IB API getting fills before order confirmations

Quote from rwk:

Are you aware that there is a single transaction type that has both price and size? Check out RTVolume.

Only true for last trade right? Worried mostly about bid and ask.
 
the built for a GUI makes somewhat sense, although there are other obscure "features" like this in the api that are not consistent with how TWS behaves (specifically order acks running on multiple machines) that suggests TWS is not built on it's own api (or not entirely).
 
Quote from trademeisters:

the built for a GUI makes somewhat sense, although there are other obscure "features" like this in the api that are not consistent with how TWS behaves (specifically order acks running on multiple machines) that suggests TWS is not built on it's own api (or not entirely).

Maybe I don't use the GUI enough to be informed on this, but the way I see it is: execDetails dumps the information into executions in TWS, orderStatus is used for all the colorful crap that shows up in the tabs, and errors debugging? I'm not sure order ack was ever even the intent of any of these methods and that's why it's so kludgy.
 
People that supply third party software complain openly about IB's API. Furthermore, updates can break things without warning...
 
Current workaround for this issue is just to assume I'm getting order acks for orderIds which I'm getting fills on which definitely is not ideal (increased latency + missing possible exceptions).
 
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