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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()

You can check is_Connected() it will be true or false.MelSent from my Galaxy

The call is: isConnected()Sent from my Galaxy

Hi, I cannot remember the exact name of the variable but there is a is_ready variable that tells you if the API is ready to go. Pranav

Using the API, what is a good way to check if the TWS is connected to IB servers?

Thank you! Confirming that the following code works both during and before and after market open hours: from ib_async import * import time ib = IB() ib.connect('127.0.0.1', 4001,

Hey Christian, Sorry, I since realized that your issue is with timeouts, not errors. Perhaps one of these settings will solve the problem: ib.connect( '127.0.0.1' , 7497 , clientId= 1 , timeout= 0 )