is what I am passing into reqHistoricalData():
1, ->TickerId tickId
NQ futures contract (I have permissions), Contract contract
"", (for real time updates) string endDateTime
"1 D", string durationStr
"1 min", string barSizeSetting
"TRADES", string whatToShow
1, int useRTH
1, int formatDate
true, bool keepUpToDate
TagValueListSPtr(), const TagValueListSPtr& chartOptions

Any tips? Today is Sunday, and the market is closed, if that matters.

1. i have my own tws api client implementation:
   • it is heavily multithreaded (as it was cheap for me to implement), with the respect that there is only one "pipe" between my api implementation and ib gw where messages go through.
   • for multithreading i use queues heavily, so that the items are always sorted as they came (at least within that topic queue, like ticks, order messages etc).
   • for incoming messages, i have queues for each topic (so that i keep the order of the messages as they came in) and process them one by one in a separate thread. this is very important, not to change the order of the messages within the topic.
   • for outgoing messages, as there is only one pipe out, i process the messages as i pass them in the message processor, with the only distinction, that i have a priority queue (which is always processed first) and a standard queue (which is processed once the priority queue is empty).
   • for each request type (with some exceptions, like order requests and messages are handled in single class as they all originate from placing an order) i have single class which implements preparation and sending of the request, processing of responses and incoming events, and handling of corresponding errors.
   • i have a single class (called TWSService) which implements various providers from my abstraction library and directs the requests to specific handlers. it also takes care of the connection handshake, monitoring the connection state (and notifying it outside via listeners), disconnecting, and automatic reconnection, if configured so.
   • the requests are passed to this implementation with uuid request id which is a unique id within my abstraction library, and it is mapped to tws api request id.
2. i have an abstraction library that hides all the specifics of provider apis (like tws api, so that i could change data feed for example without changing anything in my code, just adding new api implementation) and provides all the features in the way that is more suitable for my consumers (apps):
   • i have connectors that manage related stuff for each specific topic (like accounts, contracts, data, orders, positions...).
   • i have provider interfaces that make standard communication interface for communication with api implementations (currently the only implementation i have is my tws api implementation). each connector gets one instance of a provider implementation to communicate with. in other words, the connector encapsulates the provider to build some more features on top of the provider, if needed.
   • some connectors provide some logic for stuff that is not api specific but rather my library specific, so if i would use different api later, the logic would/should work the same for the other api.
   • i heavily use listeners to pass received data to the consumers. this all happens asynchronously, as the request travels to my tws api implementation and to ib gw and from ib tw the messages travel through various queues back to the consumers (using standardized interfaces or objects from my abstraction library).
   • everything that would/could cause blocking (or does not need to be processed in-process) has its own thread (like data serialization, logging, ...) and queues so that the processing thread is as fast as it could be.
   • serializers serialize the data in batches. that is, they read the queue while there are items in it and only once the queue is empty, the transaction is committed (i use databases).
3. and then i have various consumers (apps):
   • they instantiate TWSService instance with specific parameters (host, port, client id) and pass the instance to a specific connector (which accepts a provider interface, TWSService implements those provider interfaces).
   • then all the communication is done through my abstraction library using the connectors (to send requests) and listeners (to receive messages).
   • the consumer also listens to the connection change interfaces directly on TWSService.