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Re: Downloading historical SPY options data
The following arguments to the Contract structure worked for me: Contract contract; contract.secType = "OPT"; contract.currency = "USD"; contract.lastTradeDateOrContractMonth = "20231117";
By Marcus · #51975 ·
Re: Downloading historical SPY options data
The symbol is simply 'SPY'
By Glenn · #51974 ·
Re: Downloading historical SPY options data
When I request historical options data from IB using the following structure I get a?"Code: 200, Msg: No security definition has been found for the request" error. The symbol is the one that TWS
By Marcus · #51973 ·
Re: Stable dockerized TWS version, anyone?
Hi, It might not be exactly what you are looking for, but I have used without any problem linuxserver/rdesktop image with TWS https://docs.linuxserver.io/images/docker-rdesktop/? It¡¯s a desktop
By Gonzalo Saenz · #51972 ·
Re: Order Id in error messages
Thank you for lettings us know that there is no issue. Keep and eye on it and try to get us the relevant TWS API log in case it ever happens again. You found us all a little hyper since it would have
By J¨¹rgen Reinold · #51971 ·
Re: Order Id in error messages
I have tried to reproduce the anomaly today, but I couldn't. Everything is back to normal, with or without reqPnLSingle. So it's either a bug in my code that somehow went away, or some temporary
By bespalex · #51970 ·
Re: Getting the historical marketdata only works in LIVE and not in DEMO
What do you call DEMO and LIVE ? Did you properly interpret last part of Jurgen reply /g/twsapi/message/51914 Personally I won't try anything called demo from IB, They have/had some
By Gordon Eldest · #51969 ·
Re: Downloading historical SPY options data
TWS search SPY, give "ARCA" for primaryExchange When in doubt use *reqMatchingSymbols* (work like the search of TWS plus extra like all possible venues with trading hours and liquid hours) worth the
By Gordon Eldest · #51968 ·
Downloading historical SPY options data
Does anyone know the fields for downloading historical SPY option data from IB??Here's what I think I need for the Nov-17 420 Call contract.secType = "OPT"; contract.currency = "USD";
By Marcus · #51967 ·
Re: Order Id in error messages
Yes, pretty much so. This is python client, api 10.19.1, cliendId 123 This makes sense, maybe. I don't use reqPnLSingle much, so I took the easiest path, just got rid of it. B
By bespalex · #51966 ·
Getting the historical marketdata only works in LIVE and not in DEMO
Above endpoint is the */hmds/history* endpoint. I have done the following to find out that this endpoint doesn't work in demo. 1. Start the local Gateway API Java process 2. Login to the *LIVE* IB
By Jimin Park · #51965 ·
Re: Order Id in error messages
If I rephrase it for sake of my understanding: In your experience, some request and at least *reqPnL* does act as an "On" switch about what is send back as "id" when an error is reported. When this
By Gordon Eldest · #51964 ·
How to link 2 orders on 2 different contracts so that the 2nd one is executed only if the 1st one gets filled and have this sit on the IB side?
Hi, Is there a way in the API to link two orders on two different options contracts so that the 2nd one is executed only if the 1st one gets filled? So not at the same time like in a combo order.
By Ace · #51963 ·
Re: Order Id in error messages
As I said, as soon as I made reqPnLSingle request, all subsequent orders-related errors started to come with that reqId instead of orderId. There were no errors related to reqPnLSingle itself. I would
By bespalex · #51961 ·
Re: updateMktDepthL2 missing data points
@J¨¹rgen what i had on my mind is that your level of professionalism (which manifest through features like the extensive logging, possibility of replay, data analysis, overall debugability and many
By fordfrog · #51960 ·
Re: updateMktDepthL2 missing data points
I don't know enough about Python writing speed, but I am not sure you need multi-threading, because IB does buffer answers for you (to a limited extent but should be enough even with L2) so you might
By Gordon Eldest · #51959 ·
Re: updateMktDepthL2 missing data points
I would not characterize your post as wasting the forum's time, John. I think it caused a nice collection of valuable information that already helped you and will likely help others when they
By J¨¹rgen Reinold · #51958 ·
Re: Order Id in error messages
As I concur with Jurgen, and looking at your last post I wonder if there isn't a misunderstanding. Is it your *reqPnLSingle* that generate the error ? Because your posts lead me to think that the
By Gordon Eldest · #51957 ·
Re: Order Id in error messages
+1
By buddy · #51956 ·
Re: Order Id in error messages
I hear you, but my tests clearly show that the absolute statement you received from IBKR support and as it is written in IBKR campus are not true. At least for my test scenarios. And just to be sure,
By J¨¹rgen Reinold · #51955 ·