开云体育

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.

Hi there, I've checked some of the older posts about reqExecutions and some of them are about the same, not getting the executions even the trade history has been set to x days before. I can explain my findings about this, maybe this can help somebody. I'm using TWS 10.30 and I can replicate the same behaviour on IBG 10.30 This behaviour just occurs on the PAPER account: - You won't get the executions until you visit the trade history page first. Once you click on the Trade History button or keyboard shortcut on TWS (ALT+A+T) then you are able to request the reqexecutions and you get them back on the execDetails and execDetailsEnd events. I can send a combination of keys to the TWS to solve this issue while testing on the Paper account but I can not replicate this on the IB Gateway. Hope this helps

Hi everyone, I know the TWS scanner with the 'Top % Gainers' parameter works outside regular trading hours. However, I’m confused about how the % change is calculated for stocks during pre-market hours. Specifically, does the % change compare the current pre-market price to the close price of the previous trading day, or does it compare the current pre-market price to the close price of the day before that? For example: if it’s Wednesday pre-market, is the % change based on the comparison of the current pre-market price of the stock and the stock’s price at Tuesday’s regular hours close, or is it compared to Monday’s regular hours close?

Hi Is anyone working with Delphi (pascal) to connect to TWS? I can't connect at all. Thanks

Dear all, For the authentication I'm using the old white code card. Now I have a gateway on a server. For that user I want to login by getting a push message on my mobile device. Now I have several questions - Can I add my phone for 2FA WITHOUT loosing the option for my card with numbers? - If so how can I do the registration of my phone (WITHOUT loosing the option of my card) - How can I tell which account should use which 2FA (including paper trading users)? I only want one use for the gateway to use the phone authentication. All other accounts and users the number on the card.

All, I have a spreadsheet that has worked for years and updates a set of stock, fund, and option prices. A week or so ago, it stopped updating and gave me an error message as shown below. I have an if condition in the cells that forms the RTD statement according to whether the symbol is a stock or a fund as shown below. The cell reference A269 is for the stock/fund symbol STOCK =RTD(RTD_SERVER,,A269,"Last") FUND =RTD(RTD_SERVER,,"sym="&A269,"cur=USD","exch=FUNDSERV","sec=FUND","qt=CLOSE") I uninstalled both TWS as well as the API and reinstalled both. I had been using the 9.81 API and am now on the new one. But, it didn't make any difference. I get the same error. I also tried starting over again with a brand new spreadsheet, but that didn't fix the problem. Anyone have any suggestions? Regards, Jim --------------------------------- ERROR MESSAGE ------------------------------------------------------- "TwsRtdServer error: Error validating request.-'bP' : cause - Incorrect generic tick list of 100,101,106,165,221,225,232,236,258,293,294,295,318,460,619,104,411,456,595,105,576,577,578,614,623,586. Legal ones for (STK) are: 100(Option Volume),101(Option Open Interest),105(Average Opt Volume),106(impvolat),165(Misc. Stats),221/220(Creditman Mark Price),225(Auction),232/221(Pl Price),233(RTVolume),236(inventory),258/47(Fundamentals),292(Wide_news),293(TradeCount),294(TradeRate),295(VolumeRate),318(LastRTHTrade),375(RTTrdVolume),411(rthistvol),456/59(IBDividends),460(Bond Factor Multiplier),577(EtfNavLast(navlast)),586(IPOHLMPRC),587(Pl Price Delayed),588(Futures Open Interest),595(Short-Term Volume X Mins),614(EtfNavMisc(high/low)),619(Creditman Slow Mark Price),623(EtfFrozenNavLast(fznavlast))"

I logged on to my account and found a must complete questionnaire about how I'm monitoring my automated api. It wanted to know 1) Did I write it or is it commercial and if so the vendor? 2) Is the API completely automated? If not to what extent it is manual? 3) How are critical errors handled (audible alert, email, text)? 4) Is it constantly monitored? 5) and more Apparently it is now being required by regulators. Given that, can anyone point to code that will allow me to send email/texts now that Google and Yahoo are requiring two factor authentication? I used to send emails and texts when single factor was good enough. Frank

Trying to create a quote based on ticks coming from "reqMktData". Simplified code below. Question: There are two separate callbacks for option greeks and prices and both are important for my strategy but at the moment callback for prices is almost always executed before callback for greeks, so "PointStream" often receives quote with prices but without greeks. Is there an easy way to make sure that before I send final quote to the stream, its greeks are already calculated? void SubscribeToPoints(Contract contract) { var point = new PointModel(); void subscribeToComs(TickOptionMessage message) { point.Delta = message.Delta; point.Gamma = message.Gamma; point.Theta = message.Theta; point.Vega = message.Vega; point.Sigma = message.ImpliedVolatility; } void subscribeToPrices(TickPriceMessage message) { switch (message.Field) { case PropertyEnum.BidSize: point.BidSize = message.Data; break; case PropertyEnum.AskSize: point.AskSize = message.Data; break; case PropertyEnum.BidPrice: point.Bid = message.Data; break; case PropertyEnum.AskPrice: point.Ask = message.Data; break; case PropertyEnum.LastPrice: point.Last = message.Data; break; } PointStream(point); } client.TickPrice += subscribeToPrices; client.TickOptionCommunication += subscribeToComs; client.ClientSocket.reqMktData(id, contract, string.Empty, false, false, null); }

I have a question about conditional orders, where the condition is an execution condition, per https://interactivebrokers.github.io/tws-api/order_conditions.html#execution_condition https://interactivebrokers.github.io/tws-api/classIBApi_1_1ExecutionCondition.html#details The documentation says that the condition is defined by giving a symbol, an exchange, and a security type, and that the condition is met "whenever a trade occurs on the specified product at the given exchange." Per other discussions here (e.g. Jürgen's comment) I assume that the trade must be a trade in the current account (one that would trigger an execDetails message). Here's my question: in the case that I have two standing orders for the symbol, namely a buy order and a sell order, is it possible to have the condition trigger only when the buy order executes (and not when the sell order executes)? (I don't see how, although I did think of one possible workaround: have two separate processes, each with its own connection to TWS, one managing the buy order, the other managing the sell order. Then (perhaps?) the execution condition set by the process that placed the buy order would only be triggered if the buy order executes. I don't know if this would work (I haven't tested it). I don't really want to resort to this, as having two separate processes, each with a separate connection to TWS, would complicate my code quite a bit.) Thanks, Neal

I am not a professional programmer. I write code for my own use, which is usually, because of my age, in pascal. That said I obviously needed to understand the wire protocol and was surprised to learn support was almost non-existent. I studied the C++ API and used wire shark to learn the necessary message format to right the code I needed to support the type of trading I do. It works quite well and is fast. The warnings I've seen on the board about getting out of sync and hopelessly unable to recover without a restart are unfounded. Why would anyone suggest that, when the API itself is simply converting you requests to the wire protocol and decoding the incoming wire protocol messages to a human readable format. The ability to recover is what you make of it in your code. While studying the C++ code I was amazed at how poorly the code is maintained. Its like a Swiss army knife trying to do everything under the sun until it becomes buggy. Look at EClient::placeOrder. Its amazing how many if else statements are being executed based upon what protocol version you might be using. And if you just happen to be using a certain version the bug raises its ugly head. This API should be paired with the TWS workstation release and your code should refuse to connect if you update the workstation and try to connect with client software written with an older version. I wanted to share my knowledge of using the wire protocol directly but Ive seen posts that this isn't the forum to do that, and since I have been unable to find a forum on the net that handles this I'm left with the decision of creating one myself. If there are others who have interest in that please respond. Thanks and I hope that I haven't offended anyone with this post.

There are a couple of pages mentioning limits on historical requests and orders. TWS API v9.72+: Historical Data Limitations TWS API v9.72+: Order Limitations The last link mentions that I should be able to place up to 50 requests per seconds. Meanwhile, when trying to sell iron condor using 4 independent orders, only some of them are being submitted and if I try to wait until all of them are placed, my script hangs. Then, I tried to add some delay between placing orders, and now all of them are placed as expected. for (var i = 0; i < orders.Count; i++) { client.ClientSocket.placeOrder(...) await Task.Delay(15) } It seems that a delay of 15 milliseconds is enough. Anything less than that gets stuck on the way to TWS. The same limitations seems to apply to "reqMktData" and "reqContractDetails" calls. Question How reliable is this hardcoded delay of 15 ms. Is there a recommended delay between requests anywhere in the docs?

Hi, Is there a way to get symbols for ALL products are offered? including stocks, forex, options, bond. If not for all, is it possible to query to get list of all products within an exchange? If conid and ISIN can also be pulled that would be great. Thanks,

Suppose I have a standing limit buy order for a stock X, and a "child" limit sell order for a stock Y. I've submitted them as a hedge pair, so that the (child) order for Y is dormant until the (parent) order for X is filled, at which point IBKR servers activate the order for Y. Now, while waiting for the order for X to execute, I am frequently (and programmatically, via TWS api) updating the limit prices. With each update, I update the limit prices of the parent and child at the same time. Ideally, for each update, I would like it to take effect on the two orders simultaneously. Say within 10 milliseconds of each other. But this doesn't happen. Even though I submit the two price changes to my locally running TWS within ms of each other, they often take effect at IBKR say, 40-100ms apart. Hence, when the parent order fills, and IBKR activates the child order, it often happens that the limit price of the child order (for Y) is out of sync with the price at which the parent order (for X) filled. Question: What can I do, if anything, to reduce or mitigate this effect? In the spirit of brainstorming, here are some (bad?) ideas: 1. IBKR does have some "algorithmic" orders that calculate price updates at their servers. Presumably if I could use those it would help, because the calculations and updates would be done server-side. However, none of their algorithmic order types matches what I need. At least, not in any direct way that I can see. 2. Another approach might be to try to set the limit prices more conservatively somehow. There are two possible bad outcomes when the parent fills, namely: Bad outcome 1: the child (sell Y) order is activated with a limit price that is too low, and it fills, but at a lower cost than it should have. Bad outcome 2: the child (sell Y) order is activated with a limit price that is too high, and it doesn't fill, and meanwhile the price of Y moves down. These two bad outcomes are most likely when the prices of X and Y are changing rapidly. The outcomes have different risk profiles, so perhaps adjusting the limit prices somehow to decrease the probability of one at the expense of increasing the probability of the other might somehow be helpful, although I'm not sure how to do that in a systematic way. 3. Maybe the offset in time between when the two changes take effect is somewhat predictable. In that case, in principle I could delay the submission of the "faster" of the two price updates to bring their likely "arrival" times closer. [This issue arose in a previous discussion on a related but different topic. ] Thanks, -Neal

I bought 63 shares of SNAP at 12.75. I then sent 2 STP calls; one at 12.85 and another at 12.57 (see below). The price crossed 12.85 but the SELL order was never executed. Any idea why? Thanks 3-72-0-SNAP-STK--0.0---SMART-NYSE-USD-----BUY-63-LMT-12.75------0--1-0-0-0-0-0-0-0--0-------0---1-0---0---0-0--0------0-----0-----------0---0-0---0--0-0-0-0--1.7976931348623157e+308-1.7976931348623157e+308-1.7976931348623157e+308-1.7976931348623157e+308-1.7976931348623157e+308-0----1.7976931348623157e+308-----0-0-0--2147483647-2147483647-0----0--2147483647- 16:24:10:544 (sync 16:24:10:951) <- 8-1--1- 16:24:10:544 (sync 16:24:10:951) <- 5-1- 16:24:10:644 (sync 16:24:11:051) -> ---9-1-73- 16:24:10:744 (sync 16:24:11:151) -> ---3-72-ApiPending-0-63--0-0--0--- 16:24:10:744 (sync 16:24:11:151) -> ---53-1- 16:24:10:932 (sync 16:24:11:339) -> --?5-72-268060148-SNAP-STK--0-?--SMART-USD-SNAP-SNAP-BUY-63-LMT-12.75-0.0-DAY--U19XXXXX--0--0-1789987302-0-0-0--1789987302.0/U19XXXXX/100---------0---1-0------2147483647-0-0-0--3-0-0--0-0--0-None--0----?-0-0--0-0------0-0-0-2147483647-2147483647---0--IB-0-0--0-0-PreSubmitted-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308------0-0-0-None-1.7976931348623157E308-13.75-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-0----0-1-0-0-0---0--100-0.02----0------3-72-PreSubmitted-0-63-0-1789987302-0-0-0--0- 16:24:10:937 (sync 16:24:11:344) -> ---?11--1-72-268060148-SNAP-STK--0.0---NASDAQ-USD-SNAP-SNAP-00010193.678154be.01.01-20250110 10:24:11 US/Eastern-U19XXXXX-NASDAQ-BOT-63-12.75-1789987302-0-0-63-12.75-----2-0- 16:24:10:940 (sync 16:24:11:347) -> --?5-72-268060148-SNAP-STK--0-?--SMART-USD-SNAP-SNAP-BUY-63-LMT-12.75-0.0-DAY--U19XXXXX--0--0-1789987302-0-0-0--1789987302.0/U19XXXXX/100---------0---1-0------2147483647-0-0-0--3-0-0--0-0--0-None--0----?-0-0--0-0------0-0-0-2147483647-2147483647---0--IB-0-0--0-0-Filled-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308------0-0-0-None-1.7976931348623157E308-13.75-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-0----0-1-0-0-0---0--100-0.02----0-----/3-72-Filled-63-0-12.75-1789987302-0-12.75-0--0- 16:24:10:942 (sync 16:24:11:349) -> --?5-72-268060148-SNAP-STK--0-?--SMART-USD-SNAP-SNAP-BUY-63-LMT-12.75-0.0-DAY--U19XXXXX--0--0-1789987302-0-0-0--1789987302.0/U19XXXXX/100---------0---1-0------2147483647-0-0-0--3-0-0--0-0--0-None--0----?-0-0--0-0------0-0-0-2147483647-2147483647---0--IB-0-0--0-0-Filled-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.002205---USD--0-0-0-None-1.7976931348623157E308-13.75-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-0----0-1-0-0-0---0--100-0.02----0-----/3-72-Filled-63-0-12.75-1789987302-0-12.75-0--0- 16:24:10:943 (sync 16:24:11:350) -> ---Y59-1-00010193.678154be.01.01-1.002205-USD-1.7976931348623157E308-1.7976931348623157E308-- 16:24:13:549 (sync 16:24:13:956) <- 8-1--1- 16:24:13:551 (sync 16:24:13:958) -> ---9-1-73- 16:24:13:552 (sync 16:24:13:959) <- 3-73-0-SNAP-STK--0.0---SMART-NYSE-USD-----SELL-63-STP-12.75-12.85-----0--1-0-0-0-0-0-0-0--0-------0---1-0---0---0-0--0------0-----0-----------0---0-0---0--0-0-0-0--1.7976931348623157e+308-1.7976931348623157e+308-1.7976931348623157e+308-1.7976931348623157e+308-1.7976931348623157e+308-0----1.7976931348623157e+308-----0-0-0--2147483647-2147483647-0----0--2147483647- 16:24:13:553 (sync 16:24:13:960) <- 8-1--1- 16:24:13:553 (sync 16:24:13:960) <- 5-1- 16:24:13:553 (sync 16:24:13:960) <- 8-1--1- 16:24:13:556 (sync 16:24:13:963) <- 3-73-0-SNAP-STK--0.0---SMART-NYSE-USD-----SELL-63-STP-12.75-12.

Hi everyone, I need to test something and I have been having a bit of trouble requesting data from IB. Does anyone have last year?s historical data for ES and NQ? doesn?t have to be tick data. Alternatively where can I find it cheap and reliable? thanks a bunch.

In the recent past I came across a hotkey that provided a detailed list of data lines (window, instrument, and exchange). It was updated dynamically. I link several windows together so clicking on a line in a watchlist changed several windows and the data lines associated with them. This is different that the summary you get with <ctrl><alt>=. I'm sure I wrote it down but that sticky note is probably behind my desk somewhere. I'm using TWS 10.30

TWS sent a notification to complete a task saying that US futures exchanges require brokers to identify orders placed by automated systems. How do you mark order as ATS? Is there a field for this, like tag? Please create an operator ID for each group of persons who operate/monitor the system at the same time. Whenever an automated trading system submits an order message (incl. order revisions and cancellations), the message must include the ID of the team or individual who is operating/monitoring the system at that time.