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FreeGold, That's the thing, I send a few API requests at setup to get option chain expirations, last underlying prices, and quotes before the first order entry.? I figured things should be good then.

The FTP site for borrow availability is more like an estimate.? It's not accurate.? Use the API for the correct numbers.

I use the offline versions (stable or latest). They don't update automatically. That way I control when an update happens. I can also have multiple versions installed since each numbered version has

Thank you, I found it in logs! Bid and Ask size a bit too large, but it seems like I need to troubleshoot it separately.

I'd consult TWS/IBGW logs again to check whether only one "Last" message is sent or whether there are multiple that get lost on the client side. Jürgen

To troubleshoot I requested Last price without requesting BidAsk and I see that there are multiple trades every second. I also ran my original code for 250 seconds with the same outcome: one LAST

I just update IBGW to the most recent version: 10.12.2u. The issue is still present. Logs confirm it.

You only get tickByTickLast callbacks when trades actually take place. Looks like your test runs for only 35 seconds and JETS is very lightly traded and can currently have no trades for over a minute.

In these cases, the API log or IBGW client tab are definitely the first place you want to check. Did you try a different version of TWS/IBGW? Jürgen

Thank you so much! I did not realize that I can check logs. From what I see on log (rather Client) tab: 19:05:45:004 -> ---,99-1-3-1661195145-413.05-413.07-1200-1200-0- 19:05:45:004 ->

I am requesting BidAsk and Last price data with?reqTickByTickData. In both requests I set ignoreSize = False. In what arrives I only see one entry for last price and everything else is BidAsk data. I

Have you verified in TWS/IBGW API logs that TWS/IBGW indeed always send the same value for askSize and bidSize in tickByTickBidAsk callbacks for SPY? It would be time for a ticket with IBKR if that is

I am requesting tick-by-tick bid ask data for SPY. In what arrives bid size is always equal to ask size. Is this expected behaviour or a bug? Here is my code: from ibapi.client import EClient from

Seeing it frequently again.? The weird thing is that I have a couple of algos running and one would not get filled for hours while another one within that timeframe would get filled.? Very odd.

Have you looked at the API Reference documentation section on Available Tick Types ( https://interactivebrokers.github.io/tws-api/tick_types.html#shortable ) , specifically tick #46 called Shortable

Hello, Has anyone had any success pulling ETH (or other cryptocurrency) prices on PAXOS? I've tried the following formulas: =RTD("tws.twsrtdserverctrl","","ETH@PAXOS/PAXOS/CRYPTO////USD","PlPrice")

Hi, how can I determine whether an instrument is shortable using the TWS API? Thanks.

In the past I always used v9.x stable. The reason was that there where several bugs in later (not) stable versions. Now I'm forced to update every stable version and that happens quite often. So now I

Do you send other API requests prior to the first order entry?? For example, get a quote first?? Or load positions?? I have not experienced this specifically but that would be my first test to try

Team, I've been running tests on my program and have noticed that the very first order of the day - between 6:30a and 7:00a PST - consistently takes about 10 seconds to fill but all subsequent orders