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Thanks for your response Chucky. I work mainly with Linux but also with Windows. I have Delphi 12 on Windows and Lazarus on Linux. I have only tried connecting to TWS with Delphi, and although it does

It works perfectly well on Lazarus. Tested in both MacOS and Linux versions of Lazarus.? Even comes with a sample app built in Lazarus.? So, quit saying bad things about my work.

p.s. two relevant threads: /g/twsapi/topic/88826062#msg48954 ( /g/twsapi/topic/88826062#msg48954 ) -- how to pause

DS, From looking through relevant posts, and doing some experimenting, I can see only two ways to "pause" a limit order via the TWS API: * cancel the order, the submit it again to "resume" the

Are you trying to use Ross Hemminway's library? If so I bought a license and could not make it work for me either. But I run solely on Linux these days and tried to implement it with Lazarus so I

I am not a professional programmer. I write code for my own use, which is usually, because of my age, in pascal. That said I obviously needed to understand the wire protocol and was surprised to learn

Working fine here on TWS 10.30, including on non-RTH. Try *not* doing this — I definitely don't: optContract.multiplier = "" [image: image.png] [...] <TwsApiOnGroupsIo@...>

Worked for me just now, so your problem is not related to trading hours. I received 2,404 contracts within 10 to 12 seconds. Maybe you need to check your setup or get a "second opinion" by using a

OK, I think the issue is trying this outside of trading hours like on a Sunday - this weekday morning it seems to work as expected.? Weird as I'd have thought looking up option contracts should not

Thanks Richard, appreciate you looking. From your screenshot, it doesn't look like this is running via the gateway, or is it? The API messages for the first of my calls are: Whereas for the second

Your request for the AAPL options actually returns 2482 contract details. The whole lot is returned within a second or two. You should be able to easily verify this from the API log. See attached

Yes agreed it does appear that the sequence they arrive is correct as long as it's maintained. Good idea tagging them with a serial number.... I'm gonna add that for good measure. ----- Side note

Just a note that the price I mentioned was for trade ticks only. The bid/ask and book ticks are more.

I had some old code I haven't run for a few years, which used to successfully retrieve an option chain.? I've been trying to update it but for the life of me I can't get hold of an option chain

My apologies I did not see your quoted text. This is right from the documentation: Pacing Violations for Small Bars (30 secs or less) -------------------------------------------------- Although

I was in talks with Portara CQG in November of 2024 about purchasing a large amount of tick data for /NQ and /ES. They may not have live tick feeds, as I am looking over their website again right now

Where have you seen that?

I am not disputing your results, but you are now comparing reqMktData() tick #48 "RtVolume" with the tick-by-tick feed from Databento.? But our discussion here is about reqTickByTick() which is

Okay thank you for clarifying. $30 for 3 months is not bad at all. I checked out Portara CQG a couple months back for /NQ & /ES and I believe it was $895 per instrument going back to 2014 for level 1

Shoot i was hoping markdown formatted tables worked. :/