1. "One area I'd review is the code that determines the next order ID. As the Placing Orders chapter of the API Reference Guide suggests, clients generally maintain their own sequence of order IDs and do not make API calls for the nextOrderId unless they somehow lose the sequence. During the initial connection request, clients are automatically informed of the next valid order ID and, from that point on, simply increment an internal nextOrderId field as needed. "

So for my understanding now, it is not necessary to make always a request for a validOrderid and it save process time to increment the order id in a own sub. I get the first valid id with the first connection in the morning. I implemented this and of course the problem with the duplicate order id is gone :)

2. "our code needs to be structured event oriented as well and needs to wait for the arrival of a callback (or the corresponding error) and not sleep for a fix period of time after the request."

The Code really wait and not sleep. There is a timer in the backround who started the code again and then it follows a validation phase to check the answer from the API. I'm use unique strings that the program always know the correct sequence entry point. IMO there is no way to use multithread with excel so i have to do everything step by step. Of course this need time but still now it is not relevant for my trading.

...
My question is now if i have to change anything in the contractinfo object in the way to get a response from TWS via API. IMO it is strange that the problem started for me with the change of the exchange from DTB to EUREX. Do you or anyone know something about this or have the same issue with requests on EUREX-Exchange via API and TWS?

?

Hello 闯ü谤驳别苍,

first of all I thank you very much for your fast reply and your time! I'm absolutely with you that my kind of solution is not perfect but at the time when i started it was the best what i could manage with my knowledge.?

1. "One area I'd review is the code that determines the next order ID. As the Placing Orders chapter of the API Reference Guide suggests, clients generally maintain their own sequence of order IDs and do not make API calls for the nextOrderId unless they somehow lose the sequence. During the initial connection request, clients are automatically informed of the next valid order ID and, from that point on, simply increment an internal nextOrderId field as needed. "

So for my understanding now, it is not necessary to make always a request for a validOrderid and it save process time to increment the order id in a own sub. I get the first valid id with the first connection in the morning. I implemented this and of course the problem with the duplicate order id is gone :)

2. "our code needs to be structured event oriented as well and needs to wait for the arrival of a callback (or the corresponding error) and not sleep for a fix period of time after the request."

The Code really wait and not sleep. There is a timer in the backround who started the code again and then it follows a validation phase to check the answer from the API. I'm use unique strings that the program always know the correct sequence entry point. IMO there is no way to use multithread with excel so i have to do everything step by step. Of course this need time but still now it is not relevant for my trading.

3. Unfortunately now the wrapper send no response for my DAX contract. If i change the contract to EUR.USD i get the response without any problem. So is there a way if you can make a order request to look if you get an answer?

Kontraktinformationen:
With objTWSControl.m_contractInfo
???? .Symbol ="DAX"
???? .secType = "FUT"
???? .lastTradeDateOrContractMonth = "202209"
???? .multiplier =5
???? .exchange = "EUREX" changed from DTB on monday this week and this was the time when my problem with duplicate Order id started
???? .currency ="EUR"
End With

Orderinformationen:
With objTWSControl.m_orderInfo
???? .Action =? "BUY"
???? .totalQuantity = 1
???? .orderType = "STP"
???? .auxPrice = 1
???? .timeInForce = "DAY"
???? .whatIf = 1
End With

When I make the request with EUR.USD I get the response without any problem:

Kontraktinformationen:
With objTWSControl.m_contractInfo
???? .Symbol ="EUR"
???? .secType = "CFD"
???? .lastTradeDateOrContractMonth = ""
???? .multiplier =1
???? .exchange = "SMART"
???? .currency ="USD"
End With

Orderinformationen:
With objTWSControl.m_orderInfo
???? .Action =? "BUY"
???? .totalQuantity = 1
???? .orderType = "STP"
???? .auxPrice = 1
???? .timeInForce = "DAY"
???? .whatIf = 1
End With

My question is now if i have to change anything in the contractinfo object in the way to get a response from TWS via API. IMO it is strange that the problem started for me with the change of the exchange from DTB to EUREX. Do you or anyone know something about this or have the same issue with requests on EUREX-Exchange via API and TWS?

Thanks again for your help!!!

Robert

?

Hello Richard,

you can use this object with this parameters without any problems when you set the ".whatIf = 1" because it gives you only information back like your margin conditions and your equityWithLoan before and after this order will be set. I had never a problem with this. Of course you cant use this parameters to set an real order.

With objTWSControl.m_orderInfo
???? .Action =? "BUY"
???? .totalQuantity = 1
???? .orderType = "STP"
???? .auxPrice = 1
???? .timeInForce = "DAY"
???? .whatIf = 1
End With

Public Sub M_REAL_ORDER_MARGIN_AKTUALISIERUNG(orderid As Long, contract As TWSLib.IContract, order As TWSLib.IOrder, orderState As TWSLib.IOrderState)

????????? =orderState.warningText
??????? ? =orderState.equityWithLoanAfter
????????? =orderState.initMarginChange
????????? =orderState.maintMarginChange
????????? =orderState.equityWithLoanAfter

end sub

Do you maybe trade FDXM from Eurex?

Thanks a lot too for your reply. Everything could help me to figure out that problem.

?

How i can delete the last message...i was not finish with this ;)

Hello joanmarcel119, hello 闯ü谤驳别苍

I'm not anymore sure if the the request for the is valuable for me. To make the request i need a contract object and fill this with all the information that also need to place an order. I'm not sure if the contract object need all the information that i put in.

Request for?

Sub M_REAL_ORDER_KONTRAKT_DETAILS_ANFORDERN()

Call M_GLOB_DEKLARATIONEN_EXCEC
?? ?
??? If Not (objTWSControl Is Nothing) Then
????? ?
??????? If objTWSControl.m_isConnected Then
?????? ?
??????????? 'Create object contract
??????????? Set contract = objTWSControl.contract

??????????? 'Fill this object it with contract information
??????????? With objTWSControl.contract

??????????????? .Symbol = UCase(wksRealImport.Cells(lngZ, flngFindeSpaltewksRealImport("SYMBOL")))
??????????????? .secType = UCase(wksRealImport.Cells(lngZ, flngFindeSpaltewksRealImport("SECTYP")))
??????????????? .lastTradeDateOrContractMonth = wksRealImport.Cells(lngZ, flngFindeSpaltewksRealImport("VERFALLSDATUM"))
??????????????? .multiplier = UCase(wksRealImport.Cells(lngZ, flngFindeSpaltewksRealImport("MULTIPLIKATOR")))
??????????????? .exchange = UCase(wksRealImport.Cells(lngZ, flngFindeSpaltewksRealImport("B?RSE")))
??????????????? .currency = UCase(wksRealImport.Cells(lngZ, flngFindeSpaltewksRealImport("W?HRUNG")))
??????????? ?
??????????? End With
?????????? ?
??????????? Dim lngreqId As Long
?????????? ?
??????????? lngreqId = 1
???????????
?????????? 'Call for detailed contract information.
??????????? Call objTWSControl.m_TWSControl.reqContractDetailsEx(lngreqId, objTWSControl.m_contractInfo)
?????? ?
??????? End If
??
?? End if

end Sub

Public Event send me the contract object in class modul

Public WithEvents m_TWSControl As Tws
Public contract As TWSLib.IContract

Private Sub m_TWSControl_contractDetailsEx(ByVal lngreqId As Long, ByVal contract As ComContractDetails)

Call M_REAL_ORDER_KONTRAKT_OBJEKT(lngreqId, contract)

End Sub

Do i get the same object back what i declared before? is This my problem here?

Thanks again but I'm struggling with this.