开云体育

Hi Everyone, I would like to extract information about the status of an order for which the order ID is known and use that information (for example to export to a .csv file).? I have included

With reqMktData you get updates a few times per second (more frequent for Forex than stocks and futures). What is sent to you is only what has changed since the last update. So the data rate is

Yes, I got that, just not sure I understand the logic. Both reqMktData and reqTickByTickData are top of the book quotes, why exactly one is 100 times more 'expensive' than the other remains a mystery

According to [url=https://ibkrcampus.com/ibkr-quant-news/ibkr-market-data-from-real-time-bars-to-ticks/]this page[/url], *Limitations* – Additional symbol request can be purchased through a quote

Hey folks, apparently the execId field of an order has a well defined structure. execId = AAAAAAAA.BBBBBBB.CC.DD Is there any documentation on what those numbers mean. For example DD seems to be

I can only share my understanding, not sure it is accurate, they are murky about that. 'Data lines' are only related to market depth entry, the number of lines depends upon the popularity of the

Looks like IB deems TickByTick the same as market depth quotes, meaning there's a limit of 1 active request per 100 data lines, and this is recalculated over the last month on a rolling basis, am I

Hello: I have trouble grasping the concept of data lines as defined by IB. With my current data subscriptions, I never experience any limitations using reqMktData, but when using reqTickByTickData I

I assume that you are not completely locked up, you are not in life/death situation hence the "please helps" is not for an emergency, right ? so that if you stop your code and restart it, it will work

I have been trying to solve this issue for the past week and still have not been able to. The problem is that when TWS restarts I get error message 502 so I proceed to disconnect() then stopdatas()

https://interactivebrokers.github.io/tws-api/md_cancel.html Maybe that will help.

Nevermind. I assume its m_pClient->cancelHistoricalData(reqId)... I really have to rethink what qualifies as a question on here.

How do you cancel a reqHistoricalData() request? I am either blind or cannot find the details in the docs?

I am not a frequent FlexQuery user but I do get my OrderRef strings in Flex (just tried it again to make sure). The only thing I had to do was to select "Yes" for the blue toggle switch "Include Audit

Thank you for your input. I have done some experimenting with both and reqTickByTickData generates much less callbacks which is good for me in Python. Strangely the timestamp they provide is up to a

IBKR no longer fill the OrderRef field in flex reports. They certainly used to, some time ago. Now the field is still there but the content is not carried over from TWS to daily reports any more,

Jürgen, i really like that heart-beat idea and i will implement it too as it will simplify my commit-forcing logic and it will also provide some insights into the health of the system. it will also

Very nice, fordfrog, and it all makes a lot of sense to me. I think our approaches are identical on the "what" level, but there are minor implementation differences on the "how" level. For example, as

IMHO reqTickByTickData ( https://interactivebrokers.github.io/tws-api/classIBApi_1_1EClient.html#a3ab310450f1261accd706f69766b2263 ) but as you may see other are ok too this is more a question of the

@Jürgen i mostly finished my implementation and i'm just reviewing the code, probably for the last time. in the text below i'll use word *commit* to indicate the supposed end of transaction (end of