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Did the events you describe happen in a paper or a live account? Certain order types do not exist at all in paper accounts and others may behave differently from live trading environments. And since

I thought so too, but seeing them not getting filled as expected made me doubt it.

Isn't there a rule of thumb -- generally -- that at least with GLOBEX futures, GTC limit and stop-limit orders will be natively routed? And if I'm not mistaken, doesn't this include stop-limit orders

Just one contract. Thank you

One possible explanation could be the "velocity logic" mechanism in CME, then likely the stop orders with protection were not filled if your market moved that much. In theory you could see that if you

That is because our group focuses on the TWS API interactions of your client applications and discussions about data plotting approaches are out of scope. Particularly, when they are related to just

From the documentation: *numberOfTicks:* int. If a non-zero value is entered, then historical tick data is first returned via one of the Historical Time and Sales Ewrapper Methods (

Yes, that is what I just found out. Probably the fact that the reqId value was so high fooled me. Thank you Jürgen for your response.

You are missing the message version field in the message you create. The message needs to be "62" + "1" + reqId + group + tags Jürgen

You are not getting TickByTick data since you are requesting real-time live stream data while the markets are closed. You need to call reqHistoricalTicks (

I've searched if anybody uses mplfinance or plotly and not much comes up. I'm curious how any of you are plotting your data (if you are). I need to in order to see if the indicators I've coded are

Hi all, I'm implementing a direct socket connection to IB Gateway (v187) and constructing messages manually according to the low-level TWS API protocol. I ran into an undocumented (?) issue with the

I haven't used stop orders, but I have seen high latency in price updates: I would be submitting a series of price updates for a standing limit order, and the order would fill at a price that was up

Just received this in ContractDetails for liquidHours and tradingHours, BTC (PAXOS) market: ['', '20250504:0300-20250505:1600', '20250505:1601-20250506:1600', '20250506:1601-20250507:1600',

Did anyone experience this?

The problem I saw was that orders were delayed getting filled when markets were super volatile making big moves like NQ futures. So this is happening even when orders are natively executed by the

Real-time and historical data work quite differently and historical data downloads have more restrictions than real-time feeds: * The time frame that you can get data for is shorter for smaller bar

See the list of order types for the CME here: https://www.interactivebrokers.co.uk/en/trading/products-exchanges.php#/ This shows you exactly which order types are native and which are simulated by

Unless something has changed in the last few years, the exchange itself does not support any “smart “ orders. It is a broker’s responsibility. In our trading we completely ditched those orders

When I place a stop order, does it get placed at the CME Globx exchange natively? Or does IB manage the trigger and then place LMT or MKT order at the exchange? Thank you