We have not experienced any issues on our end, Lou, but then our setup is very different. Let me throw out a few thoughts, some or all of them you may have thought about yourself already:

• Which version of TWS/IBGW are you running? Latest/Stable and Standalone/Autoupdate? Reason why I ask is that IBKR recently switched the stable track from the 981 level to the 10.12 level. There have been a lot of changes introduced in version 10 and I believe there are a couple new settings in the General API screen. Having said that, those TWS/IBGW changes should impact paper and real accounts equally.
• Have you confirmed that the port for your real account in the TWS/IBGW API settings has not changed somehow? In other words, is the TWS/IBGW port really identical to the one you use in your client?
• And finally, have you tried to get a "second opinion", meaning have you tried an API client that is very different from what you normally use? One that comes to mind is

Hope there is something here that gets you a step closer.

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On Tue, Jul 5, 2022 at 06:36 PM, Lou Dudka wrote:

Hi All,

I suddenly (over the weekend) cannot connect on:
Call objTWSControl.m_TWSControl.Connect(connectionHost, connectionPort, clientId, False)
connectionHost is blank
connectionPort is correct in TWS API setup
clientId is correct and unique.

ONLY when trying to connect to Production.
I know we've all heard it before, but (to the absolute best of my knowledge) I've changed nothing.? This code is "as is" from IB and has not been changed ever.

If I simply switch (same XLS/VBA code) the connectionPort to the Test API port everything works.

My app (Excel/Win7/ActiveX) just hangs on the call. Old API code, don't know version.

Something changed over the weekend.

Thanks, as always, and Be Well,
Lou Dudka

With a browser there's standard information passed back to the server (browser & version, OS & version, screen size, etc). When TWS or the Gateway connects who knows what is sent. It might send all sorts of data including it's own version number, the MAC address, the processor serial number, etc. Anything to identify a unique device.

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My guess is that the device's MAC address is analyzed because it is unique to every device.
https://en.wikipedia.org/wiki/MAC_address

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Hi all

As topic title, have a bit of an unusual one. So sometimes IBKR returns live daily data with date in the future, has anyone come across this problem?

I can handle it easily by restarting Gateway, but it irks me to no end that it happens, and more importantly I'm concerned that I have missed something somewhere that will manifest in a much nastier way down the track.

To illustrate the problem, on this just past Friday (1st July):
Using IBC, I run my script at 845am AEST(Sydney), and using reqHistoricalData it backfills daily data correctly up to and including 30th of June, and then it sits quietly until 10am (AEST) for market open to update me with live data.

-------------------------------------------
2022-07-01 08:45:25.529 [GS] INFO? [JTS-PostAuthenticateS2-23] - Started on 20220630-22:45:25
2022-07-01 08:45:25.529 [GS] INFO? [JTS-PostAuthenticateS2-23] - Default timezone:Australia/Sydney name:Australian Eastern Standard Time (New South Wales) dst:3600000
/////////////////////TRUNCATED///////////////////////////////
2022-07-01 09:59:53.444 [GS] INFO? [JTS-CCPDispatcherS2-35] - CCP reported time: 2022-06-30 23:59:53.000 (GMT) [1656633593000], local time: 2022-06-30 23:59:53.442 (GMT), local time: 2022-07-01 09:59:53.442 (AEST), difference in seconds: -0.442, handling delta:0 [Msg1]
2022-07-01 10:00:11.010 [GS] INFO? [JTS-EServerSocketNotifier-93] - [1:157:157:1:0:90:-1:INFO] Sending historical data update [requestId: 2]...
2022-07-01 10:00:11.012 [GS] INFO? [JTS-EServerSocketNotifier-93] - [1:157:157:1:0:90:-1:DET] [90;2;541;20220702;40.830;40.740;40.840;40.710;40.82844666903462;413859]
-------------------------------------------

As a test, I sat and watched it feed me data from the '2nd of July' for more than an hour before manually handling it.

It seems that the Gateway reads my login screen settings correctly and knows that my computer is in AEST timezone, and gives me historical data correctly, but when it returns live data, it adds 1 day to the date which in this case, the 2nd of July being a Saturday and therefore not a trading day, makes no sense.

From my understanding of the IBKR github, with reqHistoricalData and keepUpToDate=True, there is no way to set a timezone as it just reads off the TWS login screen. I have checked my TWS login screen timezone, Windows timezone settings, combed through this group's topics as well as done a code review and nothing has come to mind.

If this wasn't an intermittent problem then I would just subtract 1 from the date to make it work properly or perhaps use reqRealTimeBars, but the fact that restarting Gateway can usually resolve this problem suggests to me the issue is somewhere else.

Has anyone else come across this or have any ideas/thoughts?

Cheers and thanks in advance

On Wed, Jun 29, 2022 at 06:05 PM, Kevin wrote:

e

I have the same experience as you Kevin, not sure why, since I've selected 'Asia' server in the TWS/Gateway login screen. I've found the IB response rate on tickets this year has also been abysmal, they must be snowed in. I might give them a call one of these days and see if they can offer any further insight or solutions. Otherwise, I'll keep using IBC to handle the disconnects

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Got it, does that mean the the 5 sec real time bars also don't contain actual trade prices but rather mid points too?? I suppose tick-by-tick subscription won't have last either then, is that right?

Best,

Dave

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Thanks @Orionn.? I did assume that about volume since that is usually the case with forex, but crazy they don't tell you about the actual trades. They clearly show "last" in TWS, wonder why they don't transmit it.? I suppose that leaves the 5 sec real time bars as the only way to understand what prices were actually traded on spot.

I may try a tick by tick last request and see if that provides any streams for last.? Do you happen to know if that may work?

Best,

Dave

That is the expected behavior. IB never provided last price nor volume data for Forex (and metals like XAUUSD). Only bid/ask data is provided. To get last price and volume data you need to request data for Forex futures contracts. Hope this helps.

--

I am working on an application and using the free forex feed for now, GBPUSD.? When I subscribe to market data using "233" as the generic tick type, which should be RTVolume, I am only getting tick Price updates for tick type 1 and 2, or bid and ask.? I never seem to get a tick type of 4 (which is last), even though I am seeing plenty of trades and GBPUSD is obviously very active.? Could this be related to forex vs other contract types?

Thanks!

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Hi Everyone,

I'm subscribing to account updates with reqAccountUpdates(True, account_id) and receiving both?updateAccountValue and?accountDownloadEnd on the initial callback; however following that I only receive updateAccountValue?callbacks (every 3 minutes as expected) but with no accountDownloadEnd?callback. I though accountDownloadEnd?callbacks are also provided every 3 minutes, but it appears to not be so?? Anyone understand this behaviour?

Thanks in advance...

Dave

Hi All
I found there are only 2? related topics wshMetaData and wshEventData. but the sample codes from API document are too simple there.
Anyone has done some work with those API by any chance? if there is any demo code would be very helpful!
thanks a lot,

Annie