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Hi Jürgen, Thanks for the input. Yes, I get the same maintenance window stuff same as you every night, but we reconnect automatically with no problem. My logs show I was connected and running

All our TWS restarts worked without a hitch, Lou. They take place 5 min after yours at 16:30 Central, But we had an incident during the maintenance window on Tuesday April 5 at around 23:15

I had a successful TWS auto-restart at 5:15pm Eastern today, TWS version 981.3l.

Hi All, I had two re-login failures with TWS auto-restart option this week, Thursday and today Friday. They all occurred about 5:25 PM NYT, botn in test and prod. Anyone else having these

If I notice it, I just delete the file that stores the history and my puller will automatically repull it and capture the adjustments. I only look at S&P500 and larger Nasdaq stocks so it rarely

How are you adjusting for divs/splits/spin-offs?_

I have noticed that as well. If I just do one or two requests, I get the data fast. But then after about the third or so request, it slows down. I think IB deprioritizes the request when they

The latest TWS API for Java added a new required parameter to the existing method EClient::cancelOrder. It now takes a string for manualOrderCancelTime which can be left null. What does this

I can confirm Richard's measurements, In fact some of my "1 day RTHOnly for 50 years" requests get served even faster. * 12.676s --> 9,070 bars for MSFT RTHonly 1day 19860313 to 20220304 * 12.903s

No, I manually (and quite tediously) scraped the symbols from a website and then edited them into a file in the format that my downloader command line program can use for input. You can get such a

It's vastly improved. There are still combinations of bar size and duration that cause lengthy waits, and my implementation takes care to avoid them. Though I've just realised that at least some of

Richard, did you manually enter every symbol into a list for the contract.symbol = “ticker” I don’t know if there is a way to scan all stocks in nasdaq in one go.

Yikes. Things have changed for the better. I know they relaxed the pacing limits but didn't think it was so dramatic for daily bars. Thanks for the info!

Nick, I think you're dismissing the historical data mechanism too easily. I downloaded 10 daily bars for each of the S&P 500 stocks using my downloader program, and it did the lot in just 30

Your best bet is the built-in scanners since you probably can't download history for those markets (around 6,000 stocks) in a timely manner with the tws api. The pacing limits are a moving target so

I am trying to build an advanced stock screener using tws API and I am not sure if what I am trying to do is possible. I want to scan the entire NYSE and NASDAQ for a set of historical criteria to

The required fields are incorrect.? Take a look at the samples in the API, in the ContractSample.cpp file from the C++ project, and the? FutureWithLocalSymbol() function. contract.secType =

The financial futures trade calendar quarter-end deliveries: March, June, September, December Commodity futures deliveries coincide with production or consumption cycles (e.g. growing season in

Hi, I am trying to get the FUTURE data of some indexes like ES,?NQ, so I write the following code: contract = Contract() contract.symbol = "ES" contract.secType = "FUT" contract.exchange =

Just for whoever finds this thread and because they had the same problem as me, to circumvent this issue I had to cancel the order and send it again with a new order Id, every day. Hope there will be