Thanks.? Must be some edge case I haven't accounted for I'll do some digging.

Hey Bruce,

You're always going to want to use Contract Id for MD subs..? If you need to start with ISIN, then use that via ReqContractDetails to get the contract id first.? Note it's possible the contract(s) you get back will have the exchange set as the primary (e.g. NASDAQ) when you'll likely want SMART for MD purposes.? Welcome to IB.

-Peter

Works for me when requesting 5min bars in 24hr chunks.

Requesting CARR ending 20210304 00:00:00 bar size 5 mins
TRC [1, 1614817854909] SEND:reqHistoricalData:CARR:20210304 00:00:00:86400:SECOND:_5_mins:TRADES:false:false
TRC [18, 1614817855034] historicalDataEnd:Received 235 bars for CARR. [2021-03-02 11:00:00] --> [2021-03-03 18:30:00]
Got 235 bars for CARR with earliest at 1614704400. Have 235 bars now.Requesting CARR ending 20210302 11:00:00 bar size 5 mins
TRC [1, 1614817864915] SEND:reqHistoricalData:CARR:20210302 11:00:00:86400:SECOND:_5_mins:TRADES:false:false
TRC [18, 1614817865014] historicalDataEnd:Received 204 bars for CARR. [2021-03-01 06:00:00] --> [2021-03-02 10:55:00]
Got 204 bars for CARR with earliest at 1614600000. Have 439 bars now.Requesting CARR ending 20210301 06:00:00 bar size 5 mins
TRC [1, 1614817874917] SEND:reqHistoricalData:CARR:20210301 06:00:00:86400:SECOND:_5_mins:TRADES:false:false
TRC [18, 1614817875015] historicalDataEnd:Received 216 bars for CARR. [2021-02-25 14:00:00] --> [2021-02-26 18:55:00]
Got 216 bars for CARR with earliest at 1614283200. Have 655 bars now.
....

On Wed, Mar 3, 2021 at 05:44 PM, <msaracena@...> wrote:

All,

I am unable to access historical market data for CARR.? I do not get an error message back from IB, simply no data is returned. Is there an issue with the data for that ticker?? I am able to access several hundred other tickers with my script without issue.

Mike

Since the tally of folks that have the same issue seems to be approximately zero, IB having an issue feels unlikely, though not impossible. So let me briefly raise three things that I'd look at if I'd have to trouble shoot API connection issues.

[1] Stale API connections:
We once wrote a simple "Is my TWS alive and actually connected to IB" monitor that would connect to TWS, do a simple operation that requires TWS to communicate with IB, and then disconnect. The monitor was started automatically and frequently but somehow caused stale (not completely closed) API connections to build up. When you click "DATA" to get the connections listing in TWS, do you see stale API connections from past script executions? Those did cause connection request delays, in my case, even when TWS was far away from the maximum number of API connections.

[2] DNS reverse lookup:
You said you checked the network on your server, but did you check DNS as well?

• Have you experienced any sluggishness (even briefly) for regular commands on your server? Assuming it's a Linux system, even commands such as "ls -l"
• Does "netstat -a" or "lsof" hang for a few seconds but "netstat -an" or "lsof -n" do not?

Several library functions unexpectedly perform "reverse DNS lookups" and can block the caller (in this case the thread in the Java JVM that handles your incoming API request to TWS) for extended periods of time until failing DNS lookups succeed or time out. If your internet service provider has any instability with reverse DNS lookups, otherwise perfectly fine servers can have operations seemingly randomly freeze for 20 to 30 seconds.

[3] How are your entropy levels?
This is a little stretch but fits the symptoms you are having if you are running some kind of Linux system. And it took me weeks to figure that out on a server I had in a data center in Dallas (though this is not specific to Dallas or Texas)

In order for strong SSL encryption to work, the Linux kernel collects "truely random events" and builds up a buffer of entropy that Java JVMs (and other programs such as sshd, httpd, ...) access through the /dev/urandom device. And while only very few bytes are needed each time, opening or reading from /dev/urandom when the buffer is low or empty will block the caller until enough entropy has been collected. And the Java JVM frequently opens /dev/urandom when various network related operations take place.

You can read up on this with "man urandom" and check your server's entropy level with "cat /proc/sys/kernel/random/entropy_avail"

Hope this helps.

All,

I am unable to access historical market data for CARR.? I do not get an error message back from IB, simply no data is returned. Is there an issue with the data for that ticker?? I am able to access several hundred other tickers with my script without issue.

Mike

Contract ContractSamples::ByISIN(){

Contract contract;

contract.secIdType = "ISIN";

contract.secId = "US45841N1072";

contract.exchange = "SMART";

contract.currency = "USD";

contract.secType = "STK";

return contract;

Thanks--we've checked our network pretty thoroughly, although we'll continue to check anything else we can think of, like making sure there's no excess traffic we've forgotten to take into account.?

To further stump me, today about half of my scripts connected in less than a second--less than .1 in some cases--and the other half took >30 seconds.? improvement, but still mystifying!? My best guess is still that _something_ happened on the IB side, but if no one else is having similar problems...

Thank you, I was feeling a bit ... - receiving just the xml dump:)

then I tried edge, same like chrome - well edge is chrome code? these days. I didnt know there is still the internet explorer on my actual win 10. and it works like a charm - cool feature to install an app like this. it is just sad microsoft tends to be so inconsistent in the long run.

now I have a great tool. many thanks
Alex

Thanks for your reply.

I actually am trying to change the quantity of all orders of the bracket order, including the parent, as in the example code I posted.

If i set transmit to True on the parent order, the updates of the take profit and stop loss are then successful. The problem is that in that case, if the new buy limit order gets filled immediately, the take profit order of the original version can get filled before it gets edited. I tested it myself and it is happening.

How can one modify a bracket order then, including the quantity of shares? Seems like a basic endeavour, especially when the quantity is the same between orders of the bracket order

In case of a bracket order must the child orders have the same quantity as the parent order. You can't modify the quantity of the child order(s) independently of that of the parent order.

开云体育

Hello Richard,
This tool looks very cool, but? I have no VS installed to compile. maybe you have an executable somewhere to download?

many thanks.

greetings
Alex

开云体育

开云体育

I'm not sure, probably SMART as exchange not working for options lookup.
Try to pass 'CBOE' as exchange name

Thanks Dmitry.

It looks like what I am doing already is still the best approach. I will stick to what is not broken!

开云体育

Already done, and it connects no problem to that, although it's a more updated version--978, whereas I think the server's version is 976.

When I request current ticker with reqTickers in succession, bid/ask stay unchanged for long time like minutes order of magnitude while “last” is updated consistently every time. This is on paper account. I use reqMarketDataType(3).