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I agree, this could easily be in the top 5 features on my wishlist, even though with the daily report mail-ins it would merely offer convenience rather than a full blown upgrade. I would even settle

This is why orderRef (or a similar customer-supplied field) should be int64 instead of string, then no issues with storage.

True but OrderRef reset is an exception I wouldn't blame them for. Didn't test its limits but obviously clients can stuff A LOT of data into this field at zero cost to them so I imagine it could

Since you are throwing situations there is another to add: Or that there is a business advantage for them to reset; Like playing the spreads or market at times they see fit by taking the opportunity

IB is all-in with daily resets. I don't know if they painted themselves into a corner long ago and would essentially have to start over, or if there is some kind of regulatory or legal explanation. It

Thanks for the reply. Already doing this, however reports are supposed to be self-sufficient. External tools may fail, mails may get lost, etc. It is very unfortunate that IB does not keep that info,

OrderRef will be in reports only for the most recent session. Workaround: configure the system to send daily reports by mail, then collect and collate them.

I would strongly recommend that you record the pricing that IB believes is available at the time, it will tell you whether it is a data issue or a simulated trade issue. At least if the data lines up

Thanks Mark. I do account for timing differences in my backtest (i.e I assume there is a time delta between when my model signal is generated and when the orders are actually placed. So in backtest, I

I am using orderRef field of an order to mark an order as it belongs to a specific strategy. However when using flex queries to retrieve the list of orders the OrderReference field is always empty. As

To really understand this you'll need to account for possible differences in the exchanges, as well as the timing differences. Lastly you need to know that paper trades in the IB system are

Hello Can anyone tell me how the IBKR paper trading via APIs is simulated ? This is how I am testing my system. I have a 3rd party tick data that I consume and build my predictions real-time (so I am

I have a few accounts under a Friends? and Family umbrella account which I trade using multiple python based models.?? I had been successfully trading two models against one of the accounts, but

Thanks for checking this. Your example works for contract details but have you seen this working for market depth level 2 or level 1 as well which is the case I am asking about? Side note: Will

Does anyone know how to make a routine that determines when all the RTD cells have been updated?.? That way the next procedure can detect it and run based on the data.? I currently have to wait and

Maybe you want to check your setup, Bruce. The ISIN example contract lookup example works just fine in Richards amazing Contract Inspector.

Thanks Stew. Noted your tip about why conID might give faster response. The error I get you think is because I didn't input contract ID or symbol like it says? If so then: A) Why does the sample file

Hi, Is it possible to get "Book Depth Level 2" detail levels from Historical Data requests? In streaming data this comes from these requests: IBApi.EWrapper.updateMktDepth (

My script requests the head timestamp of 200 contracts to query data.? I have been having a few issues: * I will be able to pull 100 ish values then I get a 162 error saying "request has timed

Hi, may I ask why there will be such an error message? I have checked my codes and it seems like there is nothing wrong there in the order part. Thank you very much.