I had tried that but it didn't work. I contacted CSI, and apparently they fixed the problem. (I'll try on my computer after the markets close.)
glad to hear everything is fine now. I did not encounter that problem with them. Their support is quite helpful: Every time I ran into a problem they sorted it out quite quickly. On the other hand I expect to have zero problems with external data that I pay for - that's exactly the reason I pay for it
looks like IB no longer allows to submit API orders for all products traded on the Canadian exchanges, for the last several days my system couldn't close a position in a Canadian bond, I went and closed it manually, no problem, but the message in TWS for the unsuccessful orders was something like API orders for Canadian exchanges are not allowed, I then did some googling and looks like IB made this changes from Sept 4 or something like that.. This is somewhat worrisome, if other exchanges start doing similar things.. (or maybe it's not the exchanges, not sure who's idea it was..)
My system hasn't tried to trade the Canadian bond futures since October, but it did trade CORRA (Canadian Overnight Repo Rate Average) futures as recently as Friday. See Rule 3200 A. 1. (b) (i) of https://www.iiroc.ca/sites/default/files/2021-06/RulesCollated_en.pdf but this doc is date April 2021, so weird that only now it is being enforced.
My system traded 2y and 5y Canadian bonds with no issues 5 minutes ago(IB with API). I'm in Europe, I don't know, maybe it's a rule for US customers?
Kern I got the same error. My understanding is that this rule apply only for canadian resident. I'm in Montréal what about you ?
Did you have the AllHours flag on? I know I have to disable that when submitting IBAlgo orders for some exchanges (mostly Asian exchanges). My system did open a position in the TSE 60 index since that date though, and I don't remember any issue (it's not in my list for disabling AllHours). Also I submit API orders for Canadian stocks every day including Friday with no issues (not AllHours or IBAlgo though). Both TSX & Venture. Using IBKR Australia.
Ha, it happened to me too. I also had an issue with gaps in CSI data with whole weeks missing. I spent a long time manually setting contract rolls for optimal dates prior to first notice etc, and changing the rolls caused data inconsistencies. In the end I changed all my settings to always download and not cache anything, downloaded all data again.. But it was a pain. I feel like I need to make a data verification script in python that will check all data and dates for gaps or anomalies. This sort of thing can cost money - the gaps triggered some breakouts that should not have been there. CSI support are very fast and helpful though.