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MOC/LOC orders require that TIF is set to "DAY". To put MOC order in the bracket, the following settings must be used for the bracket order peers: This is to allow the MOC order to work in an OCA

Hi Jürgen sorry for the double post, I just re read what you said and looked it up. "All MOC orders must be received at NYSE markets by 15:50 ET, unless entered to offset a published imbalance. NYSE

Hi Jürgen, I tried on paper and it rejected the order with time conditions. However I did this instead without the time condition and it seemed to go through yesterday a few mins before market

Hello, my IB Gateway is configured for automatic restart every night. Each day the historical market data is yellow. See pic.. After close and relogin it is green. 1. Can I manual reconnect the

You probably can't, but why don't you give it a quick try in TWS or via the API to get a better feel for how things work? When you place a bracket order, IBKR wraps the attached orders (profit, loss,

Thanks for the suggestion, how would I put this MOC order within my bracket order, would this work? Or do I not need to add a timecondition to an MOC order within this bracket? # previous

I guess the name of your subscription gives it away. Your market data permissions for CME futures is "for Display on Trading Platform" not for consumption in machine readable form via TWS API. Market

If you need different quantities for the same security in a cadence where the execution of one order should enable the other order (trading in opposite direction), you can use pair trades mode for the

def get_historical_data ( contract ): ib = IB() ib.connect( '127.0.0.1' , 4002 , clientId = 1 ) bars = ib.reqHistoricalData( contract , endDateTime = '' , durationStr =

Thanks again for the very informative message. This highlights a couple of points of confusion with the TWS API. * The API doc describes the order attaching mechanism independently (

***contract*** vs ***eurusd_contract*** Could that be a possibility or did you copy and paste incorrectly? Have you considered using a more strongly typed language?

I am trying to get live tick data (or at least data every second) through TWS API Python. I use the *self.reqTickByTickData(reqId, contract, "MidPoint", 0, True)* method to retrieve tick by tick data

You're not using wifi by any chance, are you? Anyway, if you're ever wondering which end of your system can't keep up I suggest playing with ```dd progress=status``` for a few minutes. Good luck!

Hi, if i execute m_pClient->reqPnLSingle(...) for the forex pairs i get 0.0 as pnl even if there were trades executed with a result different from 0. Why is that ? does this have something to do with

Thanks, I will take a look at the flex reports, although I suspect this data is not available. I'll report back here if I find anything.

Yes No need to upgrade, especially this have nothing to do (or not enough) with GPU. It's only CPU based computation. Better invest in SSD than GPU I guess your testing method (Still unclear to me how

I don't know how. Generally manual and automated are not very easy to run simultaneously. Trend is to add Manual capabilities UI directly on your automate so that your automate DB can store info If

Thanks for the reply. My application is listening for the openOrder callback, but I was expecting to see an order creation/submit time field on the order itself. For example, my application may not

That is how Bracket Orders ( https://www.interactivebrokers.com/en/trading/orders/bracket.php ) are supposed to work. All orders in the bracket match the parent order quantity as the as long as the

Thanks for the explanation of the different order types and the example. Building on your example, I've tried to construct a similar tree of orders by linking parent and child limit orders for the