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This was really easy to do, thanks for your help!

Hi, I use a simple but robust trick, which will get as many ticks as you like. start with one call and then at reqHistoricalDataEnd - change time and ask again. (Snippit - not complete) self.

I don't see anything in the log file, granted I haven't ever needed to look in them before so not entirely sure what I would look for.? Attached a screenshot of my log file. When I get to my

I wonder if it possible to obtain more than 1,000 ticks of historical data from IBKR with minimal efforts. We can try to use multiple times reqHistoricalTicks but then we will get duplicate ticks,

Jürgen I was fascinated by your write-up abut ‘correcting’ the tick timestamps, but I can’t help wondering why you think this is worth doing at all. What benefit does it provide? I can

The parameter `tickType` in `tickByTickAllLast()` has no connection with the Tick Types of `reqMktData()`. Rather, it is related to the `tickType` argument used in

Not sure I understand exactly what you are asking. Can you clarify. Tick Types relate ( https://interactivebrokers.github.io/tws-api/tick_types.html ) to IBApi.EClient.reqMktData (

I noticed that `tickByTickAllLast` returns tickType = 1 (which is BID), while I was expecting LAST (4). The request was made with `reqTickByTickData`. Does anybody know why it is?

Thank you for such a comprehensive reply. I like your estimate around 8:30 very much. I think everyone can do something similar.

That's a good question. Let me share what this looks like for our specific setup, but there are so many variables that your results (and those for everyone else) will vary greatly.? But maybe our

Thank you so much! Just out of curiosity, how do you estimate delay time? (difference between trade timestamp and arrival stamp). Do you buy data feed with more granular timestamp?

Timestamps within the IBKR API are generally "Epoch Seconds" and there is nothing you can do to get actual? higher resolution time stamps. We work around that by recording high-resolution arrival

I am trying to request real-time tick by tick data, but data arrives with timestamp missing milliseconds. Here is my code: from ibapi.client import EClient from ibapi.wrapper import EWrapper from

You caught yourself a good one here, David. I am sure our environments are different enough that we get (at least) slightly different results. I am running tests in a paper account, TWS 10.16.1n and

Hi Jürgen, Thanks I had a similar thought, but I traced the contract into the IB client class function and it is definitely submitting the AAL NASDAQ contract. Here is the contract object as it

I think it’s just as simple as monitoring position changes, and then using the reported realizedPNL for that position change directly. It gets reported to you, no need to calculate. Rgds, Bart

Jürgen, Thanks I am aware of it and handle order submissions and fills/executions correctly. I will just allocate the fills to pertaining positions on my end. Thanks for explaining, it makes it very

The Order Class ( https://interactivebrokers.github.io/tws-api/classIBApi_1_1Order.html ) has a field called OrderRef (

So, this pertains to specific model portfolios that were set up in advisor accounts in seems? How do you then keep positions apart for specific strategies? Does this all have to be handled on the

Thanks, will take a look