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You can look at flat files on polygon.io [email protected]> wrote:

Recently I have been trying to backtest a new strategy using 1 minute bars. I was able to get 10 years worth of 1 minute data for SPY, IWM and DIA but not for QQQ. The longest I can get for QQQ is ~6

It is: https://repology.org/project/intelrdfpmath/packages Maybe not for your platform though. Cross platform software development and distribution can be a pain so vendors often try to avoid it.

Just some follow up: The problems I had were with the 20U2 version of the Intel Decimal Math Library (I thought that was the latest one...). I found the 20U3 version on Intel site and then, with this

Now it's working. Thanks!

Interesting. The link posted leads to https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5095349 which has download links on it [email protected]> wrote:

Hi, I'd be interested in reading your paper. Can you post a working download link? The one you posted doesn't get me anywhere. Thanks

Well, the orderId parameters of the openOrder() and orderStatus() callbacks identify the order they relate to. And so does the reqId parameter of the error() callback. Jürgen

Richard, Thanks for the input you are always a great source of information. Reserved was probably the wrong word.? Microsoft calls Time a VBA

That’s not quite right. ‘Time’ is NOT a VBA function: it’s a property of the VBA DateTime module (you can see this using the ObjectBrowser). It returns a variant with a vbDate variant

The Excel versions of the API frequently use the variable 'time'.? Declaring it as string or as long in numerous places.? It is also in the TWSlib in at least five places. This is a problem because

Thanks for the clarification.

Hello Folks, While sending a modification request for an existing confirmed order, I am receiving the following callbacks related to that specific order ID: * *OpenOrder* * *OrderStatus* * *Error* :

Set `order.GoodTillDate`, configure it till end of day minus 1 second.

Hi, Is there any option in the TWS application to automatically cancel all open orders (an event triggered automatically by the TWS application) when the client disconnects? Or is there a specific

Not sure what to tell you, but maybe this is one for IBKR to look into. It does not feel like there is anything your client does wrong. Here a few thoughts: * IBKR describes the "Close" tick as: "

Where does the fee rate show up? Is it folded into the commision charge? How can that be determined through the API? If I understand the fee rate correctly then taking for example I open a short

For the contrast, I'm also attaching another API session log from today where the #9 tick was reported immediately after ReqMktData call, as expected. Unfortunately the fact that the tick is reported

I'm not regularly receiving tick #9 today through the API after calling ReqMktData for one particular stock. Admittedly, this is not the first time I ran into this bug for any random stock, but today

I assume you are talking about grouping TickByTick real time data into 1second candles? You would not use your tick arrival timestamp, but the 1second resolution timestamp IBKR provides with each