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Regarding the native vs non-native conundrum, I would assume the setting for the stop triggering method has some impact. More precisely the CME client wiki specifies it uses a single Last triggering

The IBKR reference for order implementation doesn't look right to me. I tried, out of curiosity, to look up a few orders that I routinely use and know from TWS indications that they are routed

Thank you Jürgen.

That is my understanding, Neal. I work under the assumption that fields such as "time" returned by all TickByTick data feeds as well as? "Last Timestamp" tick #45 represent the epoch time with 1

Also, to what extent is the order in which the events are reported by TWS to my client guaranteed to be consistent with the order of their occurrence? Thank you, -Neal

Jürgen, thanks. Can you clarify what the meaning of the 1-second timestamp is? Does it mean that the event happened within the absolute 1-second interval starting at the timestamp? So (assuming the

All time stamps for events outside of your computer reported by TWS API currently have a precision of 1 second. There is nothing you can do to get a higher precision. What you can do (and I do) is: *

I (programmatically, via TWS) place a limit order for a stock at an exchange that I designate. I then update the limit price of the order as often as a few times per second while I wait for the trade

Thanks Bart. I appreciate your help. If it is not too much trouble, could you show me how to implement your suggestion? Thank you.

You would have simultaneous buy & sell open orders on the same option contract. That's not allowed. Not an IBKR limitation, but a limitation of US option markets where only market makers can have

Thank you Jurgen. I'll do more coding... I'll check back later if I have questions :).

Okay done more research. Looks like IB does not allow such groups of orders on options!

Below is the script I am using: from ib_insync import * import xlwings as xw def sendOptionsOrders (): """ Places options orders with profit target and stop loss using parameters from Excel. Uses

Hello all. I am trying to place two option orders simultaneously (each with different quantity and target profit, but same entry price and stop loss) using ib_sync and xlwings on Interactive Brokers

I will try next time it happens. Normally I don't see a problem, but happens when there is a sudden dip and bounce back or vice versa. Especially during tariff related news.

Can you share the timestamp when you think your NQ order should have triggered, or at least close enough? I want to go down the Velocity Logic rabbit hole.

I was trading real money not paper. I placed another stop order and it is green "Order is waiting to trigger on CME" Thank you

I had intended for all order to be "GTC" plus "Trigger Outside of RTH", but I might have fat-fingered a few. So here a few tests with more care: * The bottom six orders STP LMT orders now have green

Forgive me, "marked" GTC, not "market"...

I just tried GTC LMT and (unrelated, like not OCA, etc.) STP LMT, and got the green tab on both with a mouseover pop-up that says the order is resting at CME. So that's a great way to check! Thanks,