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After poking around I now believe that it would be fairly hard to implement a mechanism for recording and replaying an ib_async session for the purposes of capturing data. For anybody who understands

Do you mean you have code that use both ib_insync and ib_async ? If the migration is so ease why import both and use both in code?

I found just replacing the ib_insync with ib_async worked fine.? I use virtual environments so I created a new one, did pip install of async and copied the code I was using over.? I like having both

For the record, something like the following is sufficient to record a session, that is, to record the messages passed between TWS and ib_async, presumably for later "playback", in a pickle file. To

Your experience may be different, but when I did it there were no code changes aside from the import and nothing broke.

Greetings, I am planning to migrate a code base from ib_insync to ib_async. I would like to consult with this forum to understand the scope of the migration. Specifically, should I prepare for an

Jason, Yes. ?Also I think that what I described may be the easiest way to do that. One reason is that to store level 2 data efficiently you need some kind of diff-based approach (as level 2 levels

I don’t know either, but since you can request the real time level 2 data via reqMktDepth, if you were to request it and subsequently store it, would that give you what you need?

Mainly, as far as I can tell (per historical_time_and_sales.html ( https://interactivebrokers.github.io/tws-api/historical_time_and_sales.html#reqHistoricalTicks ) ), for some data historical data is

What do you gain from this approach? If I want to backtest something, I only care about the data and my algo code; ib_async is just an interface to the brokerage and doesn’t make my algo work or

How hard would it be to modify ib_async to record a session for playing back later? ?The motivation is that it would give a general mechanism for recording data for later use, such as

It seems this is not possible with TWS API. ?More generally, the only way to "pause" and "resume" a standing limit order seems to be to raise and lower the limit price. ?See the following topic at

I am able to set the goodAfterTime field as expected for a standing order, e.g. to "20250113 15:59:00 US/Eastern", and it seems to work as expected. However, I would also like to be able to reset the

I'm having some trouble getting bid/ask/last information on pre-market. The bid/ask come as -1, and the last sometimes is not present. I've been trying ``` contract = Stock('AAPL', 'OVERNIGHT',

Yeah this is one of those edge cases that we all dread... My bot had the same issue and could not run. Notice the localSymbol code allows you to break the ambiguity: one is for today, the other for

This is because IB screwed something up and marked the AM expiration as SPXW instead of SPX. Today was the first time I have ever seen this. IB support told me they were aware of the issue and were

Got it thanks. But it seems like there is no way for selecting contract using trading class in this case as it is SPXW for both. Only way to use contract ID and not being able to know which one is

You're getting an error because the market are closed tomorrow, and you need to add trading class to option contracts. For ES futures options I had the same problem: differente trading classes E2C and

Interesting observation. Would love to have your opinions. I have been using this script to validate the option contracts using `qualifyContracts`. Today, I am getting ambiguous contracts error for

Mell, Many thanks. Pranav Sent: Wednesday, January 8, 2025 8:16 AM To: [email protected] Subject: Re: [ib-async] How to check TWS connectivity? The call is: isConnected()