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Strange Behavior After TWS Update on Old API

 

I was successfully running my code using TWS 10.19.2a with IbPy (an old python 2.7 TWS API) due to tons of legacy code.? I installed the latest standalone stable TW, version 10.30.1, logged in, and then noticed the API had problems.? No problem I thought, I'll just go back to TWS 10.19.2a, but now it too is having the same problems that only showed up once I installed 10.30.1t. I wondered if the issue was a setting somewhere being changed because installing the newer TWS destroyed my settings, but I think I have everything back to how it was before and the API problems I'm facing don't seem obviously settings related.
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In particular, requesting trade executions and open orders often incorrectly return nothing now.? Both requests will still return their final terminating/done-with-request messages, just no actual data execution or open order info like they should.? When they fail, they consistently fail and return nothing.? Then suddenly, for reasons I cannot figure out, they'll start working again consistently only to eventually start consistently failing again.? Updating TWS also gave me the bug of the open order handler suddenly receiving an extra field, but that was easy enough to deal with.
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Does anyone have any idea what the problem could be or have any ideas?? I've been putting off refactoring to the IBKR's API because it will take A LOT of rewriting and testing.
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You might want to roll up the sleeves, get a few six packs of something, and clear a weekend for the refactoring, Adam. I am not sure which exact API level your old TWS had, but I am sure there have been a lot of changes in classes and method signatures.

One quick thing you could check is the field "Show Trades for:" in the TWS "Trade History" window. That is the maximum time frame TWS API will return historical execution reports for, The default is "since mid-night" but you can select it to be up to "7 days". But just in TWS and not in IBGW.

´³¨¹°ù²µ±ð²Ô

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On Fri, Jan 17, 2025 at 12:57 PM, Adam S. wrote:

I was successfully running my code using TWS 10.19.2a with IbPy (an old python 2.7 TWS API) due to tons of legacy code.? I installed the latest standalone stable TW, version 10.30.1, logged in, and then noticed the API had problems.? No problem I thought, I'll just go back to TWS 10.19.2a, but now it too is having the same problems that only showed up once I installed 10.30.1t. I wondered if the issue was a setting somewhere being changed because installing the newer TWS destroyed my settings, but I think I have everything back to how it was before and the API problems I'm facing don't seem obviously settings related.
?
In particular, requesting trade executions and open orders often incorrectly return nothing now.? Both requests will still return their final terminating/done-with-request messages, just no actual data execution or open order info like they should.? When they fail, they consistently fail and return nothing.? Then suddenly, for reasons I cannot figure out, they'll start working again consistently only to eventually start consistently failing again.? Updating TWS also gave me the bug of the open order handler suddenly receiving an extra field, but that was easy enough to deal with.
?
Does anyone have any idea what the problem could be or have any ideas?? I've been putting off refactoring to the IBKR's API because it will take A LOT of rewriting and testing.
?
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More like a couple weeks probably to make sure everything's working as expected.? I'm dreading it.? I think I did solve the problem though.? Updating to 10.33.1e seems to have fixed things, thank god.? I can delay the pain longer...
 

TWS version 10.30, and half of 10.31 has an error.? They sent an extra byte in the openorder message, when connected to a client of a version 10.29 or less.?? It was solved in 10.31i and later.
 

Yup, noticed that one and was able to work around it.? The one I couldn't figure out was only the execution termination message being sent without any execution info when I made an request for executions
 

So you see them for sure in the "Trade History" window in TWS but you do not get them after you call ?
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On Sat, Jan 18, 2025 at 11:52 AM, Adam S. wrote:

Yup, noticed that one and was able to work around it.? The one I couldn't figure out was only the execution termination message being sent without any execution info when I made an request for executions
 

So it seems 10.30 is not really a "stable" version. For those (including me) who are still on 10.19, should be directly update to 10.33 ?
 

TWS and IBGW 10.30 stable are perfectly fine to use. I run them with clients at API level 173 (that is something like 10.17.01) without any issues.

When you run IBKR provided TWS API implementations (such as the Java API I use), TWS API is very robust and provides backward and forward compatibility. Meaning that old clients work with newer TWS/IBGW and vice versa. During connection, the two negotiate the common TWS API level they use so that only messages known at that level are to be exchanged.

But IBKR provided TWS API implementations are even robust in case a client with an older TWS API gets exposed to a message from a newer version. That should not happen but, apparently does in some cases with TWS/IBGW 10.30 and some others. But that does not cause any issues, because:

  • Message fields introduced by newer API versions are always added at the end of the message
  • The bytes for all fields are accounted for in the message length header field
  • EDecoder for older clients reads the entire message (even the bytes and fields it does not understand) and simply ignores any extra fields and bytes that it is not aware of.

Custom or non-IBKR TWS API implementations may not implement all these safeguards and would fail in these cases.

´³¨¹°ù²µ±ð²Ô

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On Tue, Jan 21, 2025 at 08:17 PM, Lewis_Tang wrote:

So it seems 10.30 is not really a "stable" version. For those (including me) who are still on 10.19, should be directly update to 10.33 ?
 

My api is an extremely basic c++ implementation that hasn't been updated in 18 years.? I never had a problem with it until 10.30.? I'm hoping 10.33.1 solves my issues also.
 

Sorry, just seeing this.? Yes, TWS had the trades in its trade history.? Once I updated TWS to 10.33 those very same trades became accessible to my by API using same code again.
 

Thank you for the update.

You may have seen the Post "One more issue/thing about reqexecutions" from Thursday, where @joanmarcel119 describes how to get reqExecutions working in TWS. It looks like TWS will not send historical execution reports until you have opened the "New Window" -> "Trade History" window. I now remember that we had this discussion a couple times before.

I just confirmed (for a paper account on Linux and a 10.17 Java API) that "stable" TWS 10.19.2p, "stable" TWS 10.30.1t, and "latest" TWS 10.33.1e show the same behavior as @joanmarcel119 describes:

  • When I start TWS and connect a client that requests historical executions, an empty list is returned
  • When the "New Window" -> "Trade History" window is open, the client receives execution and commission reports for all trades that window shows. In my case, Trade History is set to show "For Last 7 Days" and it contained 11 trades from 1/19 to 1/23.
  • For stable TWS 10.19.2p, the window must stay open, or client connection/requests result in an empty list.
  • For stable TWS 10.30.1t and latest TWS 10.33.1e, the simple fact of opening and closing the window suffices. Those versions return all expected reports even if the window is closed again.

This will not work for IBGW since the gateway does not implement any of the TWS windows (including Trade History). So IBGW will always be limited to the executions since midnight.

The fact that the TWS window has to be open/opened at least once for reqExecutions to return execution and commission reports can be viewed as a bug, but it must have been around for a while, was not introduced in 10.30 and is present in the currently stable and latest TWS versions.

So I must assume your issues were not related to the TWS versions per se. Maybe it is really time to move from the non-IBKR ibPy API (that has not been updated for 9 years and that the author calls "superfluous" since 9.73) to the IBKR provided Python API.

´³¨¹°ù²µ±ð²Ô

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On Sat, Jan 25, 2025 at 01:42 PM, Adam S. wrote:

Sorry, just seeing this.? Yes, TWS had the trades in its trade history.? Once I updated TWS to 10.33 those very same trades became accessible to my by API using same code again.
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It must be a bug because this behavior occurs only on the paper account, not on the live account.

El s¨¢b, 25 ene 2025 a las 21:46, ´³¨¹°ù²µ±ð²Ô Reinold via (<TwsApiOnGroupsIo=[email protected]>) escribi¨®:

Thank you for the update.

You may have seen the Post "One more issue/thing about reqexecutions" from Thursday, where @joanmarcel119 describes how to get reqExecutions working in TWS. It looks like TWS will not send historical execution reports until you have opened the "New Window" -> "Trade History" window. I now remember that we had this discussion a couple times before.

I just confirmed (for a paper account on Linux and a 10.17 Java API) that "stable" TWS 10.19.2p, "stable" TWS 10.30.1t, and "latest" TWS 10.33.1e show the same behavior as @joanmarcel119 describes:

  • When I start TWS and connect a client that requests historical executions, an empty list is returned
  • When the "New Window" -> "Trade History" window is open, the client receives execution and commission reports for all trades that window shows. In my case, Trade History is set to show "For Last 7 Days" and it contained 11 trades from 1/19 to 1/23.
  • For stable TWS 10.19.2p, the window must stay open, or client connection/requests result in an empty list.
  • For stable TWS 10.30.1t and latest TWS 10.33.1e, the simple fact of opening and closing the window suffices. Those versions return all expected reports even if the window is closed again.

This will not work for IBGW since the gateway does not implement any of the TWS windows (including Trade History). So IBGW will always be limited to the executions since midnight.

The fact that the TWS window has to be open/opened at least once for reqExecutions to return execution and commission reports can be viewed as a bug, but it must have been around for a while, was not introduced in 10.30 and is present in the currently stable and latest TWS versions.

So I must assume your issues were not related to the TWS versions per se. Maybe it is really time to move from the non-IBKR ibPy API (that has not been updated for 9 years and that the author calls "superfluous" since 9.73) to the IBKR provided Python API.

´³¨¹°ù²µ±ð²Ô

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On Sat, Jan 25, 2025 at 01:42 PM, Adam S. wrote:
Sorry, just seeing this.? Yes, TWS had the trades in its trade history.? Once I updated TWS to 10.33 those very same trades became accessible to my by API using same code again.
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