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These two methods are very different: reqTickers ( * contracts , regulatorySnapshot = False ) [source] ( https://ib-insync.readthedocs.io/_modules/ib_insync/ib.html#IB.reqTickers ) ? (

Hi Elat, <snip Moreover the status gets fired once and not for each status. PL] Ouch, that is one reason why my code is not executing the way I expect. I’ll do some tweaking. Thanks for your

Hi Prenav, be careful on choosing the status.. I've noticed in paper trading that stutus (PreSubmitted) could never be reached as those statuses are executed very quickly. Moreover the status gets

Hello Everyone, when building the APP (not in a notebook Jupyter), if call the ib.reqTickers() after having called ib.reqTickByTickData() it goes in overflow and crashes. But, if I call reqTickers()

Might work in simulation, but remember in real trade there will be delay after placing order: stop_loss_trade = ib.placeOrder(contract, stop_loss_order) # BELOW might not be true always so

Hi biney59, Thanks for your suggestion. I got rid of the event logic and the program is working as I want it to at least in the simulator. Here is a snippet of the modified code. #

PreSubmitted is not the status you want, as that still does not mean active. What you want is Submitted. You can look at https://ib-api-reloaded.github.io/ib_async/api.html#ib_async.order.OrderStatus

Hi all, I am unable to determine when an order is submitted. See the below code of my on_order_status event. What am I doing wrong? The on_order_status event does fire. I suspect I have the if

Thanks so much. I didn’t know about the event kit notebook…..that will be useful, or the ticker event.

Hi, You can use the event that is on the ticker. You are referring to the ib_async.IB() events, which will emit updates for any ticker that is active. But there is a ticker event too, which will

Hi, When using TickerUpdateEvent, or pendingTickersEvent, is there a way to collect individual stock events into a grouped event......for example if I have 10 stocks in a portfolio that is streaming

thanks for the responses. i realised/figured out that the open print will get the first trade after 9.30.00 which isn't necessarily the open auction.

If it's missing in TWS, then there's no API issue (at least not on the last mile). I doubt it wasn't available on the market, so only reasonable explanation is that the gamma was so high it hit some

Sorry, I attach here the screen shot for the missing strike

My algo tried to define options contract for strike price 5635 with expiry on 2025-04-14 (0DTE), but got error message saying "Unknown contract". I then found that this particular strike (5635) was

This message happens right after I issue `ib.connectAsync()`. I am pretty sure it is printed out from `ib_async`. What does it mean and what do I need to do?

For the opening there's an auction and the price of the auction is the opening price (code=Q); note the high volume. In-between the first ticks and the big auction there are some odd-lot trades

Hey woolloomooloo, Yahoo Finance shows the opening price was $90.25. Perhaps they had the same issue as you (seeing the two numbers of 9.21 and 9.28) and just took an average of the two lol. Pulling

How about the Relative/Pegged to Primary order-type ? I have used them in the past and they're pretty neat. IB continually adjusts your order's limit price as the market moves. You can also set an

Well, you can make your 'emulated IB Algo' as complicated as you like. To start with a timer (like I described above) seems like the simplest and most logical choice. To make you algo 'smarter' you