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Hi We are placing many tens of market and limit orders in that period (last minute) and never encountered such a problem. Unless there is a rejection.

I suggest looking into the Newton-Raphson method to extract IV from quoted options prices. You may also use Nelder-Mead if you consider the dividend yield as an additional unknown. That said, the

I am trying to place stock trades to open at MKT at 15:59hrs (1 minute before the market trading hours close) but I am facing some trouble. I managed to get 2 orders thru' then the rest of the 10

Confusingly the IBC logs are empty. The docker-compose.yml ( https://github.com/tbrown122387/dockerized_logger/blob/main/docker-compose.yml ) starts up this Dockerfile (

I'm having a little trouble successfully running my dockerized data logger ( https://github.com/tbrown122387/dockerized_logger ) that I tweaked using this (

Switch over to TWS API doc, that always helps to understand low level details ;) https://interactivebrokers.github.io/tws-api/tick_types.html Basically there are 4 types of option greeks + IV around

Got the exact same problem with CSCO a while back. Call reqContractDetails() first. Don't need to call that for all symbols, just when you get the "ambiguous" error. Then, from the contractDetails()

I'm trying to figure out how the numbers in the "Model" and "Model IV" columns in the Options Chain viewer are calculated. I have seen

Thanks for the input Nick. Very much appreciated.

Interesting, thank you, do you know if there’s a way to export the time and sales data from TWS?

I'm not a python person so hopefully someone else can give you the python name for a data structure you can address by value. You can't do anything with the callback - it is what it is. When you

I'm not sure I understand what you're saying, so apologies if my reponse here is redundant. Keeping track of the reqID's isn't the problem for me right now. The problem I can't seem to overcome is in

The only info available in tickPrice is the reqId. You have to keep track of the mapping of reqId to symbol. A hash table or similar is the idea of associating a key with a value. You can use the

Hi Nick, Thank you for your response. Your response seems like it will work fine if you know ahead of time what the reqId is going to be. The example I presented is a very specific case but I am

Hi,Dmitry, It’s great.Thanks for your great help. -- ------ Forex trader David Liao

The OP is not asking about tick types. He wants to know how to identify the different symbols. In tickPrice, use reqId to determine which symbol the data is for. Simplest is if (reqId == 1)

You don't call reqMktData twice. Try it with just one reqMktData(), it basically gives you all the tickTypes available, not sure how exactly it works behind the scenes. But e.g if you just put: def

Hello, I'm sure this is a very easy thing to solve, but I am unable to resolve after multiple attempts. I am writing some code that will have more than 1 reqMktData requests streaming at the same

Historical time stamps don't have the resolution to reliably determine trades at bid/ask. Using live data my preliminary research suggests the order of arrival might allow you to determine trades at

I am trying to request historical tick data, and compare the last traded to the see if it filled at the bid or ask for all option contracts on an underlying for a full day. I am not sure if anyone