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Hi, I would like to reopen a thread on auto login, and auto restart for IB Gateway on Linux. I have been using TWS for my entire algorithmic trading journey only building strategies within the confines of the stock market's cash open (9:30am to 4pm) to keep systems running all day without needing many restart solutions and auto login credentials. But, now I want to run strategies all night long and for long periods of time. That is how I came across the benefits of using IB Gateway. I have built watchdogs for my applications to handle crashes from disconnecting from TWS, but TWS itself never crashed, only my application. But now I want to build algorithms to trade all through the night without much supervision with IB Gateway. I plan to continue using bash scripting within a linux machine for process monitoring & watchdogs. So to start, how can I enable auto login on IB gateway? What are the limitations you guys have come across? I already have set up a 5:15pm auto restart, as I have a futures trading algorithm backtested and ready to go throughout the night and non cash market hours, but I do not see a place for auto login, etc? Thanks, Brendan

Hello Folks, I am encountering an issue where order.orderId is consistently returning 0 when making the following request: reqCompletedOrders(true); I'm currently using Paper Trading account. This occurs specifically in the completedOrder(const Contract& contract, const Order& order, const OrderState& orderState) callback response. Has anyone else experienced a similar issue or found a solution for this behavior? Looking forward to your insights.

Hello Folks, Is there a mechanism to receive an instant callback when the connection between the TWS application and the IBKR server is lost, specifically due to an internet disruption? Currently, TWS provides this information via the following callback: void error( int id, int errorCode, const std::string& errorString, const std::string& advancedOrderRejectJson) With the response: Code: 1100 – "Connectivity between IBKR and Trader Workstation has been lost." However, this callback takes approximately 45 to 60 seconds to trigger. I'm looking for a way to detect the disconnection immediately. Additionally, is there a method to cancel all pending requests that the TWS application attempts to send to the IBKR server once the connection is restored? Currently, reconnection is indicated by: Code: 1102 – "Connectivity between IBKR and Trader Workstation has been restored." Thanks.

The reqFundamentalData() does not seem to work. I like to get the earning per share of the stock for the next three years. What data provider do you recommend? Thanks.

Tws interactive brokers visual basic api question Is it possible within the IB Api (I use the VB version) to use an order type that based on a user set bid ( or ask ) price, walks the price up ( or down ) in preset steps until the order is filled?

i have been using IB API for pacing order only. can anyone tell if the US equities/ETF data from IB clean and up-to-date? Recently i am looking for data source which provide data timely and clean. my focus is US equities/ETF data, can anyone suggest some free (or low cost) alternative for bloomberg terminal? better have python API to extract them. especially for production purpose, they must update and provide the data timely with less frequent format/changes in their raw sources. understand that this question may not be that related to IB API here. but i do think the people here can address my question efficiently. appreciate if anyone can share the experience to me here. thanks!

Hello all - I just wanted to share a bug and fix I found in the latest version. Using both the windows and mac/linux version 10.34 API, you will error out if you do: from ibkr.client import * for not being able to find the "server_versions" module. There's a typo in client.py. The fix is to go to line 138 of client .py and change from server_versions import MIN_SERVER_VER_CURRENT_TIME_IN_MILLIS to from ibapi.server_versions import MIN_SERVER_VER_CURRENT_TIME_IN_MILLIS

Hi all, I've been forced to update my code (thanks IB!) but I can't find an up-to-date version of https://interactivebrokers.github.io/tws-api/ which is what I used the first time. Any ideas where the newer functionality is documented? https://www.interactivebrokers.eu/campus/ibkr-api-page/twsapi-doc appears to not have a search function and also appears to not define any functions anywhere. Thanks in advance :) M-- +44 (0) 7528 551604

I'm trying to request midpoint data (for symbols such as SPY, QQQ, etc.) via reqTickByTickData() and this says "For some securities, getting tick-by-tick data requires Level 2 data bundles." 1/3: Did this change? If so, was that recent? I thought I remembered being able to do this while only subscribing to level 1. 2/3: Does that mean I need: US Equity and Options Add-On Streaming Bundle (P) Includes streaming real-time quotes for NYSE (CTA/Network A), AMEX (CTA/Network B), NASDAQ (UTP/Network C), and OPRA (US Options). In order to subscribe to US Equity and Options Add-On Streaming Bundle (P), the user must already be subscribed to US Securities Snapshot Bundle (P). Can I get rid of what I bought earlier this week? NYSE American, BATS, ARCA, IEX, and Regional Exchanges (Network B)(P,L1) Provides real-time quotes for stocks listed outside of NYSE and NASDAQ. Exchange listings include (but not limited to) those on NYSE American (formerly known as AMEX), ARCA, BATS, and IEX. Examples include IBKR, SPY, and VXX. 3/3: If I end up having to subscribe to the fancier one, I assume I'm also allowed to use reqMarketDepth() to subscribe to the data in an alternative format. Is that right?

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.

Hello Folks, Is is possible to get Decimal remaining value in the below callback //! [execdetails] void execDetails(int reqId, const Contract& contract, const Execution& execution) { printf("ExecDetails. ReqId: %d - %s, %s, %s - %s, %s, %s, %s, %s\n", reqId, contract.symbol.c_str(), contract.secType.c_str(), contract.currency.c_str(), execution.execId.c_str(), longMaxString(execution.orderId).c_str(), decimalStringToDisplay(execution.shares).c_str(), decimalStringToDisplay(execution.cumQty).c_str(), intMaxString(execution.lastLiquidity).c_str()); like we receive in Order Status callback void orderStatus(OrderId orderId, const std::string& status, Decimal filled, Decimal remaining, double avgFillPrice, int permId, int parentId, double lastFillPrice, int clientId, const std::string& whyHeld, double mktCapPrice) { printf( "OrderStatus. Id: %ld, Status: %s, Filled: %s, Remaining: %s, AvgFillPrice: %s, PermId: %s, LastFillPrice: %s, " "ClientId: %s, WhyHeld: %s, MktCapPrice: %s\n", orderId, status.c_str(), decimalStringToDisplay(filled).c_str(), decimalStringToDisplay(remaining).c_str(), doubleMaxString(avgFillPrice).c_str(), intMaxString(permId).c_str(), doubleMaxString(lastFillPrice).c_str(), intMaxString(clientId).c_str(), whyHeld.c_str(), doubleMaxString(mktCapPrice).c_str()); I wan't to get decimalStringToDisplay(remaining).c_str() in execdetails callback. Thanks.

Hi, After I failed with the Purebasic network functions (could not go farther than connecting and getting current date/time...) I decided to use the C++ IBKR API implementation. I am now stuck with things that are probably very simple for most of you ;-( Steps I made: - Operating system: Windows 10 64-bit. - Installed Microsoft Visual Studio 2022 for C++ - Reinstalled TWS API 10.30.01 - It appeared that "biddll.lib" the Intel "Decimal Floating-Point Math Library" was not found anywhere on my hard disk or anywhere else on the net. - As I found out that I had to recompile that library, I installed "mingw64" - After having waisted a lot of time with makes, nmakes, environment paths and many other things, no way to get past several errors (make mostly). Do you know where I can find that "biddll.lib" (precompiled for Windows 64 bits preferably) ? Or suggest simple steps in order to compile that damn library. Or find a work around. I still do not understand why things have become so complicated since the past 20/25 years where dropping and OCX control on a VB6 form was so simple ! Thanking you in advance for your help

Hello Folks, While sending a modification request for an existing confirmed order, I am receiving the following callbacks related to that specific order ID: OpenOrder OrderStatus Error: "Order rejected - Reason: Invalid Price" Upon sending the order modification request and subsequently receiving the OrderStatus callback, how can I ensure that the OrderStatus callback pertains to the modified order? In the example above, it was not related to the modified order. Thanks.

The Excel versions of the API frequently use the variable 'time'. Declaring it as string or as long in numerous places. It is also in the TWSlib in at least five places. This is a problem because 'Time' is a built-in VBA function (which returns the current system time) and is part of the VBA standard library and cannot be redefined without causing conflicts. In other words Time is a reserved name in VBA. To verify this problem, one can create a module in an Excel workbook that is using the API and enter a simple function like this: Option Explicit Function testTimeProblem() testTimeProblem = Time End Function Notice that the Time will be changed to time... Which is an indication of the problem. This needs to be fixed. How do I report this problem to IB Developers or do they monitor this Group? Thanks!

Hi, Is there any option in the TWS application to automatically cancel all open orders (an event triggered automatically by the TWS application) when the client disconnects? Or is there a specific field we can set when sending orders via the TWS API to achieve this? Thank you.

I'm not regularly receiving tick #9 today through the API after calling ReqMktData for one particular stock. Admittedly, this is not the first time I ran into this bug for any random stock, but today this it's repeats frequently (most of the time, indeed) with one particular stock. So I managed to log this problem with ease and now I have not one, but two API log excerpts running for at least 5 minutes during regular trading hours with lots of ticks coming in from ReqMktData, but not the Close Price tick. The stock in question is XNYS:ATR, {Type='STK';LocalSymbol='ATR';PrimaryExchange='NYSE';Symbol='ATR';Exchange='SMART';Currency='USD';ContractId='4651'}. Its last closing price yesterday was 158.46 and it is displayed in TWS no problem in the respective Previous Close column, but is apparently not getting reliably reported through the API. I ask the group to see my logs to help decide how to go about this issue. I'm attaching the two decoded TWS API log text excerpts with everything before the respective REQ_CONTRACT_DATA and REQ_MKT_DATA calls removed due to representing sensitive account data and up to the point of API connection closing (about 5 minutes each), with a few short clarifying comments denoted with the starting symbol #. -- Best, DS

Where does the fee rate show up? Is it folded into the commision charge? How can that be determined through the API? If I understand the fee rate correctly then taking for example I open a short position on NVDA that amounts to $10,000. The fee rate for today = .41% The fee then amounts to $10,000 * .41% = $41.00/365 = $0.11 cents for one day if I close the position before market closing? Assuming I'm correct where does this fee show up? is it folded into the commision fee? If I repeat the same transaction 5 times during day trading does that amount to $0.11 * 5 = $0.55? Can that be determined in an API call?