Sorry Carlos, I’ve been through all this before but I’d forgotten how to do this.

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IB’s handling of the decimal problem in the ActiveX API is sadly lacking. It has to be supplemented by additional functions which should be in the API but aren’t. If you look at the VBA code in the Excel ActiveX demo, you’ll find a code module called Utils.bas that has a couple of relevant functions, in particular one called SetVariantDecimal. This that takes a string and returns the required object to use in properties like totalQuantity.

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The following function is based on that, but I think it’s better named and is more applicable because it can take any variant as an argument:

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Public Function CreateDecimalObject(value As Variant) As Object

??? Dim collection As New collection

??? collection.Add CDec(value)

??? Set CreateDecimalObject = collection

End Function

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Ideally you’d add this function to a module (not a class module) so that it would be accessible everywhere within your code. But if you only need it within a single class, you could just add it to that class (in which case it should be Private rather than Public).

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So now your failing piece of code would look like this:

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??????? O.totalQuantity = CreateDecimalObject(quantity)

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[Comment: if you think this CreateDecimalObject function looks very strange, you’re right! I modified IB’s API code to use a new class called BoxedDecimal, so that everywhere where IB has a Variant to hold a size value, there is instead a BoxedDecimal instead: this is much more documentary, because you can see exactly what you’re dealing with without having to guess. It also makes the ActiveX API much easier to use from C# or Visual Basic .Net. I offered this to IB as an improvement? (see if you have access to the API repository), but they have shown no interest…]

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Try this:

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??????? O.totalQuantity = CDec(quantity)

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Richard

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In order to support crypto contracts, IB have changed many ‘size’ parameters and properties (for example in TickSize and HistoricalData events) from 32-bit integers (ie Long in VB6) to Decimal type.

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In .Net, the Decimal type can be easily used exactly the same as any other numeric type. So if you’re using the C# API from Visual Basic.Net you can declare decimal variables, and use them, in the obvious way:

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Dim size As Decimal = 499.7366214562341954

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But VB6, although it provides some support for Decimal values, is less friendly. Here’s what the VB6 documentation has to say about the Decimal type:

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Decimal variables are stored as 96-bit (12-byte) signed integers scaled by a variable power of 10. The power of 10 scaling factor specifies the number of digits to the right of the decimal point, and ranges from 0 to 28. With a scale of 0 (no decimal places), the largest possible value is +/-79,228,162,514,264,337,593,543,950,335. With a 28 decimal places, the largest value is +/-7.9228162514264337593543950335 and the smallest, non-zero value is +/-0.0000000000000000000000000001.

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Note?? At this time the Decimal data type can only be used within a Variant, that is, you cannot declare a variable to be of type Decimal. You can, however, create a Variant whose subtype is Decimal using the CDec function.

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For example, the equivalent to the above Visual Basic .Net statement would be:

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Dim size As Variant : size = CDec(499.7366214562341954)

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So the ActiveX API now has lots of Variant values scattered through it wherever there used to be a Long size value (other non-size Long values such as request ids are still Longs).

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So your HistoricalData event handler should now be declared like this:

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Private Sub TWS_historicalData(reqId As Long, date As String, open As Double, high As Double, low As Double, close As Double, volume, barCount As Long, WAP, hasGaps As Long)

.

.

.

End Sub

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You’ll need to check all the various events you handle to discover where Longs have been replaced with Variants. The easiest way to do this is either to simply recreate the event handlers in the usual way, or you can use the Object Browser (press F2) to inspect all the various classes and events.

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You don’t have to do anything special to actually use these values in VB6. You can do all the usual arithmetic operations on them, and because Variants carry the actual data type internally the VB6 runtime always knows what kind of value it’s dealing with.

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Regarding the Bar class, there is no such thing in the ActiveX API (there never has been). This is in the C# API, but is not exposed via the ActiveX API.

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Richard

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