开云体育

TWS 10.12 is outdated for a while and we had a lot of issues with the 10.12 versions, Mark.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

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

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

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

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

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

Thanks everyone, I too have a cynical view of IB's position reporting, but there's definitely something odd going on. It's more than a little disconcerting that two very similar accounts would have

This may be unrelated but I remember I stopped using all pricing info from TWS regarding open positions because they reported different numbers depending on what page you were looking at. Sometimes

Hi, Thanks for the response. I don't think it can be commissions, not least because of the scale (3192 at 52.94 would put the trade at 168K, which is more than is in the account), but also because

The average price contains commission and fees.

Hello all, I've long got a trade out on SVXY. It is recording an average price(both on TWS and through the API) of 52.84. As the asset is currently only worth 50, it is recording a loss. The odd

If you enter an order to go short and IB believes no shares will be available to borrow on the settlement date then they hold your order.? It will only be sent to the exchange when their algorithm

Locating shares is not automatic when you enter or execute an order to go short.? At that time the broker is only required to have a reasonable expectation of being able to locate the shares.? They

ok thank you for all your help. cp

That sounds like a Julia programming issue. Maybe you can find a demo program or a support group for the Julia API that can give you a hand. Jürgen

My gosh it depends on the exchange you are query from I was doing NYSE, I will try BATS now....

So this is what I get (below) if I do a 5 min for Tesla 15-Mar-2022 (today) I am actually graphing this and (thinking there is a bug) but it does not match with both Trader Work

Ok thanks for taking the time to give me such a detailed reply. It's my fault for misunderstanding what you were saying initially. Because the contract object retained the same name in both calls I

That is just not the way it works. At least in IBKR provided API versions (Java, C#, Python, ...) arguments passed into requests never get changed by the request. Due to the asynchronous nature of the

Thanks a lot for your help. Yea, the is the open price in screaming market data, this helps me to get the open price much quicker.