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Re: TickByTick or TickPrice?
IMHO reqTickByTickData ( https://interactivebrokers.github.io/tws-api/classIBApi_1_1EClient.html#a3ab310450f1261accd706f69766b2263 ) but as you may see other are ok too this is more a question of the
By Gordon Eldest · #52074 ·
Re: updateMktDepthL2 missing data points
@J¨¹rgen i mostly finished my implementation and i'm just reviewing the code, probably for the last time. in the text below i'll use word *commit* to indicate the supposed end of transaction (end of
By fordfrog · #52073 ·
Re: TickByTick or TickPrice?
For most purposes reqMktData works fine. I never needed tick by tick data.
By Despair · #52072 ·
Specific error message needs to be given for these requests!
Hi All, i have this problem on windows 2019 server: Sometimes i got this error: 2023-11-16 13:02:34.781|[ERROR]|Error. Id: -1, Code: -1, Msg: Specific error message needs to be given for these
By Noisoli@... · #52071 ·
Re: How to catch liquidation warnings and liquidation events?
I found the liquidation order flag by looking in here: https://www.interactivebrokers.com/php/whiteLabel/Interoperability/ActiveX_Other/activexevents.htm#execDetails
By Ace · #52070 ·
Re: How to catch liquidation warnings and liquidation events?
Hi J¨¹rgen, I was looking at it this afternoon and provoked the warning. I used ib_insync accountValues to see what was in there:
By Ace · #52068 ·
Re: How to get market data, specifying exchange=NASDAQ, when ssh to a server that the TWS application is running on
Very Good point, I hit that one too. Note: BTW was on IBM too! I wonder why IB isn't adding LSE to resolution under SMART as what LSE does trade as IBM have same ISIN as the NYSE one. (different
By Gordon Eldest · #52067 ·
Re: How to catch liquidation warnings and liquidation events?
I was just looking at that last week and did some data gathering. I found two sources of information to tap into: * A subscription to Account Updates (
By J¨¹rgen Reinold · #52066 ·
How to catch liquidation warnings and liquidation events?
Hi guys, I algo trade 0DTE option combos on ETFs and I would like to be able to take action when a liquidation warning happens or when a position is liquidated due to unsufficient margin. If these
By Ace · #52065 ·
Re: How to get market data, specifying exchange=NASDAQ, when ssh to a server that the TWS application is running on
Be careful that one day IB may ask you to switch to NASDAQ instead of ISLAND (I guess your good for 1 or 2 years) Also: SMART is Ok to fetch market data unless you look for very specific exchange
By Gordon Eldest · #52064 ·
Re: How to get market data, specifying exchange=NASDAQ, when ssh to a server that the TWS application is running on
Hi all. Thanks for helping me out. I tested with exchange=ISLAND and it worked on my server. I'm about using exchange=SMART and?primaryExch=NASDAQ but now I understand it is wrong setting. My TWS
By dungtran0127@... · #52063 ·
TickByTick or TickPrice?
What is the best way to obtain bid/ask real-time data in your experience? It looks like TickByTick answers are more concise, but then it is mentioned in the documentation that only 5 concurrent
By bespalex · #52062 ·
Re: How to get market data, specifying exchange=NASDAQ, when ssh to a server that the TWS application is running on
As I understand, primary exchange is the native exchange for the instrument, regardless where it could be trading. IBM is trading in USD on LSE, so a contract request for (symbol: IBM, currency: USD)
By misantroop · #52061 ·
Re: updateMktDepthL2 missing data points
thank you again J¨¹rgen for this great insight. it definitely makes sense to me. if i should paraphrase the issue, we get transaction items without transaction boundaries. it works fine for
By fordfrog · #52060 ·
Re: How to get market data, specifying exchange=NASDAQ, when ssh to a server that the TWS application is running on
I don't know. Not seen on TWS. The logical place should be under Configuration->API but nothing visible about that Whoever get a clue please share it, I am Interested to not be the last one to know
By Gordon Eldest · #52059 ·
Re: How to get market data, specifying exchange=NASDAQ, when ssh to a server that the TWS application is running on
So where is this ¡°Compatibility Mode: Send ISLAND for US Stocks trading on NASDAQ" setting? I can¡¯t find it anywhere (on 10.19 or 10.25). Sent: Tuesday, November 14, 2023 9:33 PM To:
By Richard L King · #52058 ·
Re: How to get market data, specifying exchange=NASDAQ, when ssh to a server that the TWS application is running on
What caught my attention were: https://interactivebrokers.github.io/tws-api/guide_updates.html 1- This issue is mentioned on Update *20.05.2022* (and the one before too) 2- NASDAQ seems already
By Gordon Eldest · #52057 ·
Re: updateMktDepthL2 missing data points
You are welcome. And thank you for taking the time to update the TWS API Documentation. While you are coding, maybe you should implement a work-around for the missing (IMHO) "Market Depth Update
By J¨¹rgen Reinold · #52056 ·
Beta Risk
https://ibkrguides.com/tws/usersguidebook/priceriskanalytics/betametricsmenu.htm is there anyway to get the beta risk parameters as calculated by the risk navigator, using the API? thanks.
By Lipp F. · #52055 ·
Re: updateMktDepthL2 missing data points
thank you both Richard and J¨¹rgen for sharing your knowledge and experience with regard to the message 317. i myself received it accidentally while compiling my tws api client library which now also
By fordfrog · #52054 ·