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I would also like to do multiple changes to a TRAIL order, ie changing the trailingpercent value.? Would that be pelanized somehow?

I want to enter a STP order and then change the trigger price as time passes. Someone mentioned that the exchanges "dont like it", and therefore can penalize me in some unknown way for doing this. Is

Jurgen is right, at least you are learning your lesson in paper money, I had that happen to me in real money.

For the sake of helping anyone who visits this thread in future, My problem was solved when "Trading Permissions were set properly". I did not have trading permissions for Futures and thus future

It's a poorly named and confusing variable for the same reason it's bad to use double-negatives. But, if you read the description carefully, you'll probably want to set it to True. They should have

Hi Jürgen, are you saying that because the opening orders and exit orders might be too close to each other? Then yeah probably I should make the opening order expire around 3pm. Why should I ignore

The code looks mostly correct but I am not a Python practitioner and someone else might want to chime in. Here a few thoughts: * For the opening order, you need to set conditionsCancelOrder = True so

Hi Jürgen, sorry for posting about this topic again, but I finally extensively tried what you suggested and I now understand what you meant by making the order self destruct. I ran into the problem

Thank you buddy; I had messed up your first set of instructions because I wasn't paying attention. I am able to build and run TestCppClientStatic I've also placed these files into a repo of mine:

Thanks for the response, on using UI we din't see 10-15 ticks increments, but with API we observed it more, as our test cases with API were more extensive. We will try and use STP LMT as you suggested

For an opening auction, it cannot be done due to market mechanics. The exchange has to introduce a new order type or amend the current.

What makes you believe those fill prices are incorrect? I agree 10-15 ticks are unfavorable but not unheard of for Market ( https://www.interactivebrokers.com/en/trading/orders/market.php ) orders and

Hi all, We are using a TWS simulated account with live Market Data and are seeing the following inconsistencies with the fills. 1. Behavior is pretty consistent with MNQ and sometimes we see the same

Hi All, Adding to other observations. I recently opened real account with IB for India as an Individual. There is certainly some problem with some accounts. I am facing issues with Paper Account

The deadline is looming... roughly three weeks I think. I just finished rolling my stuff out the other day. On the bright side, it should take a couple of hours (max) to write a unit test in a

Richard - I checked once before and didn't realize they included it.? I was looking in the TwsActiveX directory and didn't look in Excel. It'll take some work to upgrade my app from 9.17 to 10.19,

You're welcome. BTW... thanks for replying to the list instead of a direct email. My manager was getting a bit ticked that I was fielding support out of band. They keep me on a short leash :-(

Lou What you call the ‘‘old’’ Excel API (ie using the ActiveX component and VBA, rather than DDE or RTD) is still very much in play and is included in every API version. So it’s not clear to

Hi buddy, Just saw your post. You saved me some testing - THANKS! Yeah, I'm starting to think the same thing about the API.? I'm running an ancient version. I know Richard (and rightfully so) doesn't

I may get a little bit more of this 2105 than usual. But I must admit that I don't care about it because: 1- It looks like there is a new pattern about it, like not using the data farm for some time