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Worth mentioning, you should register a trial account. In demo account without registration (I think it's called *demo_tws* user) API team said it [having 10197 error] is possible.

Hello! I'm trying to request option chain and subscribe market data, to get prices for options on a given STK contract. I do at this moment I have a number of Put\Call contracts, then I try for

OrderRef is available in flex reports but only for the last 24 hours so they have to be received daily to avoid losing track.

I think the OrderRef field is available in Flex reports. You can set that text field to any value you want when you place the order.

Thanks, Nick. One issue I had with Flex reports was in trying to match up executions in reports with executions reported through the API.? I couldn't find any matching identifier (like executionID,

Is anybody know fundamentalslib library of python. I have googled but find nothing about it, I tried to implement someone's code and there have fundamentalslib library. Thanks in advance!

You can request executions for up to 1 week previous to the current day. You have to set the Trade Log in TWS to check the boxes for all days of the week. You might also look into Flex reports. They

Thank you Nich, and J G Alas.? I'll store everything in my own database and maybe come up with a way to check against an offline IB report. This group is a fantastic resource.? Thank you for

You can request a list of all today’s executions, and/or set up to receive both order and execution (and commission report) records every time they are created. Then you can either store them in a

Thanks ds-avatar this is very helpful.? Looks like for stocks the Last Price method this default which is what was hoping for in any case.? Now that I know which data to review hopefully my analysis

The Order class has a field to specify what price(s) to use to define the trigger point. It is called TriggerMethod(). This might be of help to you:?

No, there isn't with IB. For your open positions they only provide the total shares and the total cost of buying these shares. You would have to build and store your own database with the details of

Hello! I'm a long time reader, first time poster. I have one contract which I purchase multiple times at multiple prices. So for example: 10 shares AAPL at $100 10 shares AAPL at

There are about half a dozen different stop trigger methods. They are documented (C#) under?IBApi.TriggerMethod enumeration and specified using Order::TriggerMethod property, as well as when manually

I have an algorithm I'm testing and I'm trying to figure out if I should implement stops and what level is appropriate.? I downloaded a bunch of historical bid data from my recent trades but the bids

The realtime volume (not realtime bars) gives trades and volume in the same message so it's probably the easiest to work with. TickByTick data also includes volume but by default is limited to 3

Hoping someone can point me in the right direction.... I need the 2σ VWAP bands calculated with 1 min bars... what’s the best way to go about this? I’m streaming tick data for my strategy, but

I just tried both. I had no problem with MNST irrespective of primary exch (none, ISLAND, NASDAQ). I typically prefer ISLAND since this is what the documentations seems to suggest for outgoing

I am using Excel to download historical bars for a number of stocks (over 100). It has worked for all but TCEHY and MNST. I had some issues with a few other ones and added a primary exchange of NASDAQ

Yes, that's what is said in the docs: https://interactivebrokers.github.io/tws-api/market_depth.html#limitations