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I do see multiple tick entries for the same timestamp with different price and size values though in my historical tick data that's the problem. So, its not exactly matching to 1 second bars. I need

Hi, I have discussed this with the API support team, but I am still fuzzy and was not given the most clear answer. I am backtesting a strategy where the data has been collected using

Hi Andy. I also introduce 10ms of delay across orders. So far, working well for years. For other requests with `reqId`, I don't apply delay but I have a pacer that will introduce 1000ms delay every 45

There are a couple of pages mentioning limits on historical requests and orders. TWS API v9.72+: Historical Data Limitations ( https://interactivebrokers.github.io/tws-api/historical_limitations.html

It's very weird that the TWS API doesn't provide this information but, fortunately, this information is actually available at https://www.interactivebrokers.com/en/trading/products-exchanges.php

Suppose I have a standing limit buy order for a stock X, and a "child" limit sell order for a stock Y. ?I've submitted them as a hedge pair, so that the (child) order for Y is dormant until the

I bought 63 shares of SNAP at 12.75. I then sent 2 STP calls; one at 12.85 and another at 12.57 (see below). The price crossed 12.85 but the SELL order was never executed. Any idea

Thanks. ?They are indeed limit orders, but the limit prices are updated frequently, so the condition parameters would also have to be updated dynamically to keep them in sync. ?In principle that

I assume your BUY and SELL orders are limit orders (or something similar). If entry prices are known in advance and far enough apart, maybe order conditioning with two conditions may work: * the

Hello, Please see:? https://www.hhssoftware.com/iabsocketapi/index.php

Jürgen, Thank you for the suggestion. ?I tried it, but IBKR rejected it with the following message: Order rejected - reason:Child must have the same contract as parent order., contract=None In my

I don't think your idea with two client connections will work. ExecutionCondition decisions are most definitely made within IBKR's infrastructure and not by TWS/IBGW. And at that point, IBKR is only

Hi Is anyone working with Delphi (pascal) to connect to TWS? I can't connect at all. Thanks

I have a question about conditional orders, where the condition is an execution condition, per https://interactivebrokers.github.io/tws-api/order_conditions.html#execution_condition (

The "Volume" tick does seem to report the same value for @SMART and @NYSE and it includes "Unreportable Trades" since the value is identical to the totalVolume field of the "RtVolume" tick. But the

Good job Jürgen and AJ. I learnt this today and wanted to say Thank you to you both. This type of analysis is why we are in the forum. Daniel. [email protected]> wrote:

Thanks Jürgen, very serious work! Very appreciated! I guess the expectation that the difference between calling @SMART would give info from all exchanges yet @NYSE would give info specific for NYSE.

Some more stats from comparing real-time feeds for MTDR@NYSE and MTDR@SMART on 20250108 between 13:30 and 16:10 US/Central: * The NYSE feed did not get any 5 second real time bars * The SMART feed

I have never looked into this in the first place, but after a quick test with my data recorder I can confirm your observation for the Volume tick as well as all fields of the RtVolume tick. But the

In this answer ( /g/twsapi/message/53705 ) it was pointed out the importance of setting SMART as a contract exchange to get most of the information/volume while using *reqMktData*.