reqExecutions (API)

Thanks, never used reqCompletedOrders before. This should work. I'll try merging executions before trying this as it seems not as complex.

 

Wouldn't creating separate accounts solve this?

 

It would but it's a last resort solution. Remember that data subscriptions are per account. Also, I imagine I'd have to run multiple instances.

 

Why not just share your data subscription with your paper account and do API trades on real accounts? I've been considering this.

Would look something like Data feed -> Paper account -> Custom data feed -> account 1, account 2, account 3

 

I meant having sub-accounts. You would need to split BP though.

 

Not really. I tag each order I submit and get the tag back with each fill and can, therefore, allocate it to the correct position and strategy.

Keep in mind, syncs and reconciliations are a system feature not a strategy feature, hence, all you need to do is check whether the position that IB shows for each symbol matches with the position of all your positions for all strategies in aggregate (for the same symbol). That is a process that runs only rarely, such as on re-connects or after server resets. My entire architecture uses one single connection to IB. God forbid if I tried to manage multiple of those crappy connects between my architecture and IB.

 

I don't think so, I have an FA account and all accounts under that umbrella receive market data via one single subscription.

 

What are these magical sub-accounts?

 

Same here. I do not have an FA account but a regular account. In this account I have multiple accounts (Uxxx numbers). These all share the same market data subscriptions. I don’t pay for each Uxxx account separately.
The reason why I have multiple Uxxx accounts is to be able to separate strategies.

 

Hmm... I have multiple Uxxx accounts and I get delayed on all but the main and paper one.