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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

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

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)

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

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

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

Hmmm, if you are certain it is finding the correct symbol, maybe there's something about the choice of bundle and or the exchange that is important. I'm sorry, I don't subscribe to the data, so if

I have tried 100 stock_names, they behave consistently. Error 354, reqId 654: Requested market data is not subscribed.Delayed market data is available.Error&BEST/STK/Top&BEST/STK/Top, contract:

What does tws show when you enter the ticker ? There's a few AEE named tickers, I would not be surprised if it was guessing the wrong one. I've found using contact ID is more reliable. Best

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

Depending on when you subscribed you may have to wait overnight (US) for it to activate. Check in tws if you can see it, that will help isolate the update for you. Best wishes, M

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'

Hello, I'm trying to place a simple bracket order with a take profit and a stop loss. I manage to buy (parent order) but then the child orders get rejected, saying the parent order is being

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,

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

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

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.