开云体育

I'm trying to get a firm handle on how to avoid the dreaded Error Code: 100 / Max rate of messages per second has been exceeded:max=N rec=M (1-2-3 strikes and your connection is dumped) and

Joe You’re even more out of touch with Excel than I am! In my first reply, I mentioned that I imported a day’s worth of ES tick data into Excel and it barely noticed. I’ve increased that

Hi, Mike. tick-by-tick basis. I would like to RECORD and import (export from wherever is required from IB) this data to an MS Excel format. From there I will know how to program the spreadsheet and

Any time a question pops up and I see the phrase "tick by tick", I have to point to this note in the FAQ:

Mike First of all, this group is about the TWS API and how to use it. The way you’ve phrased your question makes it look like it’s really not within the group’s scope, so I doubt you’ll get

Liu When you use a Contract object in the TWS API, you are really defining a query on IB's contract database. This contract database contains a huge number of different securities, so if you're

Hi all, can someone explain me the difference of exchange and primary exchange. When I place an order, which kind of exchange must be provided ? which one is ok to let it be empty, or they both must

Hello All: I am new to this group (first post) and have been using IB's platform TWS for about 2 months now and like it. However there is something I would like to do with acquiring data (but do not

Hi, Yeah for options in particular I've never actually seen IB release any 'close' price. But I would double check that you're comparing the same tick type in TWS to that being returned through the

I have not specifically analyzed the use of reqMarketDataType(2) in relation to option data, however please note that the closing prince for options as obtained from exchanges is not the actual close

Sorry if this has been discussed already, but I see something weird when I try to request market data for an option when the market is closed. I execute: reqMarketDataType(2) Then follow up

Hi Josh, It helps :-). I never think negative means short and positive means long. Thanks! -Jack

Hi Jack, the 'pos' parameter in the position callback will be negative to indicate a short position. Maybe you are thinking of openOrder?

Hello I query current holding positions via IB gateway using reqPosition api, and the result positions without direction(BUY/SELL) field. How can I get the required field? Regards -Jack

A bit of a tangent, I have a "freeze" occur when a Gateway instance has been running for 2 weeks or so. I attribute it to a garbage collection/memory leak-ish issue with Java. IB has asked me to

? I use IB gateway I didn't notice anything during day time. but my historical data collection program didn't get anything Friday night 10pm EST : ? waiting for TWS reply on AUD

IB usually restarts/maintains its servers from Friday Close to Saturday morning. Should work now. S ---In TWSAPI@..., <keithjmiklas@...> wrote : Anyone else experiencing: - TWS

Anyone else experiencing: - TWS freezing? I try to log in to live trading, and it just hangs. - Data not being received? I logged into paper trading, and new data are not being received. - 2nd

Walter, Yes I believe the Adaptive algo is available: order.AlgoStrategy("Adaptive"); order.algoParams(new ArrayList<TagValue>()); order.algoParams().add(new

contractDetails returned from reqContractDetails has the total hours a contract is trading for the current day. It should say "CLOSED" if it's not trading, unfortunately it's not 100% reliable. Josh