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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

<TwsApiOnGroupsIo@...> wrote: I don't need or want to rebuild this, or re-calculate this, I just want to know what IB has calculated in this regard. these are all based on

This is where your assumptions are incorrect. The actual margin required for changes in positions (buy or sell) depends on an account level risk model that you do not know all parameters of and that

Thanks J_G, now I have studied the old posts in the group and found many references to other sites to get fundamental financial data. Now I am in data hell. For example, I tried to compare fundamental

[email protected]> wrote: yes, and all this information is available before entering the trade, and I should be able to deduct the result myself, without a 'what if' order. ideally for example

I don't think that it is counter-intuitive. Whether an order would go through may depend on many parameters. For example what other positions are already in your portfolio, and how much free cash you

It used to be the case that you can send a maximum of 50 messages per second via the API. So you would need to include some waiting time if you need to send more messages. However, latest versions of

Thank you for the insights. Most of what you are explaining is already implemented and tested. For the rest i will ask IBKR.

Well, it sounds very anti-intuitive that one cannot determine if a trade will go through by using data available at the time of entering a trade - but has to 'reverse engineer' by issuing 'what if'

You use reqFundamentalData to request certain data. The requested data is then sent to you via fundamentalData. However, as you already mention, is the request reqFundamentalData deprecated. Meaning

Hello I am currently have this in a foreach loop using My question is should i add sleep between each canceltickerid, I am batching about 300 canceltickerids at once and the tick call backs for each

The TWS documentation on orders is most useful when you want to determine, which order object fields need to be initialized. But that documentation does not give you any details on exactly what the

For a sell order, you only use stop or stoplimit when the market is above the trigger price (ie the AuxPrice). When the price drops to the trigger price, either a market or a limit order is then