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Hi Everyone, When I call reqPositions, it is only returning the first 15 positions, not the complete list.? Code is attached... any ideas why this is happening? Thanks, Chris

This is a numbers game and you'll have to just try it out yourselves. It all depends on the number of ticks (trades, BidAsk, Midpoint) the future produces, whether you want data just for the front

Hi there, Just curious if someone had any issue regarding getting some data (in my case some option strikes) at the beginning of the SPX index session, around 8:33 US/Central time. My system was

I changed from what I am going to refer (possibly incorrectly) to as the client approach to the wrapper approach and now I can see what I want. Thanks for your response.

Thanks Raoul, and Jürgen for your detailed reply. I did check out some of the algo's IBKR provides but didn't think they would fit the bill. I will check out Scale order again to see if I can figure

I am not sure that bracket orders would be involved in modelling what you are trying to do. Bracket orders suggest that at most one of the child orders will execute (and the others get cancelled) and

Also, right now this strategy will only require having useRTH set to true. With that being said, I will probably just get it over with and download all hours. If I didn't though, what would you

Jurgen, Awesome news. How long did it take you request and retrieve that amount of data? I assume you went the route the thread suggests, where you store the most recent timestamp and make a request

The first thing that comes to my mind is to split this up into multiple bracket orders and/or oca orders each dealing with a part (as you specified) of the total trading volume. Greetings, Raoul

Forgot to add that, as profit-takers are hit, I would also need to adjust my stops, specifically share size and price point.

Hello, I was wondering what would be the best way to place multi-profit taker order? For e.g. if I buy 240 shares of AAPL at $100, I would like to set a Stop at $98, take 80 shares off the table if

The client that placed an order was asked to return the open contracts a few minutes later (the contracts were present in TWS but the code returned none). Your comment explains why the orders I had

How did the orders in TWS get created? Manually in TWS or by a different client? You might want to read up on the concept of "Master Client" and "Client 0" as described in the Placing Orders (

You can indeed get approx 2 years of high resolution tick data for expired futures with IBApi::EClient::reqHistoricalTicks. (

I confirm the same for me. Starting from today, market data sharing is working both8 on Live and Paper account.

Not sure if they fixed backend, or it was related to TWS release 10.25.1i (September 19), but market data sharing is working for me again.

Solved it! For options, Exchange has to be set as "SMART:CBOE". TWS then counts each reqMktData as one request. Using just "CBOE", TWS was counting it as two.

It has been resolved with 10.25.1i

My code which has been running perfectly for a long time suddenly stopped working properly. I always called reqContractDetails() with SMART. and no PRIMARY EXCHANGE and then select the contract I

Hi, My TWS has a number of open orders but when I run self.reqOpenOrders() it returns none. What might I be doing wrong? I can use self.placeOrder() to place an order so I know I'm connected to the