Third party developers that work with IB have said publicly that IB's API is flawed and guess what? IB never fixes it...
There is one thing in TWS that causes me trouble on a regular basis. When I add an instrument to a monitor window it becomes completely unresponsive to mouse clicks. This does not happen every time, but seems to occur randomly. The clock and all changing price information on the screen continue to be updated. Also charts continue to be updated. But I have lost all control: there is nothing I can select any more. I can't even exit the program normally but have to kill the process. I am currently using TWS 9.62, but previous versions had the same problem. OS is Ubuntu 16.04.
Did anyone figure out how to get VWAP in tws? It's really annoying not to have vwap. Does IB want to do anything about this problem? We should write it collectively about our issue with that.
You can vote to bring the feature in through their feedback page, lots of interest in it dating back to 2012 I think. I also chatted to support and they mentioned nothing was in the works, so that kinda left me looking for alternatives. I jumped onto DAS Trader as someone pointed out that IB will execute their orders, however, I had plenty of stability issues with their platform and sent their support team my logs to fix some brutal crash errors. Long story short, I moved back to TWS and am now using freestockcharts.com to get a heads up on VWAP location as they stream with only a 5 second delay. It seems ridiculous to have to do this, but I like everything else about TWS, specifically the scanner and news system. Just hoping IB sees the fucking light and incorporates VWAP soon, I mean Questrade even has it already!
In a rush this morning, but before I forget (and the day gets away from me): FINALLY!!! IB's option-loader (as cludgy a thing as has ever been), has single-click ability, so it's nearly as quick to set up an option/expiry page as before. (A simple copy/paste from OptionTrader would be great......) But this just sped my ability to respond to a 1% drop this morning, on a day when prior VXST was 8.5 the prior day. Gots to move and move fast, and this little change HELPS.