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The ConId by itself uniquely identifies the Contract. If you already have a ConId (as you said from orders, positions, or similar objects), SecType and LocalSymbol are not required to retrieve the

Thank you for the explanation. After mentioning that contract can be "overspecified", I tried? to simplify definition instead of complicating it. Appeared to be that specifying only 3 fields is

The Contract object contains a lot of information about an instrument, but the various API request calls thatt take Contract object parameters transmit only a subset of those to TWS/IBGW. Which those

To get stock contract, it requires only 4 fields. Name = "SPY" Exchange = "SMART" SecType = "STK" Currency = "USD" For stock options, the 4 fields above + 3 more Right = "C" Strike =

For the future readers. Using average open price and the current price, you can get PnL in points. https://www.mql5.com/ru/forum/37666#comment_1179929 Average opening price: (

Please see the other thread: ?/g/twsapi/topic/107684402 The same issue is being mentioned there.

TWS sometimes suddenly cannot connect, and it must be re-verified and logged in again to fix it. Belows are gateway logs happened before my connection failure today 2024-11-29 08:37:59.254 [EY] INFO

I have an open ticket with IBKR about a very similar (even identical?) topic since a couple of weeks. I have experienced the same problems where on some days Gateway would not recover after a daily

If you are not collecting order executions through the API as Juergen suggested, the other way to approach this is to collect and aggregate IBKR's trade reports or custom designed flex reports from

It sounds like you are looking in the wrong corner. At any point in time, a "Position" represents the cumulative effect of one or more Trades (Executions) that were caused by one or more Orders for

From the logs is sounds like the intention was to "disconnectAndReconnect due to routing change for ushmds" but the reconnect part never materialized. You'd probably have to reach out to IBKR to

What is the most efficient way to get information about position including the fields below. - open time - open price - unrealized PnL Request "reqPositions" and "reqPositionsMulti" return these -

I have posted about more or less the same experience not long ago: /g/twsapi/message/53498 I've come to a solution that I will perform a fresh reconnection after nightly reset as well

Hi Jürgen, I think the ushmds might be the cause, BTW Here's my gateway logs for ushmds part around that time 2024-11-27 12:15:57.522 [UO] INFO ?[JTS-ushmdsDispatcherS14-745S14-746] - cdebug:

Hi Jürgen , T he time in my machine e.g.12:17:38 is in UTC timezone. I was requesting realtime bars and historical data for US stocks only, do you think the failure was due to ushmds not

Nothing jumps at me, except that ushmds disconnected at 12:17:38 and did not reconnect by the time TWS/IBGW had reestablished full connectivity with IBKR at 12:18:08. But that may be fine in case it

Hi Jürgen , I encountered the same issue and still no market data after the connection was restored. Followings are my logs 2024-11-27 12:15:54.656112 ERROR 1100 Connectivity between IBKR and

I think that given the large number of market data streams you have running, this might just be caused by your application not keeping up with the market data events. If you’re processing several

interesting, In my case I need the cancelmktdata in case I run to Error 300, too many instruments subscribed. My experience is that in lag between cancelmktdata and IBKR cancelling the mktdata is that

I think JG is correct. You are likely bumping at the 50 requests/sec API limit when you cancel 300 market data feeds. Traditionally, TWS/IBGW did reject requests at rates of more them 50/sec with an