开云体育

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

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',

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

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

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.

One of the contract fields has SPX vs SPXW. You want to filter so you only have SPXW. [email protected]> wrote:

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

Sorry, the subject title was badly written. Should be “How to define afternoon-settled SPX options”

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

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

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

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

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

No idea, but it sounds like a great time to switch over to ib_async.

Hello folks - I am still using ib_insync. I was using my code fine with TWS 10.19. This week I saw a message in TWS on startup asking to upgrade to TWS 10.30 as 10.19 will not be supported past March.

I got the same issue on when my bot traded on 0DTE SPX on 20250108 (i.e. fire an option trade every morning that expires at day-end), and my bot could not trade on that day because IB had set both the

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