I've recently started experimenting with the Web API, after getting a little fed up with TWS API issues. ?From what I understand if you are an individual trader (not an institution) the only way to access the Web API as of now is through a (not to be confused with the TWS Gateway).? This is another Java program that acts as a middleman for authenticating to the WebAPI.? From my limited experience thus far, it has been much more reliable than the TWS Gateway. There is an OAuth2 authentication option, but it appears to be reserved only for institutional users at the moment.
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The library which has been very helpful in getting up-and-running quickly.? It serves essentially the same purpose that ib-async serves for the TWS API.? My one complaint about the Web API would be that there doesn't seem to be a simple way to stream real-time candles data, such as the "5 second real-time bars" endpoint provided by the TWS API.? I am currently in a back-and-forth with the IBKR helpdesk trying to understand what exactly their MarketData websocket provides.? This is my experience so far, about a week playing around with the Web API.? I would love to hear other's experience as well!
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