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ib.reqMktData() does not get certain fields when connecting to the gateway the second time.
4
I am having an odd problem. Everything works as expected when my client makes an initial connection to the gateway. However, if I restart the client process, sometimes reqMktData()won't get all the fields. Specifically, if I do the below, I find everything in the ticker object are filled except for bid and bidSize, which are nan. Sometimes, it is the close price that is nan. ticker = ib.reqMktData(contract) asyncio.sleep(0.5) # ticker.bid, ticker.bidSize, ticker.close may be nan I have logic to retry the subscription as follows, but it rarely does anything: ib.cancelMktData(contract) asyncio.sleep(0.1) ib.reqMktData(contract) When this happens, the same few contracts out of 30 have this problem no matter how many times I retry (like the above). The other contracts are completely fine. This does not happen every time. Occasionally, restarting the client to make a new connection the second time is okay, and when the second time is okay, it tends to be okay for subsequent connections. Over 50% of the time, however, making the connection the second time will have the above-described problem. If the second time fails, all subsequent connections will also fail. The problem is not limited to the gateway. Connecting with TWS has exactly the same problem. Restarting the gateway fixes this problem. I have never seen this happening to the initial connection to the gateway instance. This seems to say that the gateway has to be restarted every time I restart my client, which is tedious. Has anyone encountered similar issues?
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Determining which stock is bringing my portfolio into a loss
4
Hi all, I am trying to write some code to determine which stock is bringing my portfolio into a loss. My logic is to see if the averageCost is greater than the current market price for each stock in the portfolio. The problem is that the current market price is nan. I am running this code after market close. Here is the relevant snippet. What am I missing? ib.connect('127.0.0.1', 4001, clientId=999990) positions=ib.positions() lc=0 for p in positions: [ticker] = ib.reqTickers(p.contract) print(p.contract.symbol) print("number of shares=" + str(p.position)) print("Cost per share=",ib.portfolio()[lc].averageCost) print("Current price per share=",ticker.marketPrice()) lc+=1 ib.sleep(1) Pranav
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Clicking an override button
7
Hi all, I have recently begun getting messages that a security is under surveillance. The exact entry in my program's log is below. 2025-03-24 06:59:15,321 ib_async.wrapper ERROR Error 201, reqId 7: Order rejected - reason:Security is under Surveillance Measure - The scrip PE is greater than 50 for the previous 4 trailing quarters.<br><br><br>Would you like to continue?. How do I click yes programmatically? Pranav
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Trying to load data asynchronously and struggling with asyncio again
4
I'm trying to load historical data. It takes a while, so I thought I could speed it up with asyncio, but it doesn't work. Instead of data, I'm getting timeouts. Here is what I've tried.: import asyncio from datetime import date from ib_async import IB, Forex async def load(end): print(f"Loading {end}") data = await ib.reqHistoricalDataAsync( contract, endDateTime=end, durationStr="3 D", barSizeSetting="1 min", whatToShow="MIDPOINT", useRTH=False, formatDate=2, keepUpToDate=False) print(data[-1]) async def main(): tasks = [asyncio.create_task(load(date(2024, 12, 1))), asyncio.create_task(load(date(2024, 12, 2)))] await asyncio.gather(*tasks) print('All done') if __name__ == "__main__": ib = IB() ib.connect(host='127.0.0.1', port=4001, clientId=1) contract = Forex("GBPUSD", 'IDEALPRO') ib.qualifyContracts(contract) loop = asyncio.get_event_loop() loop.run_until_complete(main()) I don't understand asyncio well, nor how it works within ib_async. So, I'm stuck here. Could anyone point out where I'm wrong?
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ib.reqTickers() conflicts with ib.reqTickByTickData()
3
Hello Everyone, when building the APP (not in a notebook Jupyter), if call the ib.reqTickers() after having called ib.reqTickByTickData() it goes in overflow and crashes. But, if I call reqTickers() before reqTickByTickData works perfectly! I have tried with ib.sleep(30) but nothing. Any help? Thank you.
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Live and paper data mixed
3
I have a program that will place trades in either the paper or live account. I run both platforms simultaneously on the same machine. It crashes when I try get my account value after switching from one to the other because I get the first result over again. I have a support ticket in with IB, but they keep suggesting it's my code. Can anyone here create the problem to help me sort this out? With two instances of TWS open, one paper and one live, here's the simplest code I've run to show the problem: from ib_async import * def ensure_connection(ib: IB, host: str, desired_port: int, client_id: int): """Ensure IB is connected to the desired port. Reconnect if necessary.""" # Check if IB is connected and if the port matches if ib.isConnected() and ib.client.port == desired_port: print(f"Already connected on the desired port: {desired_port}") return # If connected but on the wrong port, disconnect if ib.isConnected(): print(f"Connected on wrong port {ib.client.port}, disconnecting...") ib.disconnect() ib.sleep(1) # Reconnect on the correct port print(f"Connecting to port {desired_port}...") ib.connect(host, desired_port, client_id) print(f"Connected on port: {ib.client.port}") ib = IB() IBPort = 7496 ensure_connection(ib, "127.0.0.1", IBPort, 33) print(ib.isConnected()) print(ib.client.port) SummaryAccountValue = ib.accountSummary() print(SummaryAccountValue) IBPort = 7497 ensure_connection(ib, "127.0.0.1", IBPort, 33) print(ib.isConnected()) print(ib.client.port) SummaryAccountValue = ib.accountSummary() print(SummaryAccountValue) ib.disconnect() print(ib.isConnected()) print(ib.client.port) IBPort = 7497 ensure_connection(ib, "127.0.0.1", IBPort, 33) print(ib.isConnected()) print(ib.client.port) SummaryAccountValue = ib.accountSummary() print(SummaryAccountValue) IBPort = 7496 ensure_connection(ib, "127.0.0.1", IBPort, 33) print(ib.isConnected()) print(ib.client.port) SummaryAccountValue = ib.accountSummary() print(SummaryAccountValue) ib.disconnect() ''' ib.fills also seems to have problems. For the first connection, it will show correct information, but on the second connection, it will show the first plus the second. Is there a problem somewhere in the ib_async library or is this an IB issue? Can anyone reproduce this or suggest how I can fix it? Glenn
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Unable to determine when an order is submitted
6
Hi all, I am unable to determine when an order is submitted. See the below code of my on_order_status event. What am I doing wrong? The on_order_status event does fire. I suspect I have the if condition wrong but am not certain. # Event handler for order status updates def on_order_status(trade): print("order status event fired") if trade == stop_loss_trade and trade.orderStatus.status == "PreSubmitted": print("Stop loss order submitted, disconnecting.") ib.disconnect() sys.exit(0) Pranav
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groups of events into one event
3
Hi, When using TickerUpdateEvent, or pendingTickersEvent, is there a way to collect individual stock events into a grouped event......for example if I have 10 stocks in a portfolio that is streaming ticks but i want an event to occur only over a set of say 5 of those stocks. I seem to remember seeing something from Ewald where he collected several events into 1....maybe Im not remembering correct as i cant find it now!!! Asking the question an alternate way, what would be the most efficient/fastest way for say 2 sets of 5 stock portfolios to respond to events over their respective holdings, and not have to also filter through the events of the other 5 also? Thanks B.
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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 BIDU was 90.21 according to TWS tick history which correlates to the info on the TWS quote summary, but when i download, with primary exchange set to ISLAND i get 90.28. Infact i cant get 90.21 with any variation i can think of sofar? Does anyone have any thoughts on why this is? Is it a shortcoming of the download functionality or could i be doing something else incorrect? Regards B. contract = Stock('BIDU', 'ISLAND', 'USD') ib.qualifyContracts(contract) bars = ib.reqHistoricalData( contract, endDateTime='', durationStr='1 Y', barSizeSetting='1 Day', whatToShow='TRADES', useRTH=True, formatDate=2)
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My algo tried to define options contract for strike price 5635 with expiry on 2025-04-14 (0DTE), but got error message saying "Unknown contract". I then found that this particular strike (5635) was missing from the options chain (spot was trading at around 5610 at that moment). I suppose SPX's strikes are listed every 5 points (unless the strike is very far away from spot or it is long dated like a year ahead). Is this common ? How do you guys' code cater for this missing strike ?
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What does the following error message mean?
ib_async.wrapper: ERROR orderStatus: No order found for orderId 109 and clientId 2 This message happens right after I issue ib.connectAsync(). I am pretty sure it is printed out from ib_async. What does it mean and what do I need to do?
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Automatic bid or ask price change until funded
8
Tws interactive brokers visual basic api question Is it possible within the IB Api (I use the VB version) to use an order type that based on a user set bid ( or ask ) price, walks the price up ( or down ) in preset steps until the order is filled?
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Caution
4
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 there is any odd activity? Mel
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Does ib_insync work with TWS 10.30?
6
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. When I start TWS 10.30 now, I see my code does not work anymore. It just sort of hangs. Below is what I get when I hit Ctrl-C to exit the program. When I went back to TWS 10.19, the code started running again. Has anyone else tried with TWS 10.30? Thanks Traceback (most recent call last): File "c:\Users\rajes\tws\testib_insync.py", line 434, in <module> ib.qualifyContracts(contract) File "C:\Users\rajes\AppData\Local\Programs\Python\Python39\lib\site-packages\ib_insync\ib.py", line 570, in qualifyContracts return self._run(self.qualifyContractsAsync(*contracts)) File "C:\Users\rajes\AppData\Local\Programs\Python\Python39\lib\site-packages\ib_insync\ib.py", line 318, in _run return util.run(*awaitables, timeout=self.RequestTimeout) File "C:\Users\rajes\AppData\Local\Programs\Python\Python39\lib\site-packages\ib_insync\util.py", line 341, in run result = loop.run_until_complete(task) File "C:\Users\rajes\AppData\Local\Programs\Python\Python39\lib\asyncio\base_events.py", line 629, in run_until_complete self.run_forever() File "C:\Users\rajes\AppData\Local\Programs\Python\Python39\lib\asyncio\windows_events.py", line 316, in run_forever super().run_forever() File "C:\Users\rajes\AppData\Local\Programs\Python\Python39\lib\asyncio\base_events.py", line 596, in run_forever self._run_once() File "C:\Users\rajes\AppData\Local\Programs\Python\Python39\lib\asyncio\base_events.py", line 1854, in _run_once event_list = self._selector.select(timeout) File "C:\Users\rajes\AppData\Local\Programs\Python\Python39\lib\asyncio\windows_events.py", line 434, in select self._poll(timeout) File "C:\Users\rajes\AppData\Local\Programs\Python\Python39\lib\asyncio\windows_events.py", line 783, in _poll status = _overlapped.GetQueuedCompletionStatus(self._iocp, ms) KeyboardInterrupt Task was destroyed but it is pending! task: <Task pending name='Task-12' coro=<IB.qualifyContractsAsync() running at C:\Users\rajes\AppData\Local\Programs\Python\Python39\lib\site-packages\ib_insync\ib.py:1798> wait_for=<_GatheringFuture pending cb=[<TaskWakeupMethWrapper object at 0x0000023AA11C5F40>()]>>
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Define “NOT for AM-settled” SPX option contracts
6
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 AM-settled SPX options but not sure my code would finally point to it instead of PM-settled one)
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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 current bid/ask prices, so I used reqTickers() as follows : tick_details = ib.reqTickers(opt_contract) For error tracing purpose, I used to print the tick_details contents. Here it is : Ticker(contract=Option(conId=750913196, symbol='SPX', lastTradeDateOrContractMonth='20250122', strike=6015.0, right='P', multiplier='100', exchange='SMART', currency='USD', localSymbol='SPXW 250121P06015000', tradingClass='SPXW'), time=datetime.datetime(2025, 1, 21, 14, 48, 54, 103595, tzinfo=datetime.timezone.utc), minTick=0.05, bid=6.4, bidSize=54.0, bidExchange='C', ask=6.5, askSize=2.0, askExchange='C', last=6.6, lastSize=4.0, volume=2238.0, high=14.05, low=6.45, close=27.7, halted=0.0, bidGreeks=OptionComputation(tickAttrib=0, impliedVol=0.21785950015907832, delta=-0.7116085792422059, optPrice=6.400000095367432, pvDividend=0.0, gamma=0.009767866599599677, vega=0.5477427109390766, theta=-0.0, undPrice=6035.17), askGreeks=OptionComputation(tickAttrib=0, impliedVol=0.22130962943480934, delta=-0.7085997644685299, optPrice=6.599999904632568, pvDividend=0.0, gamma=0.009662509828098607, vega=0.5504154854592325, theta=-0.0, undPrice=6035.17), lastGreeks=OptionComputation(tickAttrib=0, impliedVol=0.2021892365912554, delta=-0.7263385475706803, optPrice=6.599999904632568, pvDividend=0.0, gamma=0.010261604472690885, vega=0.5340398776862891, theta=-0.0, undPrice=6035.17), modelGreeks=OptionComputation(tickAttrib=0, impliedVol=0.21812797350188606, delta=-0.2774263862329315, optPrice=6.0125608711161505, pvDividend=0.0, gamma=0.009575647492098521, vega=0.5376558371343124, theta=-6.0125608711161505, undPrice=6035.34), bboExchange='c70003', snapshotPermissions=3) As seen, the expiry date in my contract definition was 20250121, but the reqTickers() returned 20250122. I then check IB's contract spec (by right-clicking the relevant contract on TWS and select "Details") and go the following : As seen from the pic, everything is normal, i.e. conId was 750913196, strike was 6015, right was PUT, expiration and last trading date was both 20250121 and the tradingClass was correct (i.e. SPXW). Anyone had experienced the same and how you solve this issue ? Is there a problem with ib.reqTickers() ? If so, any idea what should be used to replace ib.reqTickers()?
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record and replay ib_async session (data only)?
10
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 backtesting. Specifically, I would like to have a client that runs ib_async (suitably modified) for a day, subscribing to various data feeds such as ticks and level2 data (but not making any trades or other active requests that modify account state). I would like the modified ib_async to record all incoming messages from TWS in a file, so that later I could play the session back. That is, run a different client, with ib_async simulating the incoming TWS messages recorded in the file, instead of actually connecting to TWS. How hard would it be to modify ib_async to allow this? It seems like it _might_ be relatively easy, mainly by modifying the connection class. More generally, one could imagine recording a session that also included activities such as trading, and being able to replay those verbatim, with some kind of inspector that allowed one to zoom in and inspect critical moments in a session. Or perhaps someone has already tried this? -Neal
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Is it possible to get pre-market bid/ask?
2
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', 'USD') ticker = ib.reqMarketData(contract) # The result Ticker(contract=Stock(symbol='AAPL', exchange='OVERNIGHT', currency='USD'), time=datetime.datetime(2025, 1, 9, 14, 25, 30, 913270, tzinfo=datetime.timezone.utc), minTick=0.01, bid=-1.0, bidSize=0.0, ask=-1.0, askSize=0.0, close=242.7, bboExchange='9c0001', snapshotPermissions=3) ``` I think to get the "last", I use the specific exchange, at least looking at my previous logs I see ``` # using OVERNIGHT Ticker(contract=Stock(symbol='RS', exchange='OVERNIGHT', currency='USD'), time=datetime.datetime(2025, 1, 8, 13, 37, 45, 829020, tzinfo=datetime.timezone.utc), minTick=0.01, bid=-1.0, bidSize=0.0, ask=-1.0, askSize=0.0, volume=49.0, close=270.11, ticks=[TickData(time=datetime.datetime(2025, 1, 8, 13, 37, 45, 829020, tzinfo=datetime.timezone.utc), tickType=8, price=-1.0, size=49.0), TickData(time=datetime.datetime(2025, 1, 8, 13, 37, 45, 829020, tzinfo=datetime.timezone.utc), tickType=9, price=270.11, size=0.0)], bboExchange='a60001', snapshotPermissions=3) # using NYSE Ticker(contract=Stock(symbol='RH', exchange='NYSE', currency='USD'), time=datetime.datetime(2025, 1, 8, 14, 8, 9, 599540, tzinfo=datetime.timezone.utc), minTick=0.01, bid=-1.0, bidSize=0.0, ask=-1.0, askSize=0.0, last=408.0, lastSize=1.0, volume=61.0, close=403.82, bboExchange='a60001', snapshotPermissions=3) ``` Do I need to do this some other way? I haven't bought a level 2 subscription, do I need to buy that, and then I would have to call a different function to get the bid and ask? Thanks for any pointer.
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Ambiguous Contract on qualifyContracts for SPXW Option
6
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 this Option Contract. I know about few days when monthly and weekly expiries coincide. But, this is a different case. Both of the possible contracts suggested are SPXW trading class and the only difference is in the contract ID. Is it possible somehow that this has some relation with AM vs PM settlement? I am noticing this for first time. Ambiguous contract: Option(symbol='SPX', lastTradeDateOrContractMonth='20250108', strike=5895.0, right='PUT', multiplier='100', exchange='SMART', currency='USD', tradingClass='SPXW'), possibles are [ Contract(secType='OPT', conId=749800369, symbol='SPX', lastTradeDateOrContractMonth='20250108', strike=5895.0, right='P', multiplier='100', exchange='SMART', currency='USD', localSymbol='SPXW 250108P05895000', tradingClass='SPXW'), Contract(secType='OPT', conId=749800737, symbol='SPX', lastTradeDateOrContractMonth='20250108', strike=5895.0, right='P', multiplier='100', exchange='SMART', currency='USD', localSymbol='SPXW 250109P05895000', tradingClass='SPXW')] Regards, Pratik
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Migration from ib_insync to ib_async
4
Greetings, I am planning to migrate a code base from ib_insync to ib_async. I would like to consult with this forum to understand the scope of the migration. Specifically, should I prepare for an extensive code migration, or is it as simple as running a pip install and replacing all imports of ib_insync with ib_async? Thank you for your insights!
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