Re: TWS 50/sec limit
This limit is for requests you send to TWS and does not concern any replies that TWS sends to you. TWS can send many more than 50 messages per second.
So in your example it would count as one
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Nick <news1000@...>
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#49241
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Re: TWS 50/sec limit
I know, it's a pretty old thread and Frank Bell implies that it may even impossible to constantly avoid the 50 msg/sec limit. But one question: what is counted as a message? If I sent a request to
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hansblafoo@...
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#49240
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Initial margin requirement by security
I can find all kind of info on maintenance margins but the only initial margin figure I have is aggregated. I am interested in monitoring the initial margin requirement for each of my portfolio
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Tony Fonda
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#49238
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Re: Excel DDE scanner - live market data
I've done quite a bit of work on the sample ActiveX workbook on IB's behalf in the past, and I think that might be a better starting point than the DDE version, primarily because I'm really not
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Richard L King
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#49237
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Re: Average price question - how is it calculated?
In my case that is exactly what it is - wash sale losses.? I don't know in Mark's case.
Hugh
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hmtodd
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#49236
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Re: Average price question - how is it calculated?
Just brainstorming, so this is probably incorrect. What if IB is taking into account wash sale losses into your cost basis (average price) of the position and these wash sale loss calculations happen
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CarlErikson
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#49235
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Re: Average price question - how is it calculated?
Mark,
I've seen the same thing using TWS build 10.12.2h.? I'm in the U.S. ? In my case It appears to be showing the tax basis value for the position, not the actual average price paid for the
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hmtodd
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#49234
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Re: Average price question - how is it calculated?
Hi Richard,
A good idea, but apparently not.
Accounts view has a table that shows as attached, is it possible that
there's a position hidden somehow? I see no evidence of it in the account
statement
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mark collins
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#49233
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Re: Average price question - how is it calculated?
This is probably a silly suggestion, but are you quite sure you don't have an existing position from back when it was trading at the higher price?
Sent: 21 March 2022 10:30
To:
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Richard L King
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#49232
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Re: Excel DDE scanner - live market data
Bump up to see if anyone could help or point to any resources / examples that I could use?? Thanks a lot!
Alternatively, I have noticed from the admin letter that it may be possible to seek (paid)
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MdC
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#49231
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Re: Average price question - how is it calculated?
No joy. I've updated, and still the same bizarre average price.
It happens overnight, when the trade is fresh it is correct, in the morning
the prices are different. Once it's wrong, it remains wrong
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mark collins
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#49230
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Re: Time to Fill Orders During Paper Trading
I've seen it with my paper trading account the last few days. I have a funded account and subscriptions. I assume that paper orders have a lower priority than real orders and may get deferred when
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Hilmar
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#49229
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Re: no volume / no count / no vwap on TLSA market data
Salut Jurgen
funny thing, I got no volume / count / vwap data for 2 weeks, ca 90min after posting everything got normal again.
In meantime, I tried several machines via AWS x86 linux / windows / mac
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Sebastian
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#49228
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Re: Average price question - how is it calculated?
Thanks, I'll do that.
Best wishes,
M
<TwsApiOnGroupsIo@...> wrote:
--
+44 (0) 7528 551604 gulfstream-software.com
Gulfstream Software - Winner Risk Management Awards 2010
This
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mark collins
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#49227
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Re: Average price question - how is it calculated?
TWS 10.12 is outdated for a while and we had a lot of issues with the 10.12 versions, Mark.
"Stable" is 981.3k right now while "Latest" is Version 10.14.1e. Might make sense to check out either or
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Jürgen Reinold
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#49226
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Re: Average price question - how is it calculated?
No response from IB, The trades placed today all show normal average price.
Something like average fill price should not be esoteric so I think there
is a definite bug in the TWS version, I'm using
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mark collins
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#49225
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Re: Average price question - how is it calculated?
That's a good observation. The scale is well wide though. The difference in
average price is worth around 7000 USD on this trade (160k traded). It's
very very wild.
Best wishes
M
By
mark collins
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#49224
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Re: Average price question - how is it calculated?
You are from he UK, aren't you? The average price will also include stamp tax. IB treats it like it were commission. This can be over 20 GBP on a trade. I had to learn this myself when I was trading
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Despair
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#49223
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Re: no volume / no count / no vwap on TLSA market data
Which version of TWS or IBGW are you using, Sebastian? And does your query get handled by a paper or real account?
I just ran our historical data tester on TSLA (conid 76792991, exchange SMART) via
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Jürgen Reinold
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#49222
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no volume / no count / no vwap on TLSA market data
Salut
Im using TSLA OHLC daily bar trade market data via reqHistoricalData (history and updates) for some years already - new since 2022-03-01: there is no delivery of volume / count / vwap anymore
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Sebastian
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#49221
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