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Lightspeed indicates it is an Introducing Broker to IBKR. Mostly owned by Wedbush Family of entities. Formerly called Lime Brokerage. SEC detailed disclosure list 42 Regulatory Events as recent as

I used NinjaTrader for years.? It connected to IB fine.? It uses C# and you can create indicators and strategies with it. Mel

few things to query. Not completely sure BUT worth asking about I think 1. ?? No conditional orders (like IB’s bracket orders, OCO, OCA) 2. ?? Routing flexibility is minimal or non-existent 3.

I received the same email. Wondering where they got my email from? Mark F. Murphy, Director Software Development Tyrell Software Corp http://www.tyrell.com mailto:markm@...

Hello, Slightly off group topic, received an email from Lightspeed, saying they launched a new API that allows IB clients to do algo trading via direct API calls to their platform. Link Below. They

Hi, I am currently in the process of testing for the first time newly implemented code that I have written which uses the IBKR web API to create Orders. Currently, when I make a call to REST API

My own source code has a stock screener. This was functioning fine. Since several weeks (I guess after I was forced to update from my 2024 version but I don't know for sure) the scanner stops working

[update] so defining the contract with trading class didnt work for me what worked was that when we receive the data in securityDefinitionOptionParameter, in the code just add a statement if

I'm having some trouble getting consistent paper-trading executions with stop orders and I cannot figure out the rhyme or reason behind it. Anyone have insights about the IBKR logic about what kinds

ohhh this makes complete sense, thanks jurgen and richard really appricate it.

So it sounds like you need to review the query contract you use for reqContractDetails() and make sure that you request the NVDA trading class. That way you will receive a contract with conId

Thank you for the reply, its quite informative. I guess the problem is in the api function itself. So to request the option chain we are using reqSecDefOptParams ( 0 , "IBM" , "" , "STK" , 8314 ) ; so

If two contracts have the same symbol but different trading classes, they are different contracts. So NVDA call option with strike 124 for 20250425 with trading class NVDA has contract id 772477960,

Also if i try getting data for AAPL, TSLA, and other stocks i get back trading class as AAPL, TSLA, and was thinking is there any method in which we can define that we just need the same trading class

so this is NVDA and this is 2NVDA, i meant there is nothing in 2NVDA and even though market is closed u can get historical data for the stock, so basically why u getting 0s for everything is not

If I call reqMktData with this contract: Symbol=”NVDA” Sectype=”STK” Lasttradedator contract monthe=”20250425” Strike=124 Right=”CALL” Exchange=”SMART” Currency=”USD”

Hi guys, so i have a complete pipeline setup for the data back and through my application for options data. The only problem i am facing right now is that if i am trying to get data for NVDA via

You get what you ask for based upon the useRTH parameter in your request. Jürgen

Thanks! That is close to what I'm looking for. However it seems that only the trading hours are returned but not liquid hours (market). For example, this is a sample of the returned data, whereas I'm

You should take a look at our archive. There are many detailed discussions about this topic, but here the highlights: * There is no standard which trades are included * When you request data, are you