Re: Trading in the Last Minute of the Market
Frankly, I don¡¯t remember my TWS code, but I¡¯m quite sure that I don¡¯t use
execDetails. As far as I remember I ¡°sit¡± on the orderStatus.
Ed Gonen
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Edward
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#46139
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Re: Trading in the Last Minute of the Market
Actually it is the placing that is giving me the problem but I think it is a "feature" of the TWS API.
I am entering MKT orders and I am expecting an orderStatus() callback but none comes within 5
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David Armour
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#46138
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Re: Trading in the Last Minute of the Market
Your question leave place to a plausible confusion between: having placed the order and having it executed.
"Placing" is not an issue, for me at least, it's more an I/O issue. "Execution" is a very
By
Gordon Eldest
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#46137
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Re: Help with differentiating output from multiple reqMktData calls
May have been answered below, no sure, not clear
"reqid" is whatever you want.
The ONLY constraint is not re-use one that are already in use (IBKR complain with an explicit error message aboutit, you
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Gordon Eldest
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#46136
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Re: remove Client 0
Got it. Sorry for all the messages. The port was wrong. I was trying different accounts and paper/live settings in the config, and this recent problem is that a port number was hardcoded in
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tbrown122387@...
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#46135
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Re: remove Client 0
I think the ports/ips are all messed up with the forwarding stuff going on. Judging by the messages above, it's failing when it calls connect(). The (nearly-)default connect() method calls eConnect()
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tbrown122387@...
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#46134
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Re: remove Client 0
I was requesting data for **last year's** MES March contract... woops
Now I get the 2-factor pop-up on my phone. That's good. However, there's still a problem. Logs below.
And thanks, yes, I'm
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tbrown122387@...
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#46133
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Re: querying the cash remaining @ IB account
Read the 'Account & Portfolio Data' section in the IB documentation at
https://interactivebrokers.github.io/tws-api/account_portfolio.html,
particularly the 'Account Updates' and 'Account Summary'
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Richard L King
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#46131
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Re: remove Client 0
You say the IBC logs are empty, but as I told you yesterday in my reply to your similar issue on the IBC GitHub repository (https://github.com/IbcAlpha/IBC/issues/108), the IBC log file is only
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Richard L King
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#46130
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querying the cash remaining @ IB account
Hi,
Currently I am using this code (provided by the group) to list the current open positions in my paper-trading account at IB.
My question is, what would I need to add to this query to find out
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Stuart Cracraft <smcracraft@...>
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#46129
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Re: Trading in the Last Minute of the Market
Ed,
Thanks for the feedback. I am glad to hear this news which gives me a direction to go in. I must have a bug in my code.
Rgds.
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David Armour
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#46128
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Re: Trading in the Last Minute of the Market
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.
By
Edward
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#46127
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Re: model and model IV in options
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
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Bruno Voisin
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#46126
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Trading in the Last Minute of the Market
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
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David Armour
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#46125
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Re: remove Client 0
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 (
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tbrown122387@...
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#46124
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remove Client 0
I'm having a little trouble successfully running my dockerized data logger ( https://github.com/tbrown122387/dockerized_logger ) that I tweaked using this (
By
tbrown122387@...
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#46123
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Re: model and model IV in options
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
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Matthias Frener <matthias.frener@...>
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#46122
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Re: reqHistoricalTicks() The contract description specified is ambiguous (multiple exchanges)
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()
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amadeus84@...
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#46121
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model and model IV in options
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
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amadeus84@...
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#46120
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Re: Help with differentiating output from multiple reqMktData calls
Thanks for the input Nick. Very much appreciated.
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ajohnnd@...
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#46119
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