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today i received an email from ib with regard to my recent contribution to tws api documentation. here's a quote from the email related to the new documentation location: i have completely missed

Good evening, since years I am sending orders via API (Excel) direct with PrimExchange = TGATE and Exchange = TGATE (no smart routing). I never faced any problems. Since yesterday I see these orders

Possibly facing disconnection/reconnection? Explore a finite state machine to detect lost orders, resend when logic conditions are met.

Hi there, I came across a very similar problem myself and found the following discussion that solved my problem. Hope it helps. /g/twsapi/topic/adding_timezone_to_request/93271054

Hello, I've been using the TWS Python API for almost two years for automatically trading futures. I run my code on an amazon Linux EC2 machine, Python 3.9.5 , ibapi version 9.81.1.post1, TWS version

with regard to oca groups, i recall from my experience several years back (when trading options) that when overfill protection is used, only one order is sent to the exchange (it's also clearly

I had started on replying a few times but was preempted by something claiming higher priority each time. I'll have to look into this some more, but here at least a quick response. I wrote my reply

Hi, Does anyone know the directive for converting a string into a datetime in python? e.g. DateOne = "20231205 08:30:00 US/Eastern" datetime.strptime(DateOne,"%Y%m%d %H:%M:%S %???") where %??? is

Looks like nobody have a straight answer. So I share my opinion: I don't see any part of the API aimed at delivering any data close to analysis, or indicators, information, (any outcome of a massage

Yes, it’s not completely accurate, but you have to decide whether it’s accurate enough for your purposes. If you compare a chart generated with this data against one using the full data, you’ll

So If I'm understanding right, the tick data from reqMktData ( https://interactivebrokers.github.io/tws-api/md_request.html ) is inaccurate, and I should be using tick data it seems like. (

Thanks for the link, i'll take a look.

My post describing my understanding of IBKR’s market data sampling mechanism is here: /g/twsapi/message/8821 This post is very old, but I’ve not seen anything that leads

Cool, I will contact IBKR and see if I can get some clarification. I'm using reqMktData.

Jürgen Please can you explain what you mean by ‘You should be able to force any order type to be simulated by IBKR when you place the order into a One Cancels All group’. I don’t

Looks like your triggers should work since, according to the IBKR documents, the order types you use are no native exchange order types. Maybe the next step would be to reach out to IBKR for

I track my own open positions, so checking the max orderId before the session start seems to work just fine.

Hello Jürgen, Thanks for the reply. What I mean by "they all default to what appears to be bid/ask for buy/sell", this is based off on logging the tick data of the price, and comparing when the

Couple quick questions for clarification. When you say "they all default to what appears to be bid/ask for buy/sell", does that mean the Order object you receive in the first IBApi.EWrapper.openOrder

Hey all, Been trying to modify the trigger method ( https://interactivebrokers.github.io/tws-api/trigger_method_limit.html ), however it doesn't seem to be working. No matter which value I set, they