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Would anyone like to comment on the introduction of Google Protocol Buffers in the Latest Java TWS API version 10.35 ? -- https://www.tradingsoftwarelab.com

I’m in the central time zone but I have my computers on EDT. When I run TWS on my new computer it displays CDT, not EDT. When I run it on any of my other computers it uses EDT. My new computer is setup for EDT and that’s what it shows in the task bar. Selecting “more options” on the TWS login screen shows the time zone as “(UTC-05:00) America/New York” on the new and old computers. Any ideas? Frank

Anyone has code to show all option chain names for a symbol?

Hi, I seem to be witnessing the following behaviour: if I request historical data with a timestamp that is not aligned with the trade bar size I'm requesting, the last trade bar will be a partial trade bar, 'up to' the requested timestamp. Is this a correct assumption? To be a bit specific, for example requesting 2 minute trade bars with an endDateTime of 15:02:30 will return a trade bar for 15:02:00 but contain data only for the half minute period between 15:02:00 - 15:02:30. An alternative would be that the API only returns complete trade bars, which seems not to be the case. ?kos

Hi all, Sorry about the poor subject line. I am trying to buy a stock and am getting the following error in my logs. 56989180,SRF,STK,,,0,,,NSE,NSE,INR,SRF,SRF,False,,,,combo: eason:Security is under Surveillance Measure - The scrip PE is greater than 50 for the previous 4 trailing quarters.<br><br><br>Would you like to continue?. {"rejects":[{"buttons":[{"options":[{"fixstr":"8229=SURVEILLANCE","text":"Ye s, transmit the order."}],"style":"chk"}],"id":29,"text":"Security is under Surveillance Measure &ndash; The scrip PE is greater than 50 for the previous 4 trailing quarters. <br><br>Would you like to continue?","textsep":"125"}],"version":"1.0"} How do I get around this? Is the answer to use the advancedErrorOverride property of the order object? If yes, what do I enter as its value? Pranav

Hello, As the title suggests, is there any way to send pegged to midpoint orders for CASH instruments? Regards, John

All, I am trying to get some basic functionality working with the Wall Street Horizon API (using the TWS API) but there seems to be some fundamental items that I am missing. I am referencing the documentation here: https://www.interactivebrokers.com/campus/ibkr-api-page/twsapi-doc/#meta-data I feel I need more information than what is provided here. I was hoping to find a more detailed tutorial. 1.) It looks like the first step is to call reqWshMetaData The example shown in the documentation shows: self.reqWshMetaData(1100) What exactly happening here? It is dumping the entire calendar of data? Any further explanation on this I would appreciate. 2.) In the Ewrapper there is the function wshMetaData() def wshMetaData(self, reqId: int, dataJson: str): print("WshMetaData.", "ReqId:", reqId, "Data JSON:", dataJson) What should I be doing at this point? From the documentation this looks to return specific event types. the print() returns a lot of data that looks unfiltered and not focused on what I am looking for. 3.) Request Event Data The example in the documentation shows the call as the following. self.reqWshEventData(1101, eventDataObj) I am not sure here about the eventDataObj. The documentation states that "When making a request to the Wall Street Horizons Event Calendar with the API, users must create a wshEventData Object." In the API documentation I don't see any an example of how to create this eventDataObj. 4.) Receive Event Data In the Ewrapper I then see the function: def wshEventData(self, reqId: int, dataJson: str): print("WshEventData.", "ReqId:", reqId, "Data JSON:", dataJson) How do I filter this to only show data for a specific stock? Is this related to the conID that would be part of the wshEventData? Thanks for any information on this. def wshMetaData(self, reqId: int, dataJson: str): print("WshMetaData.", "ReqId:", reqId, "Data JSON:", dataJson) def wshMetaData(self, reqId: int, dataJson: str): print("WshMetaData.", "ReqId:", reqId, "Data JSON:", dataJson)

Is there any API request that returns upcoming stock earnings dates? If not, do you use any other services to provide this? I'm interested in both US and foreign exchanges.

What's the best way to close previous positions when I have new order position sizes calculated by account size? For example, if I enter a position for 1 lot in EURUSD, and (purely hypothetically) that trade doubles the size of the account. My next order position size would be for 2 lots. That makes it difficult to close the first position if all I'm going to do is do an opposite position because the order quantity would change. The help I've received from the api support is to request positions and then do an opposite order based on what comes back. I've never seen that put into code.

What policy do you use for when to update the ibgateway? It seems like every 4-8 months, my ibgateway fails to login after a daily restart and updating to the newest version fixes it. I haven't found any logging, errors, or other notifications that the old version is no longer being supported. Today, my version 10.30.1g stopped working, and was still failing after I restarted it again, so I updated to 10.34.1c. It is possible the old version does still work, but for some reason upgrading consistently fixes it. It seems odd that they would make the change mid-week and there were no errors in the ibc logs, it just never logged "IBC: Login has completed". I wanted to get it running, so didn't debug it too long. Is there a way to get notifications when IB increases a version, or should I just set a monthly or quarterly upgrade reminder?

For my tax declaration I always run a flex-query to get a file over all transactions of the year. The report gives me among many other things a column called CapitalGainsPnl. This should be how much I made on each trade, right? However if I sum this column and compare the total with the difference I see in the account management when I take the balance on 1st January and 31st December the result is off by about 10%. Is there an easy explanation for this?

Hello TWS group, Was looking into FX trading recently, and tried to source the below reference benchmark rates from the TWS API without success. https://www.interactivebrokers.com/en/pricing/reference-benchmark-rates-int.php I would need today's rate but also history if possible, it is available from the IBKR website, so I suppose it must be stored somewhere in the API, but can't find it. Any suggestions? Thanks, Jonathan

If in the messages TWS streams back to the client, it sends the order/execution message first before it sends the position update message, it is possible for the client to be in an inconsistent state as it no longer sees the open order, but the position is not updated. This is dangerous because the program may sneakily go above the risk limits without the program noticing. I have done a search of this forum, and it appears no one has had such an issue in practice. However, in the TWS API official documentation, I also do not see any mention of it talking about synchronization guarantees. Is it something I really need to worry about? I really appreciate any input.

Hi all, Each time I started my TWS api program (python) these messages show up. They start with "ERROR" but seems connection status report. Anyone knows why they show up? Using args Namespace(global_cancel=False, port=7496) serverVersion:173 connectionTime:b'20220708 03:54:17 EST' NextValidId: 1 Executing requests doing accountOperations_req done w/ accountOperations_req Executing requests ... finished ERROR -1 2104 Market data farm connection is OK:usfarm.nj Error. Id: -1 Code: 2104 Msg: Market data farm connection is OK:usfarm.nj ERROR -1 2104 Market data farm connection is OK:hfarm Error. Id: -1 Code: 2104 Msg: Market data farm connection is OK:hfarm ERROR -1 2104 Market data farm connection is OK:usfuture Error. Id: -1 Code: 2104 Msg: Market data farm connection is OK:usfuture ERROR -1 2104 Market data farm connection is OK:cashfarm Error. Id: -1 Code: 2104 Msg: Market data farm connection is OK:cashfarm ERROR -1 2104 Market data farm connection is OK:usopt Error. Id: -1 Code: 2104 Msg: Market data farm connection is OK:usopt ERROR -1 2104 Market data farm connection is OK:usfarm Error. Id: -1 Code: 2104 Msg: Market data farm connection is OK:usfarm ERROR -1 2106 HMDS data farm connection is OK:hkhmds Error. Id: -1 Code: 2106 Msg: HMDS data farm connection is OK:hkhmds ERROR -1 2106 HMDS data farm connection is OK:ushmds Error. Id: -1 Code: 2106 Msg: HMDS data farm connection is OK:ushmds ERROR -1 2106 HMDS data farm connection is OK:fundfarm Error. Id: -1 Code: 2106 Msg: HMDS data farm connection is OK:fundfarm ERROR -1 2158 Sec-def data farm connection is OK:secdefhk Error. Id: -1 Code: 2158 Msg: Sec-def data farm connection is OK:secdefhk

The TWS API provides many ways to request live data and I am confused about the best approach. Below are at least 3 methods I am aware of, with some notes based on my tests and what I've read. I've implemented reqHistoricalData with keepUpToDate=True but I am experiencing issues with accuracy of data. From your experience and based on my needs, which would you recommend? 1) reqMktData (have not spent too much time with this one): constantly fires off a bunch of values ("Tick Types") for a given instrument Pros: Can access more raw data than other methods - though I am mostly interested in OHLCV. Can get data with minimum delay straight from open. Cons: Need to deal with multiple callbacks coming at different times (tickSize for OHLC and tickSize for volume). Need to build logic to construct bars from accumulated ticks and timestamp them. Could lose some information on true highs and lows based on when we received the tick. 2) reqHistoricalData with keepUpToDate=True (what I have implemented right now) Pros: Single request to deal with historical and live data load. Easy to handle system restarts, simply re-submit the request to fill all data that was missed until current time. Cons: I've compared the bars I receive with keepUpTodate during the session with the raw chart in TWS & historical data request generated after end of session, and almost none of the OHLCV values exactly match! Does historicalDataUpdate stream the final confirmed bar before a new one is streamed, or does it just streams unconfirmed bar values at the arbitrary 5 secs delay? 3) reqRealTimeBars (have not tested yet): Provides bars for each 5 second period Pros: should give the actual high/low for the period. Confirmed bar is received shortly after the interval closes. Cons: need to combine with reqHistoricalData on system startup to build up the historical values prior to start. Only available for 5 sec bars. My needs: - Needs to support most listed US stocks - I am fine with 5 mins bars as highest resolution. I resample to lower resolutions (30 mins, 1 day etc...) as needed using real time aggregates in timescaleDB - Need to stream data for about 50-100 stocks - I prefer accuracy of data over speed Any pointers much appreciated! JP