Re: One cancels all : Group contains orders for Personal Account
I had the exact thing.The issue is that one of your orders has the keyword "account="? specified and one does not.??
By
endovet
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#53316
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One cancels all : Group contains orders for Personal Account
Hello,
I get this error while creating the trail and the stop order using the one cancels all logic (OCA), it's working fine in the paper account but not in the live account, below is the error
By
hadry.hamza@...
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#53315
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Re: Any updated TWS API C++ library?
In my opinion, you are going to have to build it yourself. I was in the same boat when I started and chose to use C++. At first I tried putting it off and hoped to piggy back off someone else's
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Brendan Lydon
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#53314
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Any updated TWS API C++ library?
Hi all,
I am building a trading model in C++. TWS API is not easy to use so I am looking for a helpful library that abstracts away many low level details and ease the development process. Google
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shankholove@...
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#53313
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Re: All or None order for multi-leg options trades
Even if you can submit all orders at the same time you won't have a guarantee that all get filled at the same time. If you are concerned about available margin you could first calculate that and only
By
J G
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#53312
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Re: Time of order submission
You are correct. A better name for the Order quantity field would probably be "current quantity" or "remaining quantity". IBKR automatically decrements the field value after each partial fill. Or in
By
Jürgen Reinold
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#53311
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Re: Time of order submission
Thanks very much for this information. That makes sense. I just wanted to be sure I was not missing something.
It appears that the total number of shares of the order is missing also? There is
By
Jesse Stone
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#53310
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All or None order for multi-leg options trades
What is the best way to implement a multi-leg options strategy using the TWS API? Basically, all of the legs in the strategy should immediately execute or none of them should. Placing orders for each
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nkmrao
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#53309
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Re: Time of order submission
I guess when you think about it, “time of order placement” is not really an Order attribute, so I would not expect to find such a field in the Order class. Just like “time of order execution”
By
Jürgen Reinold
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#53308
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Time of order submission
When I ask TWS API for a list of the orders that I have placed recently, I get back a number of attributes of each order (PermId, Action, LmtPrice, etc.)
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Jesse Stone
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#53307
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Re: API/CTCI orders for canadian stocks are not allowed error message
Since you were able to trade the Canadian stocks using the API I called up the tech support one more time. He assured me that no Canadian product will be allowed to be traded through the API. He also
By
nkulki
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#53306
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Re: API/CTCI orders for canadian stocks are not allowed error message
I called up their tech support and I was told that there has been a change made and one cannot trade Canadian securities using the IB API. Your paper trading likely works but I don’t think it will
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nkulki
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#53305
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How many reqHistoricalData requests with keepUpToDate=true can be run in parallel
Gents,
Is there a limit on how many historical data requests (reqHistoricalData call) with keepUpToDate=true can be run in parallel?
Also, if for the same security I request historical data (with
By
Levente
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#53304
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Re: API/CTCI orders for canadian stocks are not allowed error message
Can you be more precise about what you think that will no longer be possible?
I usually do not work with instruments in Canada, but a few quick market BUY orders for ADN@TSE and ABRA@VENTRURE in a
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Jürgen Reinold
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#53303
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Re: API/CTCI orders for canadian stocks are not allowed error message
I called up the IBKR support staff and they state that IB will no longer allow us to trade Canadian stocks/futures using the API.
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nkulki
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#53302
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Re: C++ preventing EReader reading when socket is closed
A fix has been submitted a while ago and is now in the "latest" version of the API.
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David Armour
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#53301
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Error Code -> 366 w/ reqHistoricalData() in ib_insync for realtime stream
Hi,
Anyone else seeing this error start popping up today? Only started since about 3 P.M. The contract is valid and has been working since this morning. This is through ib_insync and is using
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Brendan Lydon
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#53300
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Re: How are built the Continuous future data retrieved with secType = CONTFUT ?
Thanks for your observation, if I investigate on my own I will publish the results. In any case, any other contribution is welcome.
By
luca.chiaravalloti@...
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#53299
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Re: Submitting many orders simultaneously
Thanks everyone for the very helpful information. This will get me pointed in the right direction. I will try placing the orders sequentially with TWS API.
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Jesse Stone
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#53298
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Re: How are built the Continuous future data retrieved with secType = CONTFUT ?
TL;DR Volume-based ratio adjustment
TWS shows the adjustment on the Chart. For example, let's take CME Crude Oil (CL). On 14 Aug there is a small marker "RA 101.63%" being shown on the TWS chart with
By
mov_ebpesp
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#53297
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