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According to TWS API documentation, I have not placed orders at this pace and I'm not sure if any more fine-grained pacing is implied from the above mentioned limitations (like not more than 1 order

I am a long time member of this group, but I have been away from it for awhile. Now I am re-evaluating my trading to better match my current interests and circumstances. I have been working with the

Hi. I am new here, so I apologize if this question has been covered already. Until recently I was trading on IBKR using the Client Portal API. Each day I would simultaneously place about 100 limit

You are probably looking for the list of available tick types that you can find at https://www.interactivebrokers.com/campus/ibkr-api-page/twsapi-doc/#available-tick-types There you will see that

I seriously hope what you really wanted to say is "So the question is still opened, waiting for the answer *from IBKR support*." Otherwise it would sound like you feel entitled to an immediate answer

As the Moderator noticed, the link shows just one way to create a continuous version of a futures, but I want to know what method used by TWS. So the question is still opened, waiting for the

Hi there. I'm retrieving data from stocks using a Python script and the methods tickPrice, tickSize and updateMktDepthL2 It looks like it is working, but checking the data I get from the API is

To create a continuous future, you must apply the back adjustment method with the various futures contracts that you downloaded. The most recent future is used to calculate a coefficient that is used

For the benefit of those members that do use Python with the TWS API (and Jürgen surely with over 6,000 members I cannot be the only one, and therefore this has relevance to those members), I used

I submit the question to IB assistance 2 months ago, but no answer received until today. So I ask the group: As wrote in the subject: How are built the Continuous future data retrieved with secType =

I asked IB assistance, their answer was so: ------------- Now, when using `reqContractDetails()` to get the contract details of expired Future contracts, the timeZoneIds are always Null. This is by

I have been looking into calendar spreads for a few weeks and it looks to me that what you experience is intended this way. By default and documented as such in the tool tips, TWS seems to * sort the

In client API 10.19 the method's signature suggests an object of type OrderId for the first operand, which appears to be equivalent to a single int, i.e. a primitive integer type. Since square

Just to wrap this up (since we are moving from an TWS API issue that applies to all 6000++ members to basic Python programming skills). Shouldn't it be *self.cancelOrder( orderId , OrderCancel())*

Yes, this should work. -- Best, DS

Hello DS, Thank you for your response to my query. So if I understand correctly, should my call for cancellation of an order look like this instead? self.cancelOrder([orderId], OrderCancel()) Kind

You should use OrderCancel() for the operand in question. This is how Juergen's suggestion of instantiating an object is translated to Python. Seeing that you are highly dependent on the

Hello Jürgen, Thank you for this additional information. I have done as you suggested and changed the call for order cancellation to the following: self.cancelOrder([orderId],

If in doubt, the source code is still the best documentation, Scott. I am not a Python practitioner, but I assume the OrderCancel class has a no-argument constructor that initializes the four fields

Hello Jürgen, Thank you for your reply and apologies for not providing the version number I am using. I can confirm that I am using version 10.30.01 and so it seems that passing an empty string as