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Thanks for the clarification, I'd been thinking order types like Edge's "Hide Not Slide" were facilitating sub penny pricing on lit venues, but was forgetting this was to adjust or hide the price of

Works perfectly, thanks! Andrew

Analyzing dates is more for strategy optimization, not replacing backtesting. For example, when analyzing a sample, you want to look or all the times the algorithm lost money. You then compare it to

Josh and all, Thanks a lot for your help. Yes I tried the code for both demo and real accounts. It gives the same message about zero. I also tried to specify 0 in the TotalQuantity and tried not to

Hi Ed, Are you testing this in an FA paper account? If you try to place this order in an individual account (account number starting with 'U' or 'DU') you will receive the error message: Error

I think more typically a backtesting engine would simply extract data from the Tws API and not using its charting capabilities, since there would is no way to plot arbitrary graphs in Tws- for

Hi Andrew, Try to smart-route rather than direct-route the request, i.e. Contract contract = new Contract(); contract.symbol("RIO"); contract.secType("STK"); contract.currency("GBP");

In the US we have SEC Rule 612. Here is a decent FAQ about what the rule covers: FAQ re: Rule 612 (Minimum Pricing Increment) of Regulation NMS

It is possible for market makers etc to quote improved prices in fractions of a cent on some venues but they're not shown in the NBBO AFAIK. For retail traders luck us, as Nick said, I don't think

Tick size means the smallest amount the price can change, as defined by the exchange. There is no point in a higher resolution as the extra digits will always be zero. I don't trade stocks but I

It is my understanding that tic resolution is set by the regulators, but that only applies to regular trading hours (RTH) and the lit market. Dark pools and after-hours venues have their own rules.

Thanks, Stew. So, are these tick sizes set in stone, or is there some way--in TWS, the API, or otherwise--to lower the tick size?

Hi Keith I may be a little out of date, but last time I looked the tick size for most US stocks is 0.01, stocks trading below 1$ have a tick size of 0.001 and stocks above 100,000 (aka Berkshire

Hey All, Is there any way to get higher price resolution on U.S. Equities? I'm receiving quotes at the penny (USD$0.01) level, while with Forex, I get quotes out to six decimal places. Is

In TWS, some stock contracts have a little red circle next to their contract name. Hovering the mouse over it says something to the effect of "The SEC Rule 201 ("The Up-Tick Rule") has been triggered

Unfortunately the newest beta 9.72 API gives the same error 10068 - Percent Change orders must have size or percent change but not both... Seems like it does not work as expected. Thanks anyway.

Correction - found it. I'm wondering how this beta is mature. I need to use this in production environment so I'm very careful not to use any pre-release versions. Any opinion on it?

Thanks for this info. I'm using the latest API_Version=9.71 available at Github. I'll try to look for 9.72. Maybe it was fixed. BTW - I didn't find where I can download this 9.72

I'm pretty surprised.. Do you know anyway to auto-load symbols/dates onto the TWS charts? It would seem like a task everyone with a backtester would need to do without having to mindlessly type in

Hi Edward, Do you receive this error when following the example with the sample code in 9.72? - Also at: