Can not receive volume event from IB API

Discussion in 'Automated Trading' started by mg_mg, Jun 17, 2009.

  1. mg_mg


    I use the volume event to keep track of trades, but today I cannot receive any volume event from IB, though I can still get the lastSize event. Is there anybody else has the same problem?
  2. What instruments ?

    Restart TWS. I get this sometimes with DAX at and after market open if TWS has been logged on for some time prior to market open.
  3. mg_mg


    Thanks, restart TWS solves the problem.