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Newbie here - just starting out with IB. I have coded my own algo systems in the past but not with IB. Those have been in Python(even though C++ was also an offered interface) and I have never had

You've gotten some good answers, I'll give an answer from a different perspective. There are latencies you can't do anything about - quotes and orders traveling from exchanges to IB, within IB's

The max speed of interacting with TWS is NOT determined by the language you write in.? C++ is faster than Python but that doesn't matter as TWS's I/O is throttled (pacing violations).? Your code

Specific benchmarks are probably not useful here. C/C++ are in general "faster" than python, all things equal, but it's not that simple. Working with the IB api is mostly I/O-bound, meaning

Hi, Has anyone benchmarked speed of making requests and receiving data (the full cycle) with C/C++ VS Python? Does it make a difference to go with either or in speed? (Excluding after the fact

Thank you the suggestion Orionn. I found that the easiest alternate was to split the quantity as required for the parent order and place two bracket orders as described in TWS manual on bracket order

Two lots of commission though.

My suggestion is that you create two sets of orders. Each set includes the parent limit order and two attached OCA child orders (profit taker and stop loss). The limit price of the profit taker orders

If I place a buy limit order with a stop loss order attached as a child order and the original order is valid just for the day it will be the same for the stop order, correct? Meaning if the trade is

Thank You Richard. Thank You Yair. -- Pavan

Note that when you attach multiple child orders, IB may place limitations on the possible combinations of allowed child-order parameters. For example, when you add a MOC exit order to the standard

No it isn't possible, that's why I suggested what I did. If I had thought it were possible, I'd have said so: it was obvious from your question that that was what you were hoping for. When you

Thank You for your response Richard. Actually I should have been a little more specific.? Is it possible to pack them into 1 order. Meaning - IB treats a Bracket Order (Limit Order with 1 Profit

Thanks for the feedback. I would like to close off this topic with the answer to the problem. In my code I was occasionally accidentally loading the same day twice due to some timezone calc error

Yes, the stable version works.? Thanks.

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Hello, Does anyone have a C/C++ Market Depth Level 2 Streaming code posted anywhere? *(single file preferred rather than a full project library).* Bonus if it saves data to RDIS or another

Place your limit order on its own (or with just a protective stop-loss in case you lose your connection before you do the next bit). When the limit order is filled, place two separate OCA orders,

Hello, I am using Python TWS API. For a Stock, I want to place a Limit Order with 2 Profit Takers and 1 Stop Loss. If Profit Taker 1 is hit, then the stop loss should decrease by the commensurate

Hello everybody, reqMatchingSymbols doesn?t work today it seems. I do not get any results. I?m using Excel VBA. Does someone experience the same problem? Kind regards, Marc