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I used to have software running which had multiple disconnect - connect sequences within short time intervals (less than a few seconds). This worked on old versions of the API and GW, but I ran into

I start my software every Sunday evening (Asia time zone) and let it run until the following Saturday morning. Thus for six days straight. Upon the first connection on the Sunday evening I always get

I don't use SMART routing so I cannot offer practical experience. But I remember that there are several options and strategies you can configure. If you have not done so, take a look at this TWS

Yeah... Python is the way to go IMHO. In fact, I must be a washed up LISPer because I'd rather just use ib_async directly in a Python REPL. That said, it seems there's probably some value to things

I don't know all your requirements, but it sounds like you might want to change your design such that clients stay connected and do not disconnect/connect once a minute. Establishing TWS API

Thank you, Jürgen. You're probably hitting the nail on the head with the issue indeed. No, the connection doesn't persist. the program open a new connection, let's say with client 2000, then the

Nothing is impossible, but I don't think that what you see relates to the number of data requests the clients make once they are connected. This issue is with the connect() calls and possibly the very

rwk, I'm assuming you are just routing SMART when you do this preMarket trading?? I think for now I will try the simple solution of: myOrder.outsideRth = true; and see if that fixes it.? I've done

The problem is that I've already spent few hours examining all my logs in detail, and I don't see any apparent errors. I have an idea of where this might be coming from, but I'm not certain. Here's

Thank you, Jürgen, for providing these valuable insights. The diagram is excellent and helps in understanding how the connection works. So, if I summarize correctly, the client with ID 2147483647

I'd now check the IBGW/TWS API log, but you might want to select the configuration option that includes market data in the API log file. You'd see, from the TWS/IBGW perspective: * whether IBGW/TWS

If you notice from above, printf("Debug: requesting live market data\n") never appears in the output. That was inside reqMarketData(). The actual data being delivered by realtimeBars() calls is being

2147483647 is actually MAXINT, the largest positive integer value that can be expressed in four bytes (2^31 - 1). TWS/IBGW/TWS API often uses MAX values for int, long, and double to indicate missing

Nope, still doesn't work. nextValidId() is being called, as evidenced by the print statement. Still no data from realtimeBars() only in this morning situation, though: Start of C++ Socket Client Test

Either it isn't being created and instead the connection id is being set to -1 somehow or a message is received and somehow it has connection id of -1 and it creates a new connection to receive this

Ok thank you Hunter for your answer. But what are the reasons for creating this client?

It has been my impression that order handling rules are different outside RTH (regular trading hours). I suspect RTH doesn't start for NYSE stocks until the NYSE official open . . . just a guess. I

I believe that 2147483647 is -1 when casted to an unsigned int.? I think that is what you are seeing. Hunter

Hi everyone, I would like to get your feedback on this mysterious client issue with IB Gateway. Indeed, in a random and incomprehensible way to me, my IB Gateway portail often creates a client with

I write on python, so I used Flask to create a web-based dashboard with all the data points I need. I use it locally, but I guess with correct routing and SSL settings you can view it from