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Yes, that's the api log but unfortunately IB isn't showing the fields from the initial connection which is where the version numbers are. I couldn't remember if they were included or not but figured

Hi, I want to retrieve all open positions for a contract and then close them if the time is close to market closure (like 3:45 pm). Is there a way to do that in tws python api?

All, I update my orders frequently and want to prevent updating if any executions have occured on the oca group for that order.? Is there a way to request all oca groups that have had an execution

Just so we're on the same page, I believe you are talking about this API log right: https://interactivebrokers.github.io/tws-api/support.html#log_files

I haven't looked at the api logs in a while. If the logs include the connect processing (ie the very first things the client sends to tws) then the version numbers will be in there. Assuming it's the

Welp that explains it. I might have to go ask the guys at ib_insync on how to track down MinClientVersion and MaxClientVersion However, the ibapi package probably came with the library because I

client.serverVersion() refers to TWS and a value of 163 makes sense since you run a 10.10 TWS, The constants MinClientVersion and MaxClientVersion define your client's capabilities. Just curious, but

This is awesome thanks

Okay I was able to go into ib_insync ib.py and look at the client object Seems like client.serverVersion() is actually 163, no luck there Also I was trading stocks if that helps I should mention that

Correct. As a matter of practice, we do record client min/max and server protocol levels in our session logs upon successful connects. Has saved us a lot of debug time over the years/

I would also note that IB often allows TWS to accept quite old api versions. So a recent TWS version is not an indicator that a recent api version is being used.

Which instrument are you trading? I can't tell you how to find the client and server versions with ib_insync, but there is probably a way. During connect(), TWS API client indicate the [min, max]

Thanks for the pointers guys, I looked at the API logging file and it looks like TWS is indeed sending rounded values More specifically these values: - Order quantity (open and closed) - Position

The available market data is described in the Streaming Market Data ( https://interactivebrokers.github.io/tws-api/market_data.html ) section of the IBKR TWS API Reference Guide (

Ok, I created a tool to parse the XML GetScannerParameters results and got this..

Is it possible to either 1. Get via an API call, the current support and resistance of a stock or 2. Calculate if it is not available.

Can you be a little more specific about a couple aspects of your issue? * Which instruments that support fractional quantities are you looking at? * Which quantities are being returned as rounded

I don't know if it's due to a setting but if you enable api logging you can see what TWS sent and verify if it's a TWS issue or something on the client side.

I'm having trouble getting data from TWS where the quantity amount is being returned as rounded numbers instead of their correct fractional shares value. This happened with all positions and orders

wow, ok, I got it working.