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I am new to the TWS API, so please bear with me! This issue pertains to stocks on the London Stock Exchange (LSE). And I am using paper trading for the moment. Most (possibly all?) UK stocks on the

Calculating market cap should be super easy. Market cap = share price x # shares outstanding https://www.investopedia.com/terms/m/marketcapitalization.asp IBKR Example: - Current price from TWS:

Ajay - I appreciate your continued help. I agree with your method of reverse engineering some numbers... however, when I did so I ran into the fact that in my test 172 TWS contracts gave a market cap

Hi all, I am not sure what is the cause of this issue. My script will export data to a csv file in real time using 5-seconds bar but sometime the time interval recorded in the csv file has a 4-seconds

Sure, it's available here: https://github.com/tbrown122387/dockerized_logger The asker on that thread is me, haha. I guess I've been wondering about this for quite some time now.

Can you share your code? This might help you: https://stackoverflow.com/questions/59339645/is-acknowledgement-critical-in-tws-c-api - Bruce

The c++ test client has an enum member called m_state that evidently dictates the state of the program, which is what the program uses to decide which actions to take and which functions to

It seems the CHANGE % resets at 5pm for Forex. Not sure how this works for rest of stock and specially those trading after hours. Anyone has any ideas where LAST and CHANGE % equivalent is in

I'm attempting to create trading signals by utilizing the Hurst Exponent on top of rescaled ranges (Mandelbrot) via implementation in Python3, but it seems there are very few resources out there that

It is documented, but not obviously: From https://interactivebrokers.github.io/tws-api/historical_time_and_sales.html#reqHistoricalTicks "To complete a full second, more ticks may be returned than

Richard, JR, thank you for offering your help. The responses from the API you posted made it obvious the problem is in my code. After looking carefully and debugging I found the culprit in my tick

You might want to review your code once more specifically for any sleeps. My data harvester (implemented in Java) is able to do what you are trying. Without any quote boosters, the harvester *

@Nick: Okay, the restriction of 3 must be what I’m running into then. Thanks. I guess that if I’m married to the idea of having level 1 order data *and* trade data, then I’ll have to reduce the

There's no point bumping this here. Nothing that happens in this group has the slightest influence on IB's development plans. I suggest you contact IB directly, or add your requirement to IB's

Hi. Did you get it working at all? Thanks.

I requested the ReportSnapshot object for the following stock: symbol = RDSA, exchange = AMS, currency = EUR. From all the data that comes back from it, we get a "DisplayRIC", which is RDSa.AS. Now,

Bumping this, should be implemented to have any sort of control over autoliquidations.

Create a separate app class for request and callback you wanted paired together.

Take a look at your logic for order_id management. From the second parent order on, each parent order will have the same order_id as the previous stop loss order.

If I comment out the 2 child orders, I can place the parent order multiple times, no issues.