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Hi Jürgen, Yes, I run into that all the time.? I use Excel (aarggh!) and I think it's even worse. So I round at the very last step in an order right before I'm done.? I had to do this when trading

Hello i new here i try get data for multiple symbol, about 580 +-, but it take allot time and not always finish this. this how i try make this. from ibapi.client import EClient from ibapi.wrapper

Thank you, Lou. Glad we pointed you in the right direction. You won;t be able to "round yourself" out of the problem completely. Even double precision floating point math can be pretty tricky and

Nick/Jürgen, *You guys are good!* Sure as anything prices of 41.3999 and 44.3999 were sent! I'll have to check my code b/c I always round up/down to the correct amount before submitting an order,

That was my first reaction as well. The Additional Notes for error 110 ( https://interactivebrokers.github.io/tws-api/message_codes.html ) say: Jürgen

You can check the api log to see what was actually sent to IB. Depending on the language and how floating point numbers are converted to text their may be differences in rounding from what you show in

Your approach will work most of the time, but things do go wrong and you exposure yourself to some degree of risk that your orders and positions do not get closed and will stay open past the end of

Hi All, There is a topic on this subject from 2016.? It just doesn't seem to add up. I tried to place a bracket Sell Order for NIO thru the API.? This is the output from my logs: BKT Entry

Thanks Jurgen! I saw your approach and it's a really good one. However my use-case turned out to be really straight forward (cancel all api and tws orders and close all positions at 3:45). So I ended

Just like in all API implementations, MinClientVersion and MaxClientVersion in ib_insync are constants. They are attributes of the client class and while I am not a Python practitioner, I am sure it

Hi Lofi, Can you please share a code snippet of the solution that worked. I am facing a similar issue

You could have the exit orders in an OCA group and add one more to buy/sell at market with a "good after" time of 3:45.

Take a look at the Receiving Currently Open Orders ( https://interactivebrokers.github.io/tws-api/open_orders.html ) of the API Reference Guide. When you place orders, you can also use Order

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