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Portfolio models and related to that model codes are for advisors to automate trading of instrument combinations. If you have not done so, take a look at Model Portfolios and the API (

Fair enough if that was the case but then what is modelCode good for? I don't seem to be able to make use of it. Orders can be supplied with a model code and that modelCode can be entered into

Dojo321 wrote: ".. net position in TWS would be 0 but when I request positions I want to see two positions, .. " This is not possible with an IB account. Your IB account is a netting account, meaning

Great question. I didn't get a popup at all. But all orders stopped. And I had to a web interface to actually see to popup and agree. More interesting question is: how one could learn in advance

Hi,Bart, Thanks for your help. It's a way to calculate realized PnL by adding dailyPnL. Do you use this method by calculating yourself? -- ------ Forex trader David Liao

I don't know enough about dockers, so I'll try Despair's suggestion for now. Thanks for your help anyway!

Great, thank you very much for your help, Despair!

Thanks for the response Jurgen, really appreciate it. Everything you said about the cancellation requests makes sense to me. How long does it take to grab a snapshot for 30 instruments? > On

The various options for PNL feeds are described in Profit And Loss (P&L) ( https://interactivebrokers.github.io/tws-api/pnl.html ) Jürgen

I would have used the same approach and cannot see a way to do it differently. How long does it take to grab a snapshot for 30 instruments? When you are done with a snapshot it will take a while for

Thanks,I think your quick example is exact what I want. I'd like to know what callback function do you use to get realizedPNL without?commission reports? -- ------ Forex trader David Liao

When you say "I'm retrieving the contract object fresh" are you talking about reqContractDetails? If so, how many contracts does the request return? When I ask for AAL:STOCK (no other fields

Hi all. As most probably know, even if paying for extra streams, there is a hard limit of around 10 market depth streams that can be open at any one time. If I wanted to see a snapshot of level 2

Hi Everyone, I'm receiving this error callback when making an historical data request for AAL: "No historical market data for AAL/STK@VALUE Last 1d"? (error code 162) I can't work out what's going

To add, my goal is to tag orders with different modelCodes in order to keep positions apart. For example. If I buy 100 shares of Apple with modelCode "Strategy1" and short 100 shares of Apple with

I am having trouble with the C# API requesting positions via reqPositionsMulti with a modelCode. When I query with an empty string I get all open positions, however, when I populate modelCode with a

Thanks. Sounds like IB is moving towards 2fa. Guess it is time to bite the bullet. I was just I was hoping IB would do something more algo trading friendly, but of course any solution has

Hello Folks, thanks a lot for your help again. I don't want to use more of your time. I have a workaround that works for me with creating a contract object. Its time for me now to figure out how i

You should not have to create all that code in order to use a contract object you received from reqContractDetails. And you should be able to use the entire object without having to copy individual

I think the best for you is to get the excel file which comes with the IB API and do some tests in their code. What you have now developed I can not check if it is valid or it will work. I started