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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
By Edward · #46139 ·
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
By David Armour · #46138 ·
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 · #46137 ·
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
By Gordon Eldest · #46136 ·
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
By tbrown122387@... · #46135 ·
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()
By tbrown122387@... · #46134 ·
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
By tbrown122387@... · #46133 ·
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'
By Richard L King · #46131 ·
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
By Richard L King · #46130 ·
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
By Stuart Cracraft <smcracraft@...> · #46129 ·
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.
By David Armour · #46128 ·
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 · #46127 ·
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
By Bruno Voisin · #46126 ·
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
By David Armour · #46125 ·
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 (
By tbrown122387@... · #46124 ·
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@... · #46123 ·
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
By Matthias Frener <matthias.frener@...> · #46122 ·
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()
By amadeus84@... · #46121 ·
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
By amadeus84@... · #46120 ·
Re: Help with differentiating output from multiple reqMktData calls
Thanks for the input Nick. Very much appreciated.
By ajohnnd@... · #46119 ·