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You can also think of using something like ZeroMQ as your messaging/concurency backbone. Python has a bindings module for it - pyzmq.

Hi, I get the error Error MSB8020 The build tools for v142 (Platform Toolset = 'v142') cannot be found. Do I need to make changes to project solution after downloading it? I did install v142, not sure

Can you be more specific what you consider huge? Did you buy quote boosters so that you can subscribe to more than 100 contracts? From what you are doing, I'd say you'd only need to subscribe to

Hi, I am trying to monitor a list of tickers (lets say the list is big). I want to know when one of the tickers reaches a certain price. The target price is generated by an algo so it's not just a

Hi, I have created a little library which can scrape option chains in a (hopefully) easy manner. The topic is discussed here /g/twsapi/message/46566

How do I distinguish order rejection at the very beginning (like margin) from order cancellation, say, on time expired for GTD orders? I get order status update event and it has status

I love Python but it has its own place and it's not good for real-time-ish parallel compute. You can hack around things but in the end it won't be crazy. You can consider Go and node.js from

I'm not a fan of TWS API design at all (to say the least). But at this point it has so much history and dependencies that it is not feasible to improve it dramatically in an evolutionary manner. You

I do get valid chains in this way: chains = ib.reqSecDefOptParams(contract.symbol, '', contract.secType, contract.conId) then I just get the one for exchange SMART. Then for expiration date I need, I

Has anyone written a working Python code for sending orders on an STK / STK combo?

Thanks Hunter, very helpful. I did some digging around in that directory as you suggested and found some differences between various files. I copied a few files over from the IB JVM directory to the

When a stock closes for trading at the end of business on expiration Friday, the last trade determines the options settlement price (PM settlement). That is not true for those European-style options

I probably will not need all call and put contracts, but at least say 2SD strikes prices away from current underlying prices. Then I scan all chains for all symbols, for example to see if there is a

2hours just for 3 symbols!! Do you need them all? (and you probably do something wrong, should be way faster with reqSecDefOptParams). Wanted to speed up option chain on UI - so no point on download

Hi Matthias, thx for help. You really cache the contracts locally? If I get all contracts for all chains for 120days from today, that takes 2hours just for 3 symbols!! That is the reason I implemented

I actually the closing the pricing of the current trading day. Maybe we have different use-cases, but I only need expired option prices for the daily settlement. So I use last price just after markte

there when markets are closed? You probably have to switch to frozen market-data type. You will only see live-greeks while market is open, otherwise there is no bid/ask and difficult to calculate it.

Hi Francois, thx for the links. All of this leaves me really speachless about the quality of the IB API. I am a professional software developer since >30years, but a function like reqSecDefOptParams

This is really unbelievable. The quality of this API is really low, which is especially evident in this problem. I have now implemented something with Yahoo finance, which gives me the *valid* option

Hi Mattias & Alexandre, To get the underlying closing price, do you use reqHistoricalData for the expiration date? Using Regular Trading Hours (RTH) = 1 or 0 ? The closing price of the underlying for