Re: ib market data. is it clean and any good alterantive sources?
Take a look at ThetaData
https://http-docs.thetadata.us/
By
Harold Lanier
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#53896
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Re: requesting midpoint data
Why don’t you just ask IBKR? If anybody is likely to be able to provide you with chapter and verse, it’s them.
Richard
Sent: 07 February 2025 22:52
To: [email protected]
Subject: [TWS
By
Richard L King
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#53895
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Re: ib market data. is it clean and any good alterantive sources?
how long have you been using it? appreciate if you can share real experience, like telling me oh i have been extracting them daily, hourly for some years and found the data quality high and without
By
alan chau
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#53894
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Re: ib market data. is it clean and any good alterantive sources?
What would be timely for you?
I found polygon.io to be a good source, especially as they provide flat
file data downloads on a daily basis: https://polygon.io/flat-files
[email protected]>
By
?kos Maróy
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#53893
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ib market data. is it clean and any good alterantive sources?
i have been using IB API for pacing order only. can anyone tell if the US equities/ETF data from IB clean and up-to-date?
Recently i am looking for data source which provide data timely and clean. my
By
alan chau
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#53892
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requesting midpoint data
I'm trying to request midpoint data (for symbols such as SPY, QQQ, etc.) via reqTickByTickData() and this ( https://www.interactivebrokers.com/campus/ibkr-api-page/twsapi-doc/#tick-by-tick ) says "For
By
tbrown122387@...
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#53891
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Re: Error. Id: -1, Code: 509, Msg: Exception caught while reading socket
I always stumble on this thread every few years, haha.
Note to future self: when your code throws an uncaught exception, stop expecting your own messages to appear and instead expect the 509.
By
tbrown122387@...
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#53890
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Re: Decimal remaining value retrival
The short answer is no.
When you look at the data model, one Order is related to (or filled by) one or more Trades (executions). "filled" and "remaining" are attributes of Orders and not attributes
By
Jürgen Reinold
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#53889
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Decimal remaining value retrival
Hello Folks,
Is is possible to get *Decimal remaining value*
in the below callback
//! [execdetails]
void execDetails(int reqId, const Contract& contract, const Execution& execution)
By
tarun.joshi@...
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#53888
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Re: QQQ 1 Minute Data >6years?
I can't believe that the date/time format has any impact. I went with the "Date/Time in the instrument's time zone" approach a long time ago. The only major difference between our approaches is the
By
Jürgen Reinold
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#53887
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Re: QQQ 1 Minute Data >6years?
Hi Jurgen,
How does that work when you get no data and no historicalDataEnd() callback? If you have no timeout then your code would just hang wouldn't it?
I used to download backwards, but it gave
By
David Armour
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#53886
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Re: QQQ 1 Minute Data >6years?
Hi Dale,
Perhaps you missed it in the long discussion below, but that is exactly what was done. I am unable to get data before 5th June 2018.
Somehow, Jurgen is able to though.
I suspect there is
By
David Armour
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#53885
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Re: QQQ 1 Minute Data >6years?
Hmm. I use no set timeouts and I do not cancel nor restart requests.
But I perform historical data downloads in reverse time order (and I know several other members do that, too). When you make a
By
Jürgen Reinold
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#53884
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Re: QQQ 1 Minute Data >6years?
maybe get 1 day of data, 3 years ago, then 4 years ago...etc. to see where
and how the timing starts to change?
[email protected]> wrote:
By
Dale Joyce
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#53883
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Re: QQQ 1 Minute Data >6years?
I tried setting the wait up to 10mins when you suggested it before. It just timed out after 10mins. No data is being sent and frankly waiting 10mins is ridiculous. The first set of data is always sent
By
David Armour
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#53882
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Re: QQQ 1 Minute Data >6years?
15 seconds isn't near long enough to wait for a reach that far back.
for 2019 data, i believe it'd take several minutes (as in > 4) to start
getting any reply messages.
I'd also suggest you request
By
Dale Joyce
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#53881
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Re: QQQ 1 Minute Data >6years?
I get no data. Right now I am running a job starting from 2015-01-01 and working my way forward day by day. Up to now I get nothing returned and I am at 2015-06-01.
My code waits 15secs for the data
By
David Armour
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#53880
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Re: QQQ 1 Minute Data >6years?
What happens when you start the 1min data download with an end-date of 3rd June 2018 or 2nd June 2018?
By
Jürgen Reinold
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#53879
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Re: QQQ 1 Minute Data >6years?
After getting the X11 running with XMing on the WSL setup, I checked the chart again and it is the same as Windows TWS, so the progress I thought I had made was not real.
Tried to load the data from
By
David Armour
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#53878
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Re: QQQ 1 Minute Data >6years?
Hi. I ran TWS Linux in the Windows WSL and managed to get the charts to work properly at and before 5th June 2018. This is a step forward.
I am now going to run my program connecting to that TWS
By
David Armour
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#53877
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