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Hello, As I can see, in latest TWS 984.1h issue about "concurrect live session" is fixed, I can't reproduce it. What *bug* with options market data do you mean?

hello friends, i'm placing whatif orders to get the commission. it's twsapi ver 981.01 for python. the state received in openOrder is broken in respect to the commission fields, in the following

Hi, I have a classic working brakect order with parent LMT , takeprofit LMT , and stoploss TRAIL I changed the parent? type to STP, end recive the following error: where 101 is the parent order

Blame the market not. From yourself only results appear.

Hi Guys, I am looking for a code to download historical options data via Python API. Is it possible to download or if there is any existing code already published, please share. Your help will be

Hello, As anyone received some feedback from IB about it? As this issue still occurs with the latest release (TWS 984) I use TWS 973 and I don't get this bug. But this version will become deprecated

You imagine wrong.? Lets just say that firms at the Bridgewater level have their teams of programmers figure in commissions, slippage, execution, etc into their trading routing decisions. It's much

have a look at this gist: https://gist.github.com/artyomtz/4d8c3db3b8c32b9c957079583599e7bc hope this helps, Artyom

Hi there I tried the IB api cal for the Earnings and it had issues. We got bad dates, sometimes the dates weren't there and it seemed to be flaky. SO we gave in an signed up for the

I have one question regarding the Order State *"* *ApiPending"* An order with *ApiPending* has been not yet transmitted to the IB server. How can I cancel such an order (which is not really a

I would submit you're looking at it backwards. By definition you have identified numerous unprofitable trading systems since in real life commissions exist. You need to find a strategy that works

Its been wild now I can back test 15 years of data in 30 seconds.. how many good trading systems I have discovered that produce beautiful PL curves... but get absolutely destroyed by commissions and

You have to subscribe to the WSH data feed in market subscriptions.? Then call: reqFundamentals(contract, FundamentalType.CalendarReport, handler); The handler will get back a big string of XML you

You must be a broker-dealer integrated technically and contractually with the financial trading and clearing infrastructure to join an exchange. E.g. per NYSE Website, "Membership is available to

Is it possible (how?) to define an executionFilter for the streaming executions one receives. I mean I never call reqExecutions which takes the filter as an attribute.

*based on this article . Looks like we can access events data from Wallstreet Horizon. https://www.wallstreethorizon.com/news/finance_magnates_IB (

No, directed route is not that. Directed route is a term made by IB and all those transactions still goes through IB and then to that exact exchange. What I said earlier is some allow to directly

Yeah IB is both, IBKR-PRO doesn't get the order flow sold. Bruce what would be an example of "effective commission rate is much higher then posted rates when it comes to a winning strategy?"

IB is actually both - you can direct your order to some venue or choose to get routed via SMART - then you can be filled anywhere. If you are setting a limit price - do you care where you get

Really, they sell to citadel too? I thought they don't. Or maybe pro order flow doesn't get sold? Some brokers(?) allow you to directly place orders to exchange apparently. Think HFT. IBKR is not