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Glad it's working again, Lou. We don't use historical data requests that often (pretty much never) and our code implements self-pacing. So we have not experienced any changes. Just checked our

@skee__Bum Thanks for getting a hold of IB - I just don't have the patience anymore, especially with their short staffing, covid, etc. Whatever tree you shook it seems to be working now (fingers

After getting passed around amongst various IB desks, they said they weren't aware of any changes, but they were seeing the errors on their end.? I provided them with log files and they are going to

@skee-bum YIKES!!!!? Mine started today about 14:35 New York Time. Anyone else? Richard/Jurgen - did you guys hear anything about this? Thanks, as always, and Be Well, Lou Dudka

Years ago, IB expected API users to pace their requests for HMD.? They then moved to a model whereby they paced their responses, and the API users didn't need to pace their calls. But they seem to

The TWS API is asynchronous by design and there is no guarantee as to the time it takes for a response to arrive after the corresponding request has been made. Under no circumstance should you ever

this is my first topic in this gruop so ill start with something simple. on the docs of ibapi it says " *IBApi.EWrapper.nextValidID* callback is commonly used to indicate that the connection is

I'm pretty new to margin trading, and am still trying to wrap my head around how to exactly interpret accountSummary(). Unfortunately, the documentation for it is a bit too terse for

Example of the minimum fields to set for a march ZB futures contract: With lContractInfo .symbol = "" .secType = "FUT" .lastTradeDateOrContractMonth = "" .Strike =

And you should have no problem figuring that out with the complete example rajeshh_98 provided and after rereading the TWS API Reference on Orders (

ahh this is helpful but I need to use the tws api.

Below is the code I use - Its a bracket order with a parent stop order, and 3 child orders - a profit taker, a stop loss, and a flatten order. the Flatten order does what you want - close the order at

How do I group the orders into the oca groups?

You might want to reread the TWS API Reference, specifically the section on Basic Contracts ( https://interactivebrokers.github.io/tws-api/basic_contracts.html ) , Tareq.

@Ted Penner: No, I am using TWS API for Python, not Rstudio.

Is rstudio used for this? wrote:

Hi, Normally I use the following format of code to get real-time market data for a Symbol, which works fine: ``` contract = Contract() contract.symbol = sym contract.secType = "STK" contract.currency

Finally getting close to getting historical market data using Ross Hemingway, HHS Software. This is primarily for Delphi and C++ Builder developers. I don't do

The short answer is yes. In other words, you can set that up anyway you need it to work. Take another look at the Positions ( https://interactivebrokers.github.io/tws-api/positions.html )

Hi Guys, I read the docs on this, but still I am unclear. Hopefully someone can answer. So, lets say I have 2 linked accounts and 2 algos. One algo for each account. If algo1 request positions using