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View Code? Open in Web Editor NEWReactive C# API to Interactive Brokers Trader Workstation.
License: Apache License 2.0
Reactive C# API to Interactive Brokers Trader Workstation.
License: Apache License 2.0
When submitting an updated order using PlaceOrder the order is not updated and the IB Gateway returns "Duplicate order id"
Referring to this section from IB's docs about modifying orders:
Modifying Orders
Is it possible to modify an order?
Hi,
When I'm trying to place a simple order with OrderType of Market Order and Limit Order, they both returned with alert message: "Order processing failed. Algorithm definition not found. Code=439. Id=1180."
var order = new Order { TradeAction = TradeAction.Buy, TotalQuantity = 100, OrderType = OrderType.Market };
Highly appreciate for any clues.
Market data from RequestHistoricalData has a lower resolution than the one in TWS.
Inspecting a specific bar in TWS displays higher res data than the bar data received using the API. Is the data rounded somewhere along the way?
var contract = new Contract
{
SecurityType = InterReact.StringEnums.SecurityType.Stock,
Symbol = "MSFT",
Currency = "USD",
Exchange = "SMART"
};
//client.Request.RequestCurrentTime();
//var test = await client.Services.HistoricalDataObservable(contract);
var contractDetailsList = await client.Services.ContractDetailsObservable(contract);
var contractDetails = contractDetailsList.Single();
Var contractDetails returns zero.
When I debug the solution, IB gateway log shows the contract detail is returned, yet the program doesn't seem to hit the contractDetail.
Any idea?
Thanks.
I updated to the latest and tried using the OpenOrdersObservable and it doesn't appear to be handling/receiving the OrderStatusReports. A new order will cause a "Submitted" OrderStatusReport to be received. When it's cancelled a "Cancelled" report should be received.
In HistoricalBarSize class, OneSecond is set as "1 sec". However as stated in IBKR error message:
"Historical data bar size setting is invalid. Legal ones are: 1 secs, 5 secs, 10 secs, 15 secs, 30 secs, 1 min, 2 mins, 3 mins, 5 mins, 10 mins, 15 mins, 20 mins, 30 mins, 1 hour, 2 hours, 3 hours, 4 hours, 8 hours, 1 day, 1W, 1M--"
It is supposed to be set to "1 secs"
Semaphore is not compatible with Linux so a migration to the use of Mutex or TaskCompletionSource would be a good thing.
Hi!
It looks like IB has updated the format for HistoricalDataBar. What can see there no longer is a gap that was handled like:
r.ReadString(); /* string hasGaps */
This makes the line after crash:
Count = r.ReadInt();
Is it possible to find the IB specs for the different messages?
It would be nice to have a NuGet distribution.
Charles
[email protected]
when creating new order and trying to place it
Order neworder = new Order();
neworder.OrderType = OrderType.Limit;
neworder.TradeAction = TradeAction.Buy;
neworder.LimitPrice = 1;
neworder.TimeInForce = TimeInForce.Day;
neworder.TotalQuantity = 1;
neworder.AlgoStrategy = "Adaptive";
neworder.AlgoParams.Add(new Tag("adaptivePriority", "Patient")); <-- here
get error
Alert: {RequestId:1823, OrderId:1823, Code:320, Message:"Error reading request.Message id 1823. Unable to parse data. java.lang.NumberFormatException: For input string: "Patient"", AlertType:HasId}
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