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csv solved the problem. You were absolutely correct and saved me a boat load of money. Much appreciated. You are my new buddy! [email protected]> wrote:

I have a stock scanner project where I am working with TWS C# API to get data based on certain price parameters. the data gets callbacked in several methods which I then am using with EPPlus to open

Using tail it is matching up with current market pricing in the after hours. I will let you know if it works during regular market hours. [email protected]> wrote:

I will try this file append. I have an SSD drive. No computations are happening.

Hi all, I'm looking to implement an options strategy which will BUY/SELL back options on expiration date to exit the position and avoid automatic exercising, however to build in redundancy for options

Bump. From the FIX API, it appears that it requires the use of *MIDPX* as order type instead of LMT / MKT. That being said it is not documented anywhere in the TWS API. Has anyone used it

That sounds like a standard answer from a tier 1 support person. I would consider the counterpoints.. It's true there's a global interpreter lock, which may be

Ok, thanks! I need some time to process that. @ Gordon Eldest No it wasn't exactly 300. (

I contacted IB, they told me the following: Concurrency assumes that two task may overlap each other in execution. In python GIL(Global Interpreter Lock) prevents multiple threads from accessing the

You might have problems but I won't conjecture on their likelihood. They may not be exactly as you've described either, but there's no way to know much more from just a snippet of code. Details of the

Thats is great information again Jürgen! I remember the post you are referring but I never really paid attention or understood the risc of overfilling, assuming the default behavior of oca would be

if i get it right, only one order is active at the target market, but ib monitors the other orders and activates the one when its rule is triggered and deactivates the one that was active so far.

In this case it could work but then what's the point of using oca group if just one order of the group is sent? [email protected]>) escribió:

what i recall, the blocking causes that only one order from the oca group is really submitted to the target market to be sure the overfill protection will work. it can be verified by color coding of

I think it is not guaranteed even with the block option of the ocatype flag. It can execute two orders of the OCA at the exact same time. Check

We just had a different post ( /g/twsapi/topic/100660671 ) where OCA overfill protection was discussed, Raoul. When you create the OCA group, do you set the IBApi.Order.OcaType (

Hello all, Just minutes ago, something strange happened in my algo trading. My algo always submits orders as an oca order. Parent being a limit order, connected are 3 child orders: stp, trail and mkt

I am not familiar enough with Python but a couple of things maybe be generic 1- you have a side 'thread' that deliver you a condition that look like a HTTP return code, right ? aiohttp.ClientSession()

I want to check if this is possible. I am using the following code which queries a price using certain conditions from an api, the prices are returned to me asynchronously. I want to place the order

I would like to have a bot that can place complex option strategies along with profit taker and stop loss orders. I would want to have it place trades based on specific times, volatility, margin and