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I need to get options chains for an underlying. Tws has a 50/sec limit on the data. The api loses connection also. What is the fix?

Perfect thank you!

In the reqMktData() EClient Socket Method, specify '258' as the third parameter. Then in the tickString() EWrapper Method, look for tick value 47 which should contain those fields, one per

Hi All, I have a simple c# program setup with the following code: Contract contract = new Contract(); contract.Symbol = "GE"; contract.SecType = "STK"; contract.Currency = "USD"; contract.Exchange =

I don't know about mac but I did it in Linux , so mac should be similar. Do you click on : IBControllerStart.sh or IBControllerGatewayStart.sh ? ? in IBControllerGatewayStart.sh I changed following

Hi. Is anybody using the IBController on a Mac? I have done everything as stated in the documentation, but when I try to launch the Controller it says "The Java JAR file IBController.jar could not be

Hello All Kurt wrote "You can't stop the full data from coming in on the socket however." Bear with me, I am missing the answer to the getting disconnected problem. If there is a

<TWSAPI@...> wrote: No. 1- you only have the choice to specify specific dates (or months, by omitting the two day digits, perhaps years--haven't tried) or not 2- you only have the

Can the options chain be limited to 1- Only expirations less than X days out 2- Only Strikes within Y points of current underlying price.

are you willing to finish my code this is what i do in VB ListBox1.Items.Add("getting chain") contractend = 0 AxTws1.reqContractDetailsEx(1, contract) While contractend = 0

Yes, but the request is too big to do all at once. IB has a throttle on how many symbols can be requested in a single request. I assume he is using the Java client IB provides and had the same

I'm not sure I understand what you're doing. It only takes one request to get an entire chain. The limitation is on request, not responses. [rwk]

I have been looking at the IB sample application. From what I can see it has a lot of the functions needed for the option strategies I am working on. One problem it has is when requesting options

great! thanks for update (updated faq) ? D

Just curious if real time bars make your own five min bars would produce same results as historical data request seconds after a five min bar ended. I suspect in both cases it's the same from my

If you want/need realtime data to match historical data as close as possible then realtime bars is the only choice. If you don't care about that you can use market data (ticks) or realtime volume

Hi souqmate, thanks for your questions. It happened in the Real account. I did not subscribe to Realtime Ticks No SPY data appeared in the last 32 minutes. I did not look inside TWS to look for

Scary. I don't use 5sec (realtime) bars. Several questions come to mind: Paper or real account? Did you also subscribe to realtime ticks, and did your api get any for SPY in the last 32 minutes? Did

Hello, I have written a Java program to subscribe to the 5 sec. bars, but I had missing data, so I rewrote everything in Python, but I still have problems. For instance, 32 minutes before todays

Hi, Does anyone know how to interpret the "size" returned in tickSize(). What is "bid size", "ask size" etc? Its the number of shares that people are bidding/asking? Subash