开云体育

Hi Mike,You can do this with IbPy, an implementation of the IB API in Python. Here is code how to do it. See the file in?demo/fancy_marketdataRather than output to console, you can redirect the

Richard, Please advize the group of my PRIMARY request and question: Is there anyone out there who knows HOW to record/collect tick-for tick data on any stock. I'm not interested in emails and people

Your original post/question was: "I would like to start downloading data on stocks or futures on a tick-by-tick basis. I would like to RECORD and import (export from wherever is required from IB)

Thanks joe, But you are not answering my question. I should have NEVER posted being interested in es minis. I should have picked a stock with SLOW. LOW volume. No one is answering how to do that.

You've obviously missed my point. I am studying historical data, which is never real time. That said I'm looking for someone who will address my email; not comment on completely different

Thanks a lot.

The timestamp is unix epoch plus milliseconds. So, dividing by 1000 gives the standard unix epoch. You can search for how to convert epoch to a .net date.

Guys, It seems like I cannot find what time format is used in the tickString RTVolume: Here is an example of the RTVolume formatting for AAPL:

For historical downloads, I recommend Rudi Meier's twstools (requires his twsapi): https://github.com/rudimeier/twstools https://github.com/rudimeier/twstools Install it and run (on unix, or windows

Richard L King wrote: data into Excel and it barely noticed. I’ve increased that to 5 days and again, it’s not even breaking a sweat on 943,403 rows (yes, that’s nearly a million). It’s using

Thanks, JW. Very important information and I will note those specs down. Now I need to look for someone who will take a regular XYZ stock and tell me how to download data from

Thanks for the response Josh ... I feel like a newbie here even though I've been coding against the Tws API since year 2000 ... just never had to deal seriously with this max message rate thing

Excel 2010 Spec: Worksheet size 1,048,576 rows by 16,384 columns

That was the problem, 'OptPrice' is not the Option Price. Or at least, not the price the option is trading at. I have to receive that through a different callback. I suppose OptPrice is the

Hi, The limitation on the number of messages per second sent through the API is based on the average number of messages per second in a sliding window of ~5 seconds. So yes, it is possible to

I'm trying to get a firm handle on how to avoid the dreaded Error Code: 100 / Max rate of messages per second has been exceeded:max=N rec=M (1-2-3 strikes and your connection is dumped) and

Joe You’re even more out of touch with Excel than I am! In my first reply, I mentioned that I imported a day’s worth of ES tick data into Excel and it barely noticed. I’ve increased that

Hi, Mike. tick-by-tick basis. I would like to RECORD and import (export from wherever is required from IB) this data to an MS Excel format. From there I will know how to program the spreadsheet and

Any time a question pops up and I see the phrase "tick by tick", I have to point to this note in the FAQ:

Mike First of all, this group is about the TWS API and how to use it. The way you’ve phrased your question makes it look like it’s really not within the group’s scope, so I doubt you’ll get