Hey folks,

Relatively new to TWS API. Can reqMktData be used to stream market data:

- in real time
- for the entire day of trading hours
- for multiple contracts?

Or would attempting this cause a delay? I am looking to stream about 30 stocks simultaneously and have signals based on price action in real time. What's an appropriate database tool to use? Would sqlite3 be sufficient?

Thanks,
M Fitch

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Thanks

Richard King Group Owner and Moderator

@David Crookes

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Richard King Group Owner and Moderator

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Ah I think now I got it, you are logged in just one account and there you have data. Then you only have to choose in which account you place the orders.

But still can you be logged into the account with two clients simultaneously? This is possible when you have just one account so this should work, shouldn't it? I'm just wondering because I want to run two different strategies (via the API; this is an API-forum ;-)) and having two accounts would be an easy and clean way to separate the positions from each other. Just paying twice for the market data would be a little bit annoying.

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From API you need to select the account you want to place the trade in. Can’t remember the method off top of my head. Was straight forward.?

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Linked account setup is like FA account. One login to get in and you need to select account to trade from a drop down menu.?

I believe that only one can use the subscription at a time.? When you launch trading with one user, it pauses the other.? You can test it out easily enough by running two instances of TWS and see what happens.??

I'm just getting started with using the TWS APi.? I'm using c++ as that's the language I'm most familiar with.
Questions:
1) Is it better for me to use the latest APi version 9.81 or the stable version 9.76 ?
2) Should I use the TWS APi library provided by IB, or should I try using the TWSApiC++ library (at?) ?

My goal is to be able to get my account balance, view current positions and submit/cancel/change/track orders.
Thanks.

Hi, I've been successfully using an Excel trading model and DDE Socket Bridge to automate my trading on a local desktop computer.? I'm trying to move that to the cloud.? I tried to run it all in a Virtual Machine using Windows Server on Google Cloud Platform.? When I run the runDdeSocketBridge file, instead of the command window popping up and showing "Connected", a command window pops up for a fraction of a second and then closes so that I can't read anything.? The Excel workbook does not seem to connect after that.? Any ideas?? Thanks so much, David.

I meant it occasionally takes a moment for the position to update.
Upon receiving the filled event I immediately request the current position and send out a reactionary order.
I had initially assumed that that the position update would always occur prior receiving the the filled event.
Since that does not appear to the the case I will use your suggestion and use the details of the filled event to update an internal position ledger.
I will use the internal position ledger to determine quantity of reactionary order.
Thank you

--

What do you mean by "it takes to update the position"?

I'm using STK/STK orders myself. Directly after an order is executed I receive updates for the order status (usually a whole bunch of events), execution details and commissions reports.
If you subscribe to account updates you will also receive an update of your open positions. All this happens without noticeable delay. So you don't have to pull the open positions every time an order is filled, just subscribe to account updates.
This will give you an update of your portfolio every 3 minutes or when a position is opened or closed.

Also, is it best practice to pull current position from IB periodically or instead to just pull position once at algo inception and keep an internal ledger based on filled confirms?

Hello,
I am using the IB Combo trader to route an order in a stock/stock combo.
I check the position after receiving an order filled event, however I've noticed there is often a delay in the time it takes to update the position.
Has anyone else experienced this?
Any suggestions on how to fix or workaround this issue?
Thanks

--

Odd, just when I thought all was well.

If you create two linked accounts with a shared market data subscription, is it possible to be logged in to both accounts simultaneously via the API and have market data on both?