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"show" ? as in a "SELECT in a tool like MySQL WorkBench" ? because L2 run so fast that extremely unlikely you can catch it "visually" L2 show B/A book, which are different beast than last trade. So

The TWS API Guide suggests for Historical Market Data ( https://interactivebrokers.github.io/tws-api/historical_data.html ) retrieval: * In general, a *smart-routed* historical data requests will

I concur with Jurgen your issue seems with bidlib which is a third party lib, and not very much in use in general audience, hence not part of general std lib. (VS doesn't seems to deliver it's own

I am not following your logic here. TWS API is a language independent request/response message protocol that serializes requests made by your client into messages that are sent through a network

Just suggestions: try CHTR with ISLAND instead of SMART. if failed then try with 'TRADES' instead of 'ADJUSTED_LAST'

I have a strange issue when requesting data for a specific ticker: CHTR (for?Charter Communications Inc. - Class A). Below you can see a printout of my console, showing that price data for other test

Sorry, I haven't used Windows since the early 2000s.

I've had no problems using g++ on windows for C++. I am just trying to see if anyone else has tried doing this successfully rather than using TwsApiL0 because I imagine the API was written in C++ to

You don't want a fuss but decided against using the de facto standard compiler for your platform? That sounds awfully silly to me... may I suggest you brace for some impact or, perhaps use the MSFT

I have been trying to use the TWS API directly. I am not looking to use any wrapper that someone has created on GitHub in C++. Can someone direct me to a link on what g++ command to use to include the

When I check the latest updated rows in the DB show values different than the current market price. The instrument I get quotes for is NQ futures.

Let the group know what you find. Not an area we are active in, but would be interesting to know. Also, keep in mind that the IBEOS/OVERNIGHT exchange supports only a tiny fraction of order types that

Thanks a lot, I will test it! ??

It is "Regular Trading Hours" just not for all exchanges. As the article you pointed to indicates, you need to select the exchange "IBEOS". Apparently an exchange name of "OVERNIGHT" works as well.

Hi! Thanks for your answer. I'm talking about https://www.interactivebrokers.com/en/trading/us-overnight-trading.php It is different from regular/ OutsideRTH.

The documentation should really explain (at least briefly) why this kind of structured usage is necessary. Presumably it is for concurrency control and some reference, even to a general

not sure whether you use java api or some other implementation, but in java api the code contained some issues caused by profiles removal. the patch (

Not sure what needs to be tested here since the documentation at Placing Orders ( https://interactivebrokers.github.io/tws-api/order_submission.html ) is crystal clear.? Also not clear why you are

What do you call "overnight bid/ask" ? Anticipating your answer: It depend upon instrument and exchange liquid/trading hours.

You did not tell us which versions of API and TWS/IBGW you use so I can't say for sure. But IBKR refactored the FA concept a little during recent V10 TWS/IBGW versions and support for "profiles" has