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Any idea what causes this?

I also get this one:

Error. Id: -1, Code: 509, Msg: Exception caught while reading socket - Numerical result out of range


I found this similar thread: /g/twsapi/topic/4047617#33752

But I couldn't follow it to a solution.

What programming language are you using?

Generally speaking the errors 509 and 504 "exception caught while reading socket" happen when your program stomps on the memory space in error. The fastest way to fix that is to remember exactly what you changed recently, if it was working fine before. But, I have encountered situations where it was not a recent mistake, but an old one that took a long time to appear. Fun, right?

Hopefully you can figure out what's wrong by looking at your code closely. But, another way is to periodically exercise your code in extreme situations if need be, to try to make it break. If it takes weeks to figure out where the problem is and you're still stuck, that's when I have turned to 3rd party tools (one example was a program called deleaker) which pad your program with protected memory space and will tell you when that space becomes violated, and then you can set breakpoints at memory addresses and trace backwards.

I am using c++.

Deleaker, I'll keep that in mind, thanks.

Yeah, I realize this question probably doesn't have enough information to be answered. I was just putting it out there to see if there was a typical solution, or if anyone had any familiarity. It's interesting, because it doesn't show up in the documentation: https://interactivebrokers.github.io/tws-api/message_codes.html

Best of luck! One time I spent 3 weeks looking for the cause of that error, and it wasn't where I expected it to be. It could be *anything* which is wrong in your code, causing something else to go wrong (for instance, an attempt to use an array beyond its bounds, was often a cause of this for me, but sometimes it was other mistakes I had made). Containment is another strategy: cordon off parts of your code so they don't get used, and see whether it behaves any differently. But like I said before, bear in mind that containment doesn't prove that the error comes from the part you removed. One time my program worked fine when I was using 10,000 symbols, but when I increased to 50,000 symbols (I don't use IB's data feed) the error 504/509 happened, so it matters how much memory you are using because that makes more probability for your coding mistake to stomp on.