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discrepancy with historic data
Hi, when i download historic data on say BIDU, primary exchange is NASDAQ (ISLAND on ib) i dont get the correct info relating to open price. For example, on the 5th Feb just gone, the open price for
By in_woolloomooloo · #260 ·
Re: Caution
I managed to recover my Discord, but it reminded me how much trouble it can be if only one person holds the keys to the clubhouse! I remember the confusion and frustration when Ewald passed away and
By Mel · #259 ·
Re: Caution
Thanks, it brings up shared admin for me.? I have thought about it before and now feel I really need to get at least 1 other person set up as admin for this group and the duscord group.? I hate the
By Mel · #258 ·
Re: Does ib_insync work with TWS 10.30?
The interesting thing there is that within minutes of it not working on 10.30, I went back to 10.19 to see if it would work, and it did. Will keep that link handy though. Thanks.
By rajeshh · #257 ·
Re: Define “NOT for AM-settled” SPX option contracts
Oh no ! Never thought this was caused by IBKR. I will search for the relevant thread about this issue. Thanks for pointing me to the right direction. However, I am afraid the issue actually occurs
By Lewis_Tang · #256 ·
Re: Caution
Discord looks ok. at least, no strange messages from your account so far.
By wordd · #255 ·
Caution
My discord account may have been compromised, so until I can get that resolved please be cautious of any messages from ClimberMel. Can anyone on the ib_async discord group check and let me know if
By Mel · #254 ·
Re: Define “NOT for AM-settled” SPX option contracts
Oh, I remember now. A few days ago IBKR screwed up something with AM vs PM expiration chain data. Lots of people had an issue on that date and could not trade. I think there was a separate thread
By leop.48 · #253 ·
Re: Define “NOT for AM-settled” SPX option contracts
Thanks leop for your reply. I did use "SPXW" (and always use it) in the tradingClass specification. The following was exactly how I define the option contract : opt_contract = Option(symbol='SPX',
By Lewis_Tang · #252 ·
Inconsistent expiry date obtained from ib.reqTickers()
I defined option contract as follows : opt_contract = Option(‘SPX’, ’20250121’, 6015, ‘P’, ‘SMART’, currency=‘USD’, tradingClass=‘SPXW’) Then, I wish to get the contract's
By Lewis_Tang · #251 ·
Re: Does ib_insync work with TWS 10.30?
During the weekend, there is high chance of maintenance including scheduled downtime, so verify here https://www.interactivebrokers.com/en/software/systemStatus.php before doing tests. That is
By biney59@... · #250 ·
Re: Does ib_insync work with TWS 10.30?
Thanks for the response. I just tried again now and it works with TWS 10.30. When I tried originally, it was over the weekend, which is when I usually run those scripts. Will try again next weekend.
By rajeshh · #249 ·
Re: Define “NOT for AM-settled” SPX option contracts
One of the contract fields has SPX vs SPXW. You want to filter so you only have SPXW. [email protected]> wrote:
By leop.48 · #248 ·
Re: Does ib_insync work with TWS 10.30?
Hi Rajeshh, I am still on ib-insync as well but my scripts work even after migration to 10.30, even orders, fills and adjustments, although I use the Gateway instead of TWS. I suggest to try Gateway
By lomi · #247 ·
Re: Define “NOT for AM-settled” SPX option contracts
Sorry, the subject title was badly written. Should be “How to define afternoon-settled SPX options”
By Lewis_Tang · #246 ·
Define “NOT for AM-settled” SPX option contracts
When defining an option contract in python, what code should I write in the script to ensure that I am trading SPX option contracts that are PM-settled instead of AM-settled (I don’t want to trade
By Lewis_Tang · #245 ·
Re: record and replay ib_async session (data only)?
Hey Neal, Yeah, I was thinking your end result would be something similar to a script that reads each line of each text file and loads them into a dataframe. From there you would loop the dataframe
By Some_guy_555 · #244 ·
Re: record and replay ib_async session (data only)?
Some guy 555, In my case I want to be able to "replay" all the level2 history, not periodic snapshots. ?This itself won't be too hard to do by capturing the deltas sent by TWS. ?I expect the main
By Neal Y · #243 ·
Re: record and replay ib_async session (data only)?
Hey Neal, If you're interested, I have a script that scrapes and saves Level 2 DOM data to a text file. The script's basic layout is where Level 2 DOM ticker is captured to a globally accessible
By Some_guy_555 · #242 ·
Re: Is it possible to get pre-market bid/ask?
Hey Code Block, I have level 2 data and get the same output as you during non-market hours. There's also this relevant bit in the IB documentation: Frozen---2---Frozen market data is the last data
By Some_guy_555 · #241 ·