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That is how Bracket Orders ( https://www.interactivebrokers.com/en/trading/orders/bracket.php ) are supposed to work. All orders in the bracket match the parent order quantity as the as long as the

Thanks for the explanation of the different order types and the example. Building on your example, I've tried to construct a similar tree of orders by linking parent and child limit orders for the

Not __THIS__ Buddy! Please, I'm begging you, at least try dumping the data to a file first and watching it with [tail -F](https://www.man7.org/linux/man-pages/man1/tail.1.html). If you don't have

My buddy ran it with a laptop that has an Nvidia 2 series GeForce and it worked fine without falling behind. I will upgrade my machine and then it should work. [email protected]> wrote:

Sweet. You'll have to let me know the secret. Although, I admit it will probably never sink in for me :-)

What do you call "entry/creation time." ? Is the info you look for available on TWS ? Isn't the openOrder call back giving you enough as a first proof of existence ?

Hi buddy, Thanks for the TWSAPI e-mail, I appreciate your concern and interest.? Didn't want to send a private reply to you and get your company upset at you.? Kudos to your new avatar. Yeah, the

If you need to exit at end of day with the highest execution chance and arguably the most liquid price, the best order type to use is MOC (Marketable On Close). These orders pile into the closing

Just started working on an application using the API. My app is listening on the callbacks for reqCompletedOrders and?reqAllOpenOrders I can see order/contract/status details but I can't find a field

If I rephrase your concern I understand it as: why different tickers with exactly same exchanges behave differently on historical request ? I paraphrase here what Jurgen already said: I agree that

Outside RTH it stays in sync no issues. Only during RTH is the issue. [email protected]> wrote:

Interesting chain, I trade VX futures daily, Jurgen is correct 5 cents is the min price increment as per CBOE restrictions, the min bid-ask spread is therefore 5 cents. Some pointed out that the VIX

Thanks Gordon and Jurgen. I figured out the problem. My mingw64 compiler was using a target architecture of x64, but the TwsSocketClient.dll was built using a x86 or 32-bit architecture. The reason I

Great catch from @ds-avatar: the dates are indeed different (so the difference in the last pair of screenshots are not meaningfull. So this morning, I run my code but using *ISLAND* for CHTR. And it

I am currently using this code to do my trades as bracket orders. I need my trades to exit by the end of the day. Is it possible to place a limit or market order at 15:59 or 16:00 and have it continue

May I guess that the reason for the difference in CHTR prices?between Island and Smart in the last pair of screenshots must be that the prices quoted are for very different dates - 2010 vs 2009... --

Interesting! You probably noticed on your example that recent days are way more similar (identical) The reason a close differ to an adjusted close are generally fix values (div/split etc ...) I mean

Look to me like the Highest Bid and Lowest Ask. They are unrealized transaction. They are reported in the callbacks, "I am sure of it." How you compare it is the issue, if you display TWS in // to a

Current market price meaning the top of the limit order book - what Updatemktdepth would display as the “0” position. [email protected]> wrote:

Thank you for the tips - I will try tomorrow morning with the ISLAND exchange settings (before opening the chart I mentioned above) to check if it acquires the data without a glitch. I can't use