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Time and sales forensics is your best friend here. This kind of mismatch is not infrequent but I'm not sure any regular pattern could be established. AFAIK IB do not disclose how exactly they source

thank you. That's the time I am running the cron job to get the historical data.

Depends on what one deems reasonable here. Anything earlier than 20:00 i.e. the time when the listing exchanges post their definitive closing prints, will not be completely reliable. чт, 5 дек.

My approach is to use OrderRef's exclusively. I need not and do not trace executions live since my order placements occur regularly within a short time interval each day using various conditional

In my opinion Gordon's suggestion to build your own Position management is the best approach. We've been using that for almost a couple of decades now and it proves itself. I would recommend relying

A "Position" amount could be the aggregated result of multiples orders from multiples strategies. (that is probably your issue) Seems like you look for a specific "Position" for each strategies on

Hello, I need to run several strategies in one account. How do I best keep them apart, unknowing of each other? I can tag orders using the orderRef field, but as of now, all I can think of is to keep

Some suggestions: 1. Stop posting these screenshots: they’re almost impossible to read. Try to make life easy for recipients if you want help. Instead, copy the text from the terminal and paste

It might be my eyes, but the pictures you post are too small to read. And when zooming in they become blurry, thus unreadable.

Attached are the logs from my subscription to real-time and historical bar data yesterday. As you can see, there are discrepancies between the 'high' and 'Wap' values in the two datasets. I'm

Please DO NOT delete messages. This topic is now useless for anyone searching the archives since your original problem statement and part of the discussion is gone. Jürgen

Thank you all guys, this issue has been resolved.

runnig the test client multiple times gives different results..

Thanks for the reply richard. When I send requests to the ib server, sometimes the data returns just fine, sometimes I get error 'Connectivity between IBKR and Trader Workstation has been lost'

Tradiator writes: ‘What has happened since then that interfacing to IB has become as difficult as climbing the Everest mountain!’ I think that’s a little unfair. If you use the ActiveX

@Richard L King Richard, I would be very happy to try your solution. Thanking you in advance.

@Gordon Eldest About 20 years ago I played a bit with the IB interface with VB6. It was as simple as dropping an .OCX control on a form and then calling its procedures. As simple as that! I had been

@TRadiator This is in response to your post earlier today. Your statements are quoted in blue, followed by my replies. “I am sorry to be a bit stubborn but I prefer to start in Purebasic.

I have no objections at all, Richard, and documenting such a path may even be helpful for people who want to integrate other languages in the future. I just want to avoid that the entire group will

Can I just say that @Tradiator’s earlier post today has actually opened up a possibility to move forward with PureBasic. I’m in the middle of drafting a response to it that will indicate a way to