开云体育

This is a new groups.io forum for ib_async (formerly ib_insync). I am testing it out to see if there will be enough interest to warrant the paid version as the free version now only handles up to 100 members.

I thought it might be a good idea to start a thread to post how (the former) Ib_Insync, now Ib-Async, is progressing / evolving. Just to keep an overview for everyone. For starters, shortly after Ewald passed away, two people (atleast that I know of) stepped forward to take some responsabilities concerning the library: Mel and Mattsta. Mel took initiatives concerning a user group forum (thanks to Mel we now have this 开云体育 group). Mattsta seems involved in maintaining the library code itself. This is what I know. This is certainly not the whole story and perhaps not even entirely correct. That's why I would like to encourage people to post here everything they know (and find out) about ongoing things about Ib-Async. Thanks already!

Hi Everybody! I’m in. I’ll introduce myself while we are a small group :). So in short, I’m some kind of algorithm trader. And I’m interested in keeping this thing rolling. Cheers ? Https://github.com/gnzsnz/

-------- Forwarded Message -------- Subject: Re: [TWS API] Split data Date: Sun, 12 May 2024 06:00:16 -0700 From: rwk via groups.io <rwk0434@...> Reply-To: [email protected] To: [email protected] For current (i.e. upcoming) splits, I use briefing[dot]com, split calendar. For historical data, I simply search on the symbol or company name looking for news around the time of a pricing anomaly. Important functions of a stock data service include keeping a symbol universe current and adjusting for splits and share dividends. We need that to have any hope of gleaning useful data for testing ideas.

I am somewhat new to the programming side of things and have been fighting to get a handle on TWS API. I found ib_insync just before it was archived and thought I was in luck ... MY luck! As a total noob to gethub and such things I ask does the Ib_Async have the same code as the insync version? Does any of the documentation etc on the ibsync resource transfer over?

Hi, I'm not sure if this question falls within the scope of our discussion since it pertains to a broader topic. Here it is: I run with ib-async several strategies per client. To handle the restart of my bot at the correct level after a system or network shutdown, I implemented a local database to store orders and their metadata. This was due to the limitation I encountered with the OrderRef field, where my client and strategy identifiers are stored, being empty on execFilter. Is maintaining this database the best approach, or is there a more straightforward solution to handle this issue? Txs Yed

We now have the ability to have wikis for the group. If anyone has ideas of what they would like, let me know. We can also save files as well, but I'm not sure how much that will be used. I suppose it could be handy if someone has some code they want to share or collaborate on. Good code examples I will add to my GitHub for all to access. There are is also database capabilities that I haven't played with yet. Not sure if that one would apply to this group as the example show membership type databases or list of suppliers for hobby/DIY type groups. Again if you have ideas of things you'd like to try or see, just let me know. Are any of you good at Github Flavoured Markdown? I want to create a Wiki that has links to the async GH code repo, my GitHub for code samples, the Discord group... still trying to work out what all to put on it. Should I send an invite to the old groups members? FP parsed out the emails, so I could send a mass email to them in case they missed seeing the new group. Thanks, Mel

Turns out I thought it was $.04 per member, but there is also a minimum of $20 per month (covers up to 500 members) and then $.04 per member over 500. So we have enough for about 7 months at this point. Sponsorship is either here: /g/ib-async/sponsor Or you can use the button on my GitHub: https://github.com/ClimberMel Thanks, Mel

I can reproduce this, I wonder if it is a known bug? According to IB, Only Master Client ID can update or cancel order clients’ orders Scenario: Master Client ID = 1 defined in TWS configuration. Client ID 7 creates the orderId = 2225. Client ID 1 (master) try to update the order 2225. It encounters this error: 2024-05-22 18:49:15 - ibinsync.wrapper - ERROR - Error 135, reqId 2235: Can't find order with id = **_2234** Where the orderId 2234 came from??? I verified the order id being sent is 2225 Could it be due to ib_insync gets confused processing cross clientId update (or cancel) operations? Thank you,

In TOS there used to be an indicator that would track advancing / declining issues calculate the difference and allow you to chart out the result over different time periods. I see on the monitor window of the Monitor window of the desktop there is a tab for "Market Statistics" and this information is there in raw form. How do I access these number for download and if possible is there a better way. Goal: To set minimum number of advancing issues before buying an option. etc... etc...

I am cleaning up my ib_tools and I have added this code from the old forum as requested. Message #6484 1a. Re: Async event handling problem with orderStatusEvent From: Patrick Dufour Date: Tue, 29 Jun 2021 Sample Algo Template: https://github.com/ClimberMel/ib_tools/blob/main/code/algo_template.py If there are any code samples you feel would be good to put on there as well let me know. I do need to clean up the code as it is all using ib_insyc still. Mel

The wiki page Links has been updated by Mel <climbermel@...>. Compare Revisions

So we should do some planning before we invite the world here... We will want to consider some #hashtags as those allow us to have sub topics and also allow users to filter what topics they get emails in regard to. I set up this thread as an example of using #hashtags Publishing it on Reddit as Gonzalo suggested could send us pass the 100 user limit before we have had time to get it organized and need to start paying for it. It is currently set so that I have to approve all new members, if we have a few hundred dropping in all at once to check it out, that could be a lot of work. The nice thing about groups.io is that I can automate a lot of that, I just need to get everything set up for that.

I'm having some issues getting correct modified order data returned by ib_insync and I'm trying to get to the bottom of it. As an example workflow, I place a position order and a stop order. Once the position order fills, I modify the stop order and send it. Placed Order Order object I transmitted to place the order: Order(orderId=509133, action='BUY', totalQuantity=200, orderType='LIT', lmtPrice=169.97, auxPrice=169.94, tif='GTD', orderRef='position-2U-2U-1h--eid-1914--ogid-13491', goodTillDate='20240611 18:22:00 UTC', usePriceMgmtAlgo=True), Order(orderId=509134, action='SELL', totalQuantity=200, orderType='STP LMT', lmtPrice=169.83, auxPrice=169.86, orderRef='stop-2U-2U-1h--eid-1914--ogid-13491', parentId=509133, triggerMethod=4, usePriceMgmtAlgo=True) Trade object received from orderStatusEvent after order placed: Trade(contract=Stock(conId=76792991, symbol='TSLA', exchange='SMART', primaryExchange='NASDAQ', currency='USD', localSymbol='TSLA', tradingClass='NMS'), order=Order(orderId=509134, clientId=1000, permId=541689050, action='SELL', totalQuantity=200.0, orderType='STP LMT', lmtPrice=169.83, auxPrice=169.86, orderRef='stop-2U-2U-1h--eid-1914--ogid-13491', parentId=509133, triggerMethod=4, usePriceMgmtAlgo=True), orderStatus=OrderStatus(orderId=509134, status='PreSubmitted', filled=0.0, remaining=200.0, avgFillPrice=0.0, permId=541689050, parentId=509133, lastFillPrice=0.0, clientId=1000, whyHeld='child,trigger', mktCapPrice=0.0), fills=[], log=[TradeLogEntry(time=datetime.datetime(2024, 6, 11, 18, 21, 14, 397321, tzinfo=datetime.timezone.utc), status='PendingSubmit', message='', errorCode=0), TradeLogEntry(time=datetime.datetime(2024, 6, 11, 18, 21, 14, 530493, tzinfo=datetime.timezone.utc), status='PreSubmitted', message='', errorCode=0)], advancedError='') Here are the TWS API Logs to corroborate what's in the returned Trade object: 14:21:14:340 -> --?5-509134-76792991-TSLA-STK--0-?--SMART-USD-TSLA-NMS-SELL-200-STP LMT-169.83-169.86-DAY-541689049-DU5623872-O-0-stop-2U-2U-1h--eid-1914--ogid-13491-1000-541689050-0-0-0--541689050.0/DU5623872/100----------0---1-0------2147483647-0-0-0--3-0-0--509133-4--0-None--0----?-0-0--0-0------0-0-0-2147483647-2147483647---0--IB-0-0--0-0-PreSubmitted-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308------0-0-0-None-1.7976931348623157E308-169.86-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-0----0-1-0-0-1---0--100-0.02------F3-509134-PreSubmitted-0-200-0-541689050-509133-0-1000-child,trigger-0- Modified Order Order object I transmitted to modify the order. I modify lmtPrice and auxPrice: Order(orderId=509134, clientId=1000, permId=541689050, action='SELL', totalQuantity=200.0, orderType='STP LMT', lmtPrice=169.98, auxPrice=170.02, orderRef='stop-2U-2U-1h--eid-1914--ogid-13491', parentId=509133, triggerMethod=4, usePriceMgmtAlgo=True)] Trade object received from modifyOrderEvent after modified order placed doesn't reflect the modified price. TradeLogEntry shows message='Modify' so I know I'm receiving the correct event: Trade(contract=Stock(conId=76792991, symbol='TSLA', exchange='SMART', primaryExchange='NASDAQ', currency='USD', localSymbol='TSLA', tradingClass='NMS'), order=Order(orderId=509134, clientId=1000, permId=541689050, action='SELL', totalQuantity=200.0, orderType='STP LMT', lmtPrice=169.83, auxPrice=169.86, orderRef='stop-2U-2U-1h--eid-1914--ogid-13491', parentId=509133, triggerMethod=4, usePriceMgmtAlgo=True), orderStatus=OrderStatus(orderId=509134, status='PreSubmitted', filled=0.0, remaining=200.0, avgFillPrice=0.0, permId=541689050, parentId=509133, lastFillPrice=0.0, clientId=1000, whyHeld='trigger', mktCapPrice=0.0), fills=[], log=[TradeLogEntry(time=datetime.datetime(2024, 6, 11, 18, 21, 14, 397321, tzinfo=datetime.timezone.utc), status='PendingSubmit', message='', errorCode=0), TradeLogEntry(time=datetime.datetime(2024, 6, 11, 18, 21, 14, 530493, tzinfo=datet

The following code works fine for US stock options, like TSLA, KO...etc., but the same code (just changed stock code, exchange, currency and strike price) resulted in Error 200, reqId 227: No security definition has been found for the request. Have I missed anything? Any idea would be appreciated. Thanks

I have received one sponsor and we are at 50 members and growing daily. Are people still interested in sponsoring the group? If I get some sponsors (they don't need to be much to cover costs) I will switch to the paid model. That will allow us to go past the 100 member cap as well as it allows us to have sub threads and also to have a file repository among other things. Thanks, Mel

Hi guys, Not a specific ib_async query but a general query about precautionary settings and API orders. I have always bypassed precautionary settings. However, attempted to let the orders go through precautionary settings this time with Total Value Limit of $20k. Most of the orders go through fine. However, for some of the orders, I receive error "The Total Value Limit of the following order "ID:XYZ" can not be verified. Restriction is specified in Precautionary Settings of Global Configuration/Presets" What does this error mean? I am trading SPX Weekly Options and spreads on that. I am placing Spread - Combo - Market Order with IBALGO. The order value is well within $20k. Also, error does not seem to state that "Order Value exceeds the limit". It instead states something like "Value limit can not be verified". Does this mean, somehow, IB server could not get an idea of the Order Value and hence cannot check that precaution pass? And hence it rejects the order? Anyone else faced similar error and how to circumvent that with precautions in place? Regards, Pratik Babhulkar

Hello, IB-insync is a python library developed to make it easier to work with the TWS api. https://ib-insync.readthedocs.io/_modules/ib_insync/client.html# I would like to know how to invoke the method 'priceSizeTick' in the ib_insync.wrapper class. or alternatively how to invoke the 'priceTick' and 'sizeTick' functions. (which are combined in the 'priceSizeTick' function) Please attach a code script if you can. Thank you! Itay

You need to add lines for triggerPrice and triggerMethod for stop order. I think that is unset. And check the prices again. Last resort, place an order manually from IBKR TWS and then check the order object from API to know what exactly is needed in the order that you send. That works Pratik Babhulkar