Wrong requested positions

[achille1112]

Dear Abel,
I have a problem when I request my positions via API using the following code:

clear all; close all; clc;

percorso = 'W:\Software\IB4m-master\IB4m-master';

addpath(percorso); addpath(percorso,fullfile(percorso,'docs'))
javaaddpath(fullfile(percorso,'Jar','TWS973.jar'))

% initialize session with TWS
session = TWS.Session.getInstance();

% create local buffer for historical data events 
[bufP,lhP] = TWS.initBufferForEvent({
    TWS.Events.POSITIONS,...
    });

% connect to TWS
session.eClientSocket.eConnect('127.0.0.1',7496,0); pause(1)

session.eClientSocket.reqPositions(); pause(0.5)

hde = bufP.get();

cell_position = collection2cell(hde.data);

M_position = {};

for i = 1:size(cell_position,1)
    
    M_position{i,1} = char(cell_position{i}.contract.symbol);
    
    M_position{i,2} = char(cell_position{i}.contract.exchange);
    
    M_position{i,3} = cell_position{i}.position;
    
end

Sometimes the M_position matrix is ​​wrong even if I wait a few minutes after the execution of all the orders.
Why does this happen?

Best Regards.
Domenico.

[softwarespartan]

Thanks for opening issue. Can you elaborate what you mean by “wrong”? Do you mean that the position data is not correct or that there are missing positions or other ?

[achille1112]

Thank you Abel for your answer!
Today I requested the position and on a stock the position data was incorrect (the real position was -480 while the position calculated through the code was -408).

Best Regards.
Domenico.

[achille1112]

Dear Abel,
also today the position data was incorrect: after about 15 minutes the real position was different from the calculated position.

Best regards.
Domenico.

[Despair2000]

If the API returns a wrong value this has most likely nothing to do with IB4m. A more suitable place to ask this question might be https://groups.io/g/twsapi.

[achille1112]

Thanks Despair!

Best regards.
Domenico

[giovannetti87]

Hi Domenico and Despair,

I totally see the problem now, sorry for the earlier flow of dumb question. I got the problem: I was calling the metabuf rather than the data buffer. Now I see what you mean and I confirm I could get all the data I needed! I will shortly try to add more instruments to see how it looks like with multiple subscriptions

[achille1112]

Hi Despair,
I understand what is the problem: when I calculate the positions I obtain a matrix "M_position" where some stock has multiple relative rows.
For example if I consider "A2A" stock in the following matrix which is obtained with the previous code:

'A2A'	'BVME'	-11052
'A2A'	'BVME'	-10208
'IF'	'BVME'	-300
'A2A'	'BVME'	-10208
'BSS1'	'BVME'	180
'A2A'	'BVME'	-11052
'BRE1'	'BVME'	-352
'IF'	'BVME'	-360
'BSS1'	'BVME'	180
'ISP'	'BVME'	2112
'A2A'	'BVME'	-11052
'IF'	'BVME'	-360
'IF'	'BVME'	-360
'ASC'	'BVME'	3498
'REC'	'BVME'	-440
'ATL'	'BVME'	640
'BSS1'	'BVME'	150
'LDO'	'BVME'	1344
'A2A'	'BVME'	-2424
'BSS1'	'BVME'	180
'ERG'	'BVME'	736
'A2A'	'BVME'	-11052
'UCG'	'BVME'	7064
'BGN'	'BVME'	22
'A2A'	'BVME'	-10208
'REC'	'BVME'	-568
'REC'	'BVME'	-440
'MB'	'BVME'	-3200
'A2A'	'BVME'	-10208
'REC'	'BVME'	-440
'BSS1'	'BVME'	180
'IF'	'BVME'	-360
'IF'	'BVME'	-360
'A2A'	'BVME'	-11052
'A2A'	'BVME'	-6882
'LDO'	'BVME'	1344
'BSS1'	'BVME'	180
'BMED'	'BVME'	-3047
'A2A'	'BVME'	-10208
'AZM'	'BVME'	572
'G'	'BVME'	-480
'HER'	'BVME'	3840
'REC'	'BVME'	-440
'IF'	'BVME'	-360
'BZU'	'BVME'	341
'LDO'	'BVME'	1344
'A2A'	'BVME'	-6424
'BSS1'	'BVME'	180
'REC'	'BVME'	-440
'LDO'	'BVME'	1344
'REC'	'BVME'	-440
'IP'	'BVME'	132
'PRY'	'BVME'	160

the real position is -11052 but the wrong position -2424 also appears.
Is there any way to select the right position?

Best Regards
Domenico.

[Despair2000]

I don't know what is happening. I never see duplicates when I request positions.

But what are you trying to do? If you just want to get your whole portfolio you can maybe try to request portfolio updates. I use this more often than rePositions.

[achille1112]

Hi Despair,
I would like to have my whole portfolio, then I will try to request portfolio updates.
I thank you for your patience!

Best Regards
Domenico.

[Despair2000]

Try the following function. It should give you your portfolio:

`function [portfolio] = getPortfolio
global session account

% create local buffer for protfolio update events
[buf, lh] = TWS.initBufferForEvent(TWS.Events.PORTFOLIOUPDATE,100);

% request account updates
reqAccountUpdates(session.eClientSocket,true,account);

i = uint8(0);
while isEmpty(buf) & i < 6
pause(0.5)
i = i + 1;
end

if i < 6
pos = collection2cell(buf);
if isempty(pos)
disp('There are currently no open positions.')
portfolio = [];
else
portfolio = cellfun(@parsePortfolio,pos);
end
else
disp('There are currently no open positions.')
portfolio = [];
end
% cancel account updates
reqAccountUpdates(session.eClientSocket,false,account);
end

function port = parsePortfolio(pos)
if strcmp(secType(pos.data.contract),'OPT')
c = 100;
else
c = 1;
end
port.symbol = char(symbol(pos.data.contract));
port.size = pos.data.position;
port.right = char(right(pos.data.contract));
port.positionValue = pos.data.marketValue;
port.positionPrice = pos.data.averageCost / c;
port.currentPrice = pos.data.marketPrice;
port.positionGain = pos.data.unrealizedPNL;
port.realizedPnL = pos.data.realizedPNL;
port.conId = conid(pos.data.contract);
end`

[achille1112]

Thank you very much Despair!!!

Best Regards.
Domenico.