Re: Install TWS or IB gateway on Ubuntu and ARM64 bit processor
I still don't have an ARM64 with Linux, so I cannot try this myself.
You may be able to get a little farther (and make IBGW run more stable) by making the JVM11 look more like a JVM8 to TWS/IBGW.
By
Jürgen Reinold
·
#51822
·
|
Re: Install TWS or IB gateway on Ubuntu and ARM64 bit processor
Cool. Thanks. Will try it today.
By
fran <fchiesadoc@...>
·
#51821
·
|
Re: Incorrect margin in whatif order
"order.whatIf" was the issue. thank you.
By
Lipp F.
·
#51820
·
|
Re: strange execution price for a stop loss
forgot to add one more thing that is related to this case, and that is the way the price is verified. if the chart displays mid price, it does not really display the lowest bid price but just the
By
fordfrog
·
#51819
·
|
Re: strange execution price for a stop loss
i'd just add that the trigger method also determines what will happen during simulated trading. that is, the order might get triggered when ask price reaches the stop price, but for simulated trading
By
fordfrog
·
#51818
·
|
Re: Incorrect margin in whatif order
Your code sets several fields in the order object that do not exist. Most languages would complain about something like that but Python does not:
* Fields eTradeOnly? and firmQuoteOnly? have been
By
Jürgen Reinold
·
#51817
·
|
Re: strange execution price for a stop loss
Results from simulated trading in the paper account will be different from trading in a live account, but the basic principles tend to be correct and quite accurate. I think what you have experienced
By
Jürgen Reinold
·
#51816
·
|
Re: Install TWS or IB gateway on Ubuntu and ARM64 bit processor
I got it working on ARM64. Posted it on github, relevant details are in this commit: https://github.com/ykrasik/ib-gateway-docker-arm64/commit/99ae5b6a9b3f044c8e7edefec8749d5037f3afd2
The UI doesn't
By
ykrasik
·
#51815
·
|
Incorrect margin in whatif order
The code is like this:
and it returns Maintenance Margin: 1.7976931348623157E308:
By
Lipp F.
·
#51814
·
|
strange execution price for a stop loss
Hello
Yesterday, my bot was running in a paper trading environnement. It interacts with IB API and TWS.
The bot bot 3 contracts NQ at 09:31:45 (15:31:45 in my french local time) at 14916.25 , and
By
FrenchFlorent
·
#51813
·
|
Request for Assistance with TWS API-Based Python Trading Algorithm
Hello TWS API Group Members,
I am reaching out because I am currently working on a Python trading algorithm using the TWS API, but I lack the necessary programming skills to complete it. I am willing
By
Kendall Boone
·
#51812
·
|
Re: TestCppClient doesn't compile for Ubuntu 20.04 (focal)
You should be able to download the code from [Intel](https://software.intel.com/en-us/articles/intel-decimal-floating-point-math-library) and build the library yourself.
I needed to do this for a
By
buddy
·
#51811
·
|
Re: TestCppClient doesn't compile for Ubuntu 20.04 (focal)
This ( /g/twsapi/message/51303 ) fix works but only if I upgrade to Ubuntu 22.04.3 LTS. libintelrdfpmath-dev isn't available for older versions of Ubuntu.
By
tbrown122387@...
·
#51810
·
|
Re: TestCppClient doesn't compile for Ubuntu 20.04 (focal)
API_Version=10.19.01
g++ (Ubuntu 9.4.0-1ubuntu1~20.04.2) 9.4.0
By
tbrown122387@...
·
#51809
·
|
Re: TWS api multiple similar orders submission delays
@amar
I do not wait for anything, the only thing I do is my order send function is synchronized:
static synchronized void sendOrderAndIncrement(Order order, EWrapperImpl wrapper, Contract contract,
By
@tomaszk
·
#51808
·
|
TestCppClient doesn't compile for Ubuntu 20.04 (focal)
Running make on the newly-downloaded TWS SDK produces the following:
g++ -pthread -Wall -Wno-switch -Wpedantic -Wno-unused-function -std=c++11 -I../../../source/cppclient/client
By
tbrown122387@...
·
#51807
·
|
Re: How to get Uptick Status through API
Hi,
Has there been some update to this limitation, or is there a way to get Uptick Status through API?
Cheers, Erez
By
Erez Kaplan <erezkaplan90@...>
·
#51806
·
|
Re: Implied Volatility of an EXPIRY
Sorry, I just realise that I misread your mail.
I thought that you were asking about IV, but you are talking about historical volatility. You get the 21 trading trailing days return standard
By
Gonzalo Saenz
·
#51805
·
|
Re: Implied Volatility of an EXPIRY
Hi Bart D,
I think there is an error there. HV stands for historical volatility, and historical volatility is calculated as the standard deviation of returns.
So you get price data, for
By
Gonzalo Saenz
·
#51804
·
|
Re: Implied Volatility of an EXPIRY
Hi,
It is returning the 30~DTE at the money IV, I haven’t found any confirmation but I’m pretty sure. It’s not the VIX calculation because the VIX calculation takes into account skew.
Wha do
By
Gonzalo Saenz
·
#51803
·
|