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Re: Flushing the Incoming Message Buffer - C++ Multi-threading
Thanks Hilmar. After digging into the API code and seeing how the messages were handled I realised the answer to my question was "NO" it is not possible. Also, as you mention, checking/clearing the
By David Armour · #49688 ·
4AM opening price (not official one) but real one in timestamp
Anyone can tell me what tick i need to use to get 4 AM opening price in IBKR api. IB providing official price which has atleast 100 shares and i need the one which first in time stamp and can be any
By vytuup123@... · #49687 ·
Re: About commissionReport.realizedPNL
There is a ‘realizedPNL’ column you can view in TWS as well to see how it works. Basically yes I believe it is calculated for each closing trade, but not necessarily based on the average cost: if
By Bart D · #49686 ·
Re: About commissionReport.realizedPNL
The short answer is yes, realizedPNL in commissionReports for trades that reduce a position include (the loss from) commissions. We do not use the realizedPNL field from comission reports so we have
By Jürgen Reinold · #49685 ·
Re: DAX data feed via API
Exchange field on the contract as changed from DTB to EUREX. Not sure how this works via najatrader, but if you need an exchange code this might be the reason (haven't checked if they also got new
By Matthias Frener <matthias.frener@...> · #49684 ·
Re: About commissionReport.realizedPNL
Thanks for your help. I think?"realizedPNL = -commission" is exactly what I want.It's a great idea. when the actual PNL shows, is it with or without commission? -- ------ Forex trader David Liao
By david03kimo@... · #49683 ·
Re: About commissionReport.realizedPNL
Thanks for your help. As to UNSET_DOUBLE constant, is it a double if I use ' If type(commissionReport.realizedPNL)==double: ------ Forex trader David Liao
By david03kimo@... · #49682 ·
Re: Flushing the Incoming Message Buffer - C++ Multi-threading
Even after you cancel a request there may be messages wandering around the Internet that may appear many seconds later. You need to accept any message at any time. If you receive tick data you're no
By Hilmar · #49681 ·
DAX data feed via API
Hi, I trade DAX with Ninjatrader connected to Interactive Brokers via TWS (connect to API). Since Monday, no data is available for DAX futures when I connect Ninjatrader to TWS to get data
By david@... · #49680 ·
Re: Flushing the Incoming Message Buffer - C++ Multi-threading
...this means that this is also after all the market data subscriptions have been cancelled.
By David Armour · #49679 ·
Flushing the Incoming Message Buffer - C++ Multi-threading
I have a C++ GUI application which on which at a user request, the list of symbols will be cleared and all the market data requests will be cancelled, and ultimately the buffer holding the records for
By David Armour · #49678 ·
Re: TwsActiveX - downloading Account info on sample worksheet stuck after 1-2 dozen rows
Great! Here you have tha API reference guide, and also the function which gets the account information: https://interactivebrokers.github.io/tws-api/account_summary.html it displays an important
By joanmarcel119 · #49677 ·
Re: TwsActiveX - downloading Account info on sample worksheet stuck after 1-2 dozen rows
Here's the screenshot of what I just downloaded today. I realized the problem goes away if I don't change to an xlsx file and leave it in xls - then its like all the lines are populated at once
By redcorolla95@... · #49676 ·
Re: TwsActiveX - downloading Account info on sample worksheet stuck after 1-2 dozen rows
Sorry I do not understand your problem, you downloaded your account info and it sends you 5/10/40 rows? Could you explain please? And also an image of the issue would help.
By joanmarcel119 · #49675 ·
TwsActiveX - downloading Account info on sample worksheet stuck after 1-2 dozen rows
Hi all, new to this forum and ActiveX API here. Started using the standard sample TwsActiveX.xls and trying to get it download my account info. But after downloading about 5/10/40 rows it stops
By redcorolla95@... · #49674 ·
Re: About commissionReport.realizedPNL
Brendan is correct about the UNSET_DOUBLE or Double.MAX_VALUE the various languages use to indicate "undefined value". The same is true for integer fields where the Integer.MAX_VALUE (2^31)-1 =
By Jürgen Reinold · #49673 ·
Re: SPX Betas?
I'm afraid unless someone here is feeling generous you are going to have to 1) get the price feeds, 2) do the maths according to your own flavouring and 3) make it robust to all the errors, data
By mark collins · #49672 ·
Re: About commissionReport.realizedPNL
That value (1.797...e+308) is the maximum value a double can hold. IB uses that to indicate the value is unset. In the C++ API code, they have an UNSET_DOUBLE constant that you can compare against,
By Brendan Caffrey · #49671 ·
SPX Betas?
Hi all - new to this forum, hoping to learn a lot here! Wondering if anyone has been able to use the excel API to pull in Beta to the S&P500 for a particular stock that is in your portfolio? I am
By jthechu365@... · #49670 ·
About commissionReport.realizedPNL
When I execute an order I get the?commissionReport.But I cannot read the?commissionReport.realizedPNL such like?1.7976931348623157e+308. When I create a new position,
By david03kimo@... · #49669 ·