• Added IB configuration TWS/IBG not local which must be checked if you connect to TWS/IBG on a different machine.
• Fix: In Build 57 historical bar timestamps were always EST instead of the market time with UTC format selected in the TWS/IBG API settings. Note: UTC format is recommended to avoid DST bugs.

Important New Guidance! Change the TWS/IBG API Configuration for “Send instrument-specific attributes for dual-mode API client” to UTC format. Operator timezone still works but is susceptible to the DST timestamp issue. If you use an IB Paper Account, you need to change the API setting there too.

• Fix: Historical timestamps during DST transitions could be off by 1 hour.
• Fix: Reconnect overhaul: Broker and Streaming Provider statuses should correctly reflect the state of IB TWS/Gateway.
• Enhancement: WealthLab will try to automatically reconnect to IB TWS after a restart.
• Added: Apply order attributes to orders (IB only) using the signalName. Available attributes: AllOrNone, GoodTillDate, and Tif: IOC. See the User Guide > Interactive Brokers for details.
• Added WealthLab to the IB’s OrderRef (orderReference) attribute. With IB’s Flex Queries you can identify orders (Trade section) that originated from WealthLab.

• Removed the validity test for an option contract to return a headtimestamp. Previously, if this request timed out, an actual valid contract couldn’t be accessed.
• Improved historical request message handling
• Fix: Daily charts included pre/post market trading. Daily+ charts should now reflect trading during the regular session hours.

Note! We recommend deleting the ..\Interactive Brokers*Daily* folder to refresh the IB Daily data cache.

• Streaming performance optimizations (no functional change).
• Fix: rare error at heartbeat for multiple streaming consumers.

• Requires WL build 94
• Fix: Midpoint Streaming for Cash contracts was inadvertently affected by the Build 52 change for the “Option Chart WhatToRequest” configuration parameter.
• Fix: Options strikes above 10,000 weren’t identified properly.

• New! The IB Provider will identify contracts at IB using a “dot suffix” for stocks that trade on non-U.S. exchanges without manually modifying the IBContracts.txt file. In most cases, Yahoo! symbol suffixes are used as well “.au” for Norgate ASX symbology. For a complete list, see the table in the Interactive Brokers help topic (F1).

• WL8 Build 93 required for compatibility.
• IBContracts.txt will auto update for exchange changes found in the IBContracts staging file.
• Change: Ignore fills from individual legs with the same orderId as their BAG (Combo) order.
• Change: IB Configuration for What to Request must be Trades to get a Mark (or Traded) price instead of MidPoint.

• WL8 Build 91 required for compatibility.
• Implemented GetOptionChain() for IBHistorical and removed the public call from IBConnection.
• Implemented GetOptionChainSnapshot() for IBHistorical.
• Added: Streaming subscriptions to option symbols now includes the Mark Price, which is the current theoretical calculated value of an instrument (typically with many digits of precision). The effect will be that options charts follow the market price more accurately, even for illiquid contracts.
• Added: ComboContract class that can be used to trade option spreads.
• Fix: Tick requests often hung up the IB historical provider in an endless loop when more than 1000 ticks occurred within the same second interval.
• Change: Allow negative prices for Index series; required for TICK-ARCA, TICK-AMEX, etc.
• Sample of records for TICK indices to add to IBContracts.txt: TICK-ARCA=TICK-ARCA|USD|IND|ARCA||TICK-ARCA|||0|
  TICK-NASD=TICK-NASD|USD|IND|NASDAQ||TICK-NASD|||0|
  TICK-AMEX=TICK-AMEX|USD|IND|AMEX||TICK-AMEX|||0|

• Added logic to handle an Auto-Trading edge-case scenario: if an existing Limit/Stop Order has ‘just Filled’ when attempting to cancel/change the order, the broker will report an Error “cannot be canceled, state: Filled”. The IB Provider will detect this condition and update the order status as “Filled” instead of “Error”.

• Allow account refresh for a new connection to IB TWS/Gateway. It’s still only possible to connect to one instance of IB TWS/Gateway using the specified port.
• Auto Launch IB TWS (if enabled) should launch the latest version installed.

• Added a conversion to the symbol format used for WealthLab trading for futures and option symbols in IB’s TradeHistory files.
• Fix: Return the Market from cache (IBContracts.txt) even when not connected to IB.

• Fix for Trade Parser for trade quantities 1,000 or above.
• Removed native provider support for 20-minute bars. (This interval fails when polling in the Strategy Monitor because the timestamps don’t align properly with the market opening time.)

• Fix to return Index option contracts for regular AM expirations (the last trading date is the day before the expiration date).
• Adapted to CBOT’s change to standard Local Symbol. If you trade CBOT futures, remove all records containing |CBOT| from IBContracts.txt (File > Open WealthLab User Data folder).
• GetOptionsSymbol() optimized to identify valid option contracts if a local data file exists.

• Return account total cash balance in user’s IB BASE currency.
• Improve references for contract caching.

• Amplified search for valid option strikes to 10. Previously, the search gave up after 4 attempts which could still return an invalid contract symbol from the chain that had not started trading.
• Fix: Apply the contract’s PriceMagnifier to IB broker positions whose contracts are quoted in cents but priced in dollars.
• Fix: Broker Positions will match contracts by Local Symbol, Currency and Security type to prevent ambiguity in Account positions.
• Fix: Identify CFD contracts so that Portfolio Sync can match the traded symbol.
• Note! See Help > Interactive Brokers for more info to set up IBContracts.txt for trading CFDs - especially for Forex trading.

• Fixed and improved search for valid option contracts.
• Change: use only the Local Symbol to identify an option contract so that index option contracts can be identified (no change for other contracts).

• Target .NET8.
• For STK and CRYPTO, further adjust Stop and Limit prices placed by the broker provider per the contract’s “Market Rule”, which may identify different minimum tick values as a function of price levels.

• Patch IB’s API to fix parsing error when a whitespace is used as the Windows number grouping character.

• Fix for IB Trade Parser.

• Fixed identifying Market by Primary Exchange.
• Added IBDefaultMarkets.txt file to identify a default market by the contract’s currency.

• Implemented native ReplaceOrder. When Auto-Trading, a change in order quantity and/or stop/limit price is applied immediately.

• Weekly+ Strategy orders will be submitted as GTC.

• Fixed issue that caused a lag when Signals tab viewed while IB is not connected.

• Support new base class methods for returning SymbolInfo including decimals for a symbol.

• Access Realized, Unrealized, and Daily PnL of your account from a Strategy. Example: `WealthLab.InteractiveBrokers.PnL pnL = IBBroker.Instance.GetPnL(“accountId”);

• Indicate support for native MOC and LOC orders.

• Optimize search for valid contracts, minimize delay for repeat searches.
• Fix: Streaming will work for Options configured for Midpoint pricing.

• Fix corrupted Build 30.

• IBAPI 10.22 with possible fix for parsing data on machines that use a whitespace digit grouping symbol.
• IBFuturesMargin.txt updated from ibkr.com. To use updated futures margin values, delete IBFuturesMargin.txt from File > Open WealthLab User Data Folder.

• GetOptionSymbol() works harder to find a valid contract in the Option Chain.
• Fix: Ensure subscription is canceled for market data after calling GetGreeks().

• New! - Option Greeks are implemented in the IBHistorical.Instance. You can get the TWS-reported greeks as well as ad-hoc values. See Help (F1) > Extensions > Interactive Brokers for details and examples. Some call signatures may have changed.
• Breaking Change! - GetOptionsSymbol() was moved from BrokerBase to DataProviderBase, consequently, the call is now IBHistorical.Instance.GetOptionsSymbol().
• Fix for EUREX contracts symbol change. If you use EUREX contracts like (DAXM23, MDAXU23, etc.) close WealthLab and delete IBContracts.txt and IBFutures.txt files in the User Data folder.

• Workaround IBAPI crash - do not subscribe to BTC.USD for the heartbeat if the local thousands separator is a whitespace.
• Fixed a null reference when using GetQuote for an option symbol.
• Fixed Streaming Bars initialization if a partial bar wasn't returned.
• Fixed partial bars for 1-minute based charts.

• Fix incorrect Market by supporting BrokerBase GetMarketForSymbol().

• Use the number of decimals for limit/stop price and per the schedule set by the MarketId. This change [mostly] eliminates the need to round prices in order to avoid the "price does not conform to the minimum price variation for this contract" error message.
• Note! Wealth-Lab currently rounds prices only by decimal places, it's possible that in some cases it will be required for you to manually round stop and limit prices to a tick value that isn't precisely a power of 10.
• Fix - Avoid nuisance 'Outside Regular Trading Hours' is ignored warning for CASH when using Stop orders.
• Improved messaging by attaching reasons for canceled and rejected orders.

• Update for exchange consolidation changes at IB.

• Fix exception if a bad symbol is passed to IB's GetSymbolDecimals method.
• CBOT exchange consolidation. Any contract records that previously pointed to ECBOT should automatically direct to CBOT.

• Fix the number of decimals used for limit and stop orders (by instrument.)

• Fix: Streaming bars were initializing a bar's open to previous close if no trades occurred in the first 5 seconds of the new interval.

• IBContracts.txt, IBFutures.txt, and IBFuturesMargin.txt updates for exchange consolidations.
• Minor code updates for the exchange consolidation
• Important! To get the updated files, close WealthLab and delete these existing 3 files from your WealthLab User Data folder.

• Fix - System.InvalidOperationException during streaming (occurred rarely)
• Fix - in some cases requesting intraday data for 24-hours markets could have left gaps. This fix will avoid the problem in the future, but you should check histories for gaps and refresh if required.
• Implemented throttling for historic requests (5 max in 2 seconds) to help avoid an IB pacing violation. Collecting large amounts of intraday history is still likely to result in server pacing of 1 request every 6 seconds.

• Fixed a crosstalk issue when reporting batch updates.
• Adapt to futures exchange consolidation - Waves 1, 2, and 3.

• Now uses IB API 10.19 and adapts to requirement to specify the time zone for historic requests.
• Fixes possible gaps in intraday data for 24 hour markets.
• Upgrade Compatibility Required! - Install TWS 10.17 (or later) for compatibility with IB Build 17.

• Fix - the scenario responsible for "duplicate orderID" is solved. Thanks to kls06541 for helping to isolate the issue.
• Change - reduced the batch window for intraday requests for 24-hour markets to minimize data request timeouts.
• New! - Preference to configure the delay for Final Orders. A new feature delays signals on the last bar of the day intended for the next session to avoid immediate order cancellation.
• New! - IBBroker.Instance.GetOptionsSymbol() method supports both stock and futures options. Thanks to wesdutoit for his Concierge Service request that implemented futures options.

• Possible fix and more logging for very intermittent "Duplicate OrderID".

• Manage individual AccountUpdatesMulti subscriptions
• Messaging to troubleshoot duplicate OrderId

• Revert to reqPositions to subscribe to position updates for all accessible accounts
• Show Cash Balances in multiple currencies
• Added a few Log Viewer messages to aid troubleshoot linked accounts

• Fixed base symbol for AUD currency futures in IBFutures.txt
• Fixed contract symbol returned to the Broker Account for Euro futures and contracts whose last trade date is before the front month. (e.g., CL contracts)
• Fixed Accounts tool's Basis Price value for futures
• New! n-Second interval support for 10, 15, and 30-Second bars (only). "Faster" intervals return too many bars for our 1-day increment requests.
• Change! If trading futures using 1-digit year symbols (e.g., ESU2), you must now map these to the 2-digit year symbol for IB in the Order Manager mapping, e.g., ESU2=ESU22. This is required to synchronize Position exits because Order Manager will now always return the 2-digit year symbol format.

• Avoid missing order status updates for new orders after a reconnect if IB doesn't send the openOrderEnd callback.
• Avoid unnecessary requests for expired contracts less than 2 years expired.
• Fix symbol used in request cache for futures and options.
• Skip historical requests for expired option contracts and futures more than 2 years expired.

• Automatic lookup for EUREX Market. If you trade instruments on EUREX, you may need to create a Market named "EUREX".

• StopLimit Order Type support added (Build 13 required).
• Adapt change from DTB to EUREX exchange for some Euro futures.

• Data Providers are now more careful about checking Offline Mode before making web requests (requires WL8 Build 10+).
• Updated API to 10.16. No notable API changes, only internal compatibility.
• Fix: Stop orders for Futures were not triggering outside of regular market hours. "Outside RTH" will always be set true for FUT and CASH stop orders.
• Fix: SymbolInfo for CASH contracts.

• Support for Pre/Post Market orders.
• Fixed a "light-weight" request that wasn't returning an account's buying power.
• New IB Configuration option to return Bid/Ask Midpoint in charts instead of Trades data. Options are most often illiquid contracts, and pricing can move significantly from the last-traded price during the day. Midpoint provides Bid/Ask Midpoint OHLC bars continuously throughout the day, which should be more accurate pricing for backtesting.
• SymbolInfo for BarHistories will automatically "load" with the contract details. In most cases it won't be required to make entries for new IB contracts in Markets & Symbols.

• Resolved some issues around latency in IB Account updates.
• Fix for KeyNotFoundException when using Streaming Bars

• Quick failure return when requesting a contract without data permissions. Previously, requesting a contract without data permissions would "spin" many unnecessary requests.
• Handle TWS not installed at c:\jts, or, just TWS not installed.
• Fix - Cash and Cryptos contracts were defaulting to STK types in Accounts.

• Fixed some data issues for customers with non-USD regional settings.

• Adaptation for new LimitClose Order Type, and IB supports LOC orders if enabled in Trading Preferences.

• Futures and Options - symbol matching and basis price adjustment.

• Initial WL8 release.

• Change: STP LMT orders entered in IB TWS will now appear as Stop instead of Limit orders in Wealth-Lab. (Note: To get open orders entered manually in TWS, you must use Client ID 0 in the IB Configuration.)
• Minor code optimization for streaming.

• New: Option to enable/disable auto launching TWS
• Change: If a symbol record doesn't exist in Markets & Symbols, IB Build 19+ will assign the market using the contract's exchange for all security types (not just futures). If a Market doesn't already exist for a symbol's exchange, you should create one.
• Change: Automatic assignments for the major markets listed in Markets and Symbols are now assigned based on the contract exchange. For example, "Hong Kong Stock Exchange" Market for symbols with contract exchanges HKFE and SEHK; "Brazil Bovespa" for BOVESPA, "Frankfurt Stock Exchange" for IBIS and FWB, etc.
• Internal change: The TWS Time Zone and offsets are calculated in a different way. You shouldn't notice a difference, and charts should continue to display data in the assigned Market's time zone.
• Fix: Don't update a streaming bar with zero volume except for Cash and Index contracts that don't return volume.
• Fix: prefix and extra day for intraday requests for contracts that trade through midnight so that data isn't skipped.
• Work continues to reconnect after a TWS restart. Currently, following a TWS restart, you need to re-initiate the connection in the normal ways (Order Manager Connect button, request chart data, etc.)

New!

• We recommend using Streaming Bars in the Strategy Monitor for Interactive Brokers Streaming. Streaming Bars create a real time replica of intraday historical bars with at least 10 times less processing required than Streaming. (Streaming chart data often results in minor differences from historical bar data because the "ticks" are conflated and updated no faster than 4 times per second.)

Change:

• Enabled connecting to a network machine by attempting a connection before checking if TWS or IB Gateway is running locally. TWS or IB Gateway must already be running on the other machine and you must ensure your firewall is configured correctly.

Fixes:

• IB configuration is loaded after a restart
• Load zero volume bars for index (IND) contracts (streaming and historical providers). Initially, you should request data for index contracts using the explicit specification, e.g., SPX;IND;USD;CBOE to create the contract reference. Thereafter you can just use the symbol, e.g., SPX. See Help > Interactive Brokers for more examples.
• 100x volume multiple is for US stocks only. Previously, volume was multiplied by 100 for any instrument assigned to the default U.S. Market, not just STK security types.
• Fix for parameter changes not always sticking.

Fixes

• Correctly identify option contracts with decimal strikes
• Fix streaming volume for non-stock contracts

Changes

• Calculate midpoint for streaming forex charts. Previously, streaming charts were updated with bid prices only.
• Ignore streaming subscribe requests for expired futures or options contracts
• Change IB's heartbeat symbol to BTC.USD for more coverage. EUR.USD will be used on Fridays since Forex closes 1 hour later than PAXOS.

IB Data Provider "Overhaul" with breaking changes.

You must upgrade to TWS Latest version 10.12+ to use Build 16.

Fixes and other changes

• Corrected removal of a bar from the end of each historical batch request made during market hours.
• Trade volume will be far more accurate for streaming charts.
• Corrected volume for non-U.S. stocks in historical charts. You should refresh non-U.S. stock charts to correct the cache for 100x volume
• Ignore zero-volume bars in historical data for non-CASH contracts
• Ignore Closing data returned with negative or zero values; adjust OHL appropriately for neg/zero values.
• Consolidated the "Market data farms OK" messages to a single log message.

New!

• Wealth-Lab will display batch request messages in the Chart Status Bar when making multiple requests for data. We recommend that you limit intraday chart requests by setting a small range (e.g. 2000 bars) in Data Preferences.
• A SecurityName will be displayed for new chart requests. You may need to reload older charts to retrieve the name.

Crypto Support

Added data and trading (beta) support for cryptos: BTC.USD, BCH.USD, ETH.USD, LTC.USD

• Trading Cryptos has not been tested with Build 16.
• Extra data permissions are not required for cryptos, but you must upgrade to the TWS Latest v10.12 to access them.

U.S. Options

• Simplified specification of U.S. option contracts to this format: [Symbol][yyMMdd][C/P][Strike]. e.g, for ATVI's June 17, 2022 67.5 Call, enter: ATVI220617C67.5

U.S. and Euro Futures

• Major upgrade to simplify futures contract specification. An IBFutures.txt file will be loaded in the User data directory that contains many U.S. and European futures contract specifications. When a contract is defined in IBFutures.txt, you only need to type a futures symbol with the symbol-month-year format. e.g. ESH2 or ESH22.

• The first time you make a data request for a non-expired futures contract, the Provider will add a record to IBFutureSymbolSpecs.txt in the User data directory. This file contains future specs (margin, point value, min tick, etc.) that can be pasted in Symbols.txt. Futures margin is based on exchange requirements for Initial Margin in December 2021.

• Data request dates are automatically controlled for expired futures contracts.

• Added support for continuous contracts. Instead of a letter month and year, use #C, e.g., ES#C, CL#C, GC#C, etc. -- Note! Do not use Continuous Contracts for trading.

• Let us know if you trade non-U.S. options in the Discussion forum!

• Added an IB-specific Parser for the Trade History Strategy type.
• Changes to adapt to WL7 framework changes in Build 42.

• Fixed order status updates not ocurring issue.

• Avoid requesting entire intraday history when a Max Bars Data Range is selected.

• Minor changes to take advantage of better data loading mechanisms in WL7 Build 37.
• Beefed up error handling and logging.

• When active OCO orders are reloaded, they will show OCO link icon.

• Extend end date requests one day into the future to account for different time zones.
• Active orders will now populate into the Order Manager when IB Broker is connected.

• Provider marked as not supporting parallel updates.

• The VIX futures contract wouldn't come back before. It's required to specify the IB Local Symbol for futures contracts if it's different than the IB Symbol, in this case, VIX and VX.
• Improve performance when canceling Data Requests.

• Connecting will now launch TWS if TWS or IB Gateway is not already open.

• Support for native OCO (One-Cancels-Other) orders.
• Support for MOO (Market on Open) orders.

• Update for new Accounts framework, display accounts and positions info in Accounts window.

• Fixed bug preventing short orders from being placed.

• Fixed historical requests for Forex data.
• Refer to Help > Extension > Interactive Brokers for guidance on entering symbols/contracts.

• Fix: multiple simultaneously placed orders were failing for duplicate order IDs.
• Integrate help topic: Extensions > Interactive Brokers.

• Baseline release.