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I am experiencing the problem with both IBG 10.24 (which ran fine until today) and with IBG 10.25 - to which i just updated. So, it is definitely smth on the backend. Brrr...

Interesting, I’m seeing something similar. I run live and paper TWS on the same computer. I have a number of API clients, some of which run on the same computer as the TWS instances, and others

Up until today, there was no problem running both Live and Paper Trading account connections (2 IBG instances) on the same computer , and occasionally establishing a connection to a Paper trading

Thanks, Jürgen, for the reply. The document you name enlightened me. But allow one more question: I do daytrading at the TWS with a Live account and also develop trading algorithms with the help of

There is an IBKR document called Market Data Considerations for the Paper Trading Account ( https://ibkr.info/?q=article/1719 ) that describes the various scenarios when paper and live accounts can

It is unclear to me how the realtime market data lines are shared between the Live and Paper account. At the account management page I can activate the sharing between the Live and Paper account and

yesterday i accidentally ran test code related to this issue and i found out that the issue is fixed. i think i did the test a week or so back and the issue was still there. here is the output from

Thanks for checking. I tried on a fresh installation on a Windows machine and it worked fine. ?There's a gremlin somewhere in my Mac setup.

Yes, your parameters are correct and they work fine for me. Here’s the (lightly) formatted results: 20230912 16:39:50.829 reqId 0, exchange CME, underlyingConId: 563947728, tradingClass:

I am trying to get the options chain for futures symbol "NQ" using reqSecDefOptParams. The call for "ES" works and returns the all the strikes and expirations. app.reqSecDefOptParams(22,

Thank you for your valuable response. It helped a lot.

Suggestion, look at the average volume over 50 days to get an idea of where you stand as risk for liquidity. Your question have no safe answer and it depend also if you trade RTH only or aside of RTH.

I completely revamped my design over the weekend and just went with a class architecture similar to the Java Implementation rather than using inheritance. I took David's advice and am passing a smart

Thanks for the tip Gordon. Currently, I am just doing "reqMktDepth()" in my main loop that also every xth minute submits a "reqHistoricalData()". In this loop, I am still building and storing the

It worth it. You can even do both (safer but require strong discipline) Stop is just another order. But be careful about that if dealing with instrument with low liquidity vs your order volume. Use

My grain of salt after theses excellent answers I would be surprised that you can do what you want directly through inheritance. 1-??? IB did make some privates for good reasons, and if you break

My apologies for the repeat messages, but the original message got inadvertently deleted and the (unmodified) resend had an image upload error that caused it to be sent it with out it. So here the

A group of orders for the same instrument with parent/child relationship is ... a bracket order. You probably could build an order construct without parent/child relationships for your scenario

However the startapi message begins with API\0 followed by the length prefix for the remainder of the message. Sent: Saturday, September 9, 2023 10:40 PM To: [email protected] Subject: Re: [TWS

Starting with v100, each message exchanged between client and server is prefixed with a 4-byte header containing the big-endian (network order) binary representation of the length of the message