Re: Difference in Execution Via TWS directly and TWS API
Thank you all for the quick support.
I have found the error.
When placing trades from the API, my default setting is "Overprotection Fill On" -- Due to this setting multiple orders placed at an exchange will not go through and single orders will go at a time to the exchange. Due to this setting when we place multiple orders with the same OCA group, there is a chance that the orders will not get executed.?
I have been placing trades via IBController and to change this setting: we need to change the OCA Type option.?
Thank you guys for the help!
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Re: TWS API earning dates..
Yahoo earnings dates are highly inaccurate. Most are missing the crucial information of time (before market open/after close).
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Hey,
Today I had a short sell CFD order bounced for GSK.L. Had a look at
the stock and it's trading pretty normally.
Why would this order get bounced? Why would I be prevented from
shorting GSK.L? Is this an underlier thing or does IB just not want to
accept shorts on this particular stock for some other reason?
Best,
G.
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Re: reqFundamentalData() with reportType = ReportsOwnership
Hi,
I have contacted IB; they told me they are unable to help as the report comes straight from Reuters (see IB answer below). Their advice is to contact Reuters.? Reuters is a huge company but if someone knows which part/service of Reuters is delivering this report; then we could probably make sense?of it.
Regards Bertrand
---
Thank you for contacting Interactive Brokers.
The report you generated is raw data from Reuters. If you would like to understand how to read the file, please contact Reuters for how to read the ownership reports.
If you have further question please contact us:
Thank you
On Wed, May 13, 2020 at 8:58 AM < lun337@...> wrote: Hi,
I have the exact same question.
I believe type 1 are insiders, 3 are ETFs and 7 are in the insurance sector. I didn't find any 4 types nor anything above 7, and I cannot exactly tell the difference between owners in the 2nd, 5th and 6th categories:
2 =?['Canadian Imperial Bank of Commerce', 'Chubb Corp', 'Merrill Lynch & Co Inc', 'Morgan Stanley', 'World Heart Corp', 'Hibernia Corp', 'Deere & Co', "People's United Financial Inc", 'Tompkins Financial Corp', 'Columbia Management Company', 'Danske Bank AS', 'Commonwealth Bank of Australia', 'Perpetual Ltd', 'F&C Asset Management PLC', 'Aberdeen Asset Management (Part of Aberdeen Standard Investments)', 'Fortress Investment Group LLC', 'Natixis', 'Berner Kantonalbank AG', 'Mizuho Trust & Banking Co Ltd', 'First Financial Holding Co Ltd', 'Invesco Capital Management LLC', 'Wunderlich Securities Inc', 'Ronald Blue & Co LLC', 'Boys Arnold & Co Inc', 'Greatmark Investment Partners, Inc.', 'First Personal Financial Services Inc', 'Homrich & Berg Inc', 'Boulegeris Investments Inc', 'Blue Granite Capital, LLC', 'Morgan Creek Capital Management, LLC', 'Atria Investments LLC', "People'S Securities Inc", 'Winslow Evans & Crocker Inc', 'Boston Management and Research', 'H L Investment Advisors LLC', 'Grantham, Mayo, Van Otterloo & Co., LLC', 'Mark Sheptoff Financial Planning LLC', 'AST Investment Services, Inc.', 'Harbourvest Partners, LLC', 'Numeric Investors LLC', 'Fidelity Institutional Asset Management', 'Pioneer Institutional Asset Mgmt Inc', 'Covalent Partners LLC', 'Absolute Return Capital, LLC', 'Davlin Fund Advisors, LLC', 'Woodbury Financial Services Inc', 'Wells Fargo Advisors, LLC', 'Guggenheim Investments', 'Christian Brothers Inv Srvc Inc', 'Nuveen Asset Management Inc', 'Principal Management Corp', 'Ziegler Capital Management LLC', 'Sit Investment Associates Inc', 'Thomas White International Ltd', 'Holland Capital Management LLC', 'Lincoln Investment Advisors Corporation', 'Capstone Financial Advisors Inc', 'Chicago Equity Partners LLC', 'Cupps Capital Management LLC', 'Securian Asset Management, Inc.', 'Winch Advisory Services, LLC', 'Westwood Management Corp', 'Towle & Co', 'Zacks Investment Management Inc', 'D. Scott Neal Inc', 'Jackson National Asset Management, LLC', 'Coe Capital Management, LLC', 'Shaker Investments, L.L.C.', 'Nadler Financial Group, Inc.', 'Mps-Loria Financial Planners,LLC', 'Mader & Shannon Wealth Management, Inc.', 'Eqis Capital Management Inc', 'Claymore Advisors, LLC', 'Mcf Advisors, LLC', 'Brookstone Capital Management LLC', 'Frontier Wealth Management, LLC', 'SignalPoint Asset Management LLC', 'Varde Management, L.P.', 'Legal & General Investment Management America Inc', 'VSR Financial Services Inc', 'Advisors Asset Management', 'ICON Advisers Inc.', 'Madison Street Partners, LLC', 'Brc Investment Management, LLC', 'Boyer & Corporon Wealth Management, LLC', 'USAA Investment Management Company', 'Prospera Financial Services Inc', 'Barrow Hanley Mewhinney & Strauss LLC', 'American Beacon Advisors Inc']
5 = ['Bank of America Corp', 'Bank of Montreal', 'Bank of New York Mellon Corp', 'Bank of Nova Scotia', 'Barclays PLC', 'Berkshire Hathaway Inc', 'BlackRock Inc', 'Citigroup Inc', 'Enterprise Financial Services Corp', 'Fifth Third Bancorp', 'Goldman Sachs Group Inc', 'M&T Bank Corp', 'MetLife Inc', 'Midwestone Financial Group, Inc.', 'Prudential Financial Inc', 'Royal Bank of Canada', 'SEI Investments Co', 'Wells Fargo & Co', 'Westpac Banking Corp', 'American International Group Inc', 'Ameriprise Financial Inc', 'AXA SA', 'Cullen/Frost Bankers Inc', 'Deutsche Bank AG', 'HSBC Holdings PLC', 'JPMorgan Chase & Co', 'Jefferies Group Inc', 'Northern Trust Corp', 'PNC Financial Services Group Inc', 'State Street Corporation', 'Stifel Financial Corp', 'Sun Life Financial Inc', 'SunTrust Banks Inc', 'The Toronto-Dominion Bank', 'US Global Investors Inc', 'UBS Group AG', 'U.S. Bancorp', 'Commerzbank AG', 'Daiwa Securities Group Inc', 'Pinnacle Associates Inc', 'Macquarie Group Ltd', 'Standard Life Aberdeen PLC', 'Aviva PLC', 'U.S. Home Corporation', 'Skandinaviska Enskilda Banken AB', 'Banque Cantonale Vaudoise', 'Sumitomo Mitsui Trust Holdings Inc', 'Coronation Fund Managers Ltd', 'Proequities Inc', 'Parsec Financial Management Inc', 'Carroll Financial Associates Inc', 'Barnett & Co Inc', 'Old North State Trust, LLC', 'Trustcore Financial Services Inc', 'Marco Investment Management LLC', 'ING Investment Management LLC', 'SignatureFD, LLC', 'Delta Asset Management LLC', 'Laurel Wealth Advisors, LLC']
6 =?['Schweizerische Nationalbank', 'Dreyfus Corp', 'DWS Investments UK Limited', 'J.P. Morgan Securities Inc', 'BARCLAYS CAPITAL Inc', 'Sunamerica Asset Management Corp', 'Diam U.S.A. Inc', 'Ameriprise Financial Services Inc', 'Barclays Capital Securities Limited', 'BlackRock Advisors (UK) Ltd', 'BNY Mellon Investment Management', 'BNY Mellon Wealth Management', 'Boston Co Asset Management LLC', 'Calyon', 'FAF Advisors Inc', 'Invesco Asset Management ?sterreich GmbH', 'Invesco KAG mbH', 'J. P. Morgan Chase Bank NA', 'Merrill Lynch International Solutions', 'Morgan Stanley & Co International PLC', 'Pictet Asset Management SA (Junked)', 'Prudential Investment Management Inc', 'QMA LLC', 'Suntrust Capital Markets Inc', 'Putnam Advisory Co LLC', 'Union Bank & Trust Company (Lincoln, NE)', 'Northern Trust Investments N A', 'Sun Life Assurance Company Of Canada', 'Pnc Bank, National Association', 'Susquehanna Financial Group, LLLP', 'Bt Alex Brown Inc', 'Susquehanna Investment Group', 'Fidelity Management and Research Company', 'Barclays Bank (Suisse) SA', 'Credit Agricole Structured Asset Mgmt', 'BMO Capital Markets Corp.', 'U.S. TRUST Co OF DELAWARE', 'Deutsche Asset Mgmt Invst Gesenschaft', 'Morgan Stanley Smith Barney LLC', 'Tontine Associates LLC', 'BMO Global Asset Management', 'Tennessee Consolidated Retirement System', 'Stifel Nicolaus Investment Advisors', 'PNC Wealth Management', 'ROCKEFELLER FINANCIAL LLC', 'ROSEDALE THOMAS B.', 'BOFA SECURITIES, INC.']
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Re: Is there a way of knowing if the market is open?
Off the top of my head, IBIS, VSE, SBF, etc...
There seem to be quite a few
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Re: reqFundamentalData() with reportType = ReportsOwnership
Hi,
I have the exact same question.
I believe type 1 are insiders, 3 are ETFs and 7 are in the insurance sector. I didn't find any 4 types nor anything above 7, and I cannot exactly tell the difference between owners in the 2nd, 5th and 6th categories:
2 =?['Canadian Imperial Bank of Commerce', 'Chubb Corp', 'Merrill Lynch & Co Inc', 'Morgan Stanley', 'World Heart Corp', 'Hibernia Corp', 'Deere & Co', "People's United Financial Inc", 'Tompkins Financial Corp', 'Columbia Management Company', 'Danske Bank AS', 'Commonwealth Bank of Australia', 'Perpetual Ltd', 'F&C Asset Management PLC', 'Aberdeen Asset Management (Part of Aberdeen Standard Investments)', 'Fortress Investment Group LLC', 'Natixis', 'Berner Kantonalbank AG', 'Mizuho Trust & Banking Co Ltd', 'First Financial Holding Co Ltd', 'Invesco Capital Management LLC', 'Wunderlich Securities Inc', 'Ronald Blue & Co LLC', 'Boys Arnold & Co Inc', 'Greatmark Investment Partners, Inc.', 'First Personal Financial Services Inc', 'Homrich & Berg Inc', 'Boulegeris Investments Inc', 'Blue Granite Capital, LLC', 'Morgan Creek Capital Management, LLC', 'Atria Investments LLC', "People'S Securities Inc", 'Winslow Evans & Crocker Inc', 'Boston Management and Research', 'H L Investment Advisors LLC', 'Grantham, Mayo, Van Otterloo & Co., LLC', 'Mark Sheptoff Financial Planning LLC', 'AST Investment Services, Inc.', 'Harbourvest Partners, LLC', 'Numeric Investors LLC', 'Fidelity Institutional Asset Management', 'Pioneer Institutional Asset Mgmt Inc', 'Covalent Partners LLC', 'Absolute Return Capital, LLC', 'Davlin Fund Advisors, LLC', 'Woodbury Financial Services Inc', 'Wells Fargo Advisors, LLC', 'Guggenheim Investments', 'Christian Brothers Inv Srvc Inc', 'Nuveen Asset Management Inc', 'Principal Management Corp', 'Ziegler Capital Management LLC', 'Sit Investment Associates Inc', 'Thomas White International Ltd', 'Holland Capital Management LLC', 'Lincoln Investment Advisors Corporation', 'Capstone Financial Advisors Inc', 'Chicago Equity Partners LLC', 'Cupps Capital Management LLC', 'Securian Asset Management, Inc.', 'Winch Advisory Services, LLC', 'Westwood Management Corp', 'Towle & Co', 'Zacks Investment Management Inc', 'D. Scott Neal Inc', 'Jackson National Asset Management, LLC', 'Coe Capital Management, LLC', 'Shaker Investments, L.L.C.', 'Nadler Financial Group, Inc.', 'Mps-Loria Financial Planners,LLC', 'Mader & Shannon Wealth Management, Inc.', 'Eqis Capital Management Inc', 'Claymore Advisors, LLC', 'Mcf Advisors, LLC', 'Brookstone Capital Management LLC', 'Frontier Wealth Management, LLC', 'SignalPoint Asset Management LLC', 'Varde Management, L.P.', 'Legal & General Investment Management America Inc', 'VSR Financial Services Inc', 'Advisors Asset Management', 'ICON Advisers Inc.', 'Madison Street Partners, LLC', 'Brc Investment Management, LLC', 'Boyer & Corporon Wealth Management, LLC', 'USAA Investment Management Company', 'Prospera Financial Services Inc', 'Barrow Hanley Mewhinney & Strauss LLC', 'American Beacon Advisors Inc']
5 = ['Bank of America Corp', 'Bank of Montreal', 'Bank of New York Mellon Corp', 'Bank of Nova Scotia', 'Barclays PLC', 'Berkshire Hathaway Inc', 'BlackRock Inc', 'Citigroup Inc', 'Enterprise Financial Services Corp', 'Fifth Third Bancorp', 'Goldman Sachs Group Inc', 'M&T Bank Corp', 'MetLife Inc', 'Midwestone Financial Group, Inc.', 'Prudential Financial Inc', 'Royal Bank of Canada', 'SEI Investments Co', 'Wells Fargo & Co', 'Westpac Banking Corp', 'American International Group Inc', 'Ameriprise Financial Inc', 'AXA SA', 'Cullen/Frost Bankers Inc', 'Deutsche Bank AG', 'HSBC Holdings PLC', 'JPMorgan Chase & Co', 'Jefferies Group Inc', 'Northern Trust Corp', 'PNC Financial Services Group Inc', 'State Street Corporation', 'Stifel Financial Corp', 'Sun Life Financial Inc', 'SunTrust Banks Inc', 'The Toronto-Dominion Bank', 'US Global Investors Inc', 'UBS Group AG', 'U.S. Bancorp', 'Commerzbank AG', 'Daiwa Securities Group Inc', 'Pinnacle Associates Inc', 'Macquarie Group Ltd', 'Standard Life Aberdeen PLC', 'Aviva PLC', 'U.S. Home Corporation', 'Skandinaviska Enskilda Banken AB', 'Banque Cantonale Vaudoise', 'Sumitomo Mitsui Trust Holdings Inc', 'Coronation Fund Managers Ltd', 'Proequities Inc', 'Parsec Financial Management Inc', 'Carroll Financial Associates Inc', 'Barnett & Co Inc', 'Old North State Trust, LLC', 'Trustcore Financial Services Inc', 'Marco Investment Management LLC', 'ING Investment Management LLC', 'SignatureFD, LLC', 'Delta Asset Management LLC', 'Laurel Wealth Advisors, LLC']
6 =?['Schweizerische Nationalbank', 'Dreyfus Corp', 'DWS Investments UK Limited', 'J.P. Morgan Securities Inc', 'BARCLAYS CAPITAL Inc', 'Sunamerica Asset Management Corp', 'Diam U.S.A. Inc', 'Ameriprise Financial Services Inc', 'Barclays Capital Securities Limited', 'BlackRock Advisors (UK) Ltd', 'BNY Mellon Investment Management', 'BNY Mellon Wealth Management', 'Boston Co Asset Management LLC', 'Calyon', 'FAF Advisors Inc', 'Invesco Asset Management ?sterreich GmbH', 'Invesco KAG mbH', 'J. P. Morgan Chase Bank NA', 'Merrill Lynch International Solutions', 'Morgan Stanley & Co International PLC', 'Pictet Asset Management SA (Junked)', 'Prudential Investment Management Inc', 'QMA LLC', 'Suntrust Capital Markets Inc', 'Putnam Advisory Co LLC', 'Union Bank & Trust Company (Lincoln, NE)', 'Northern Trust Investments N A', 'Sun Life Assurance Company Of Canada', 'Pnc Bank, National Association', 'Susquehanna Financial Group, LLLP', 'Bt Alex Brown Inc', 'Susquehanna Investment Group', 'Fidelity Management and Research Company', 'Barclays Bank (Suisse) SA', 'Credit Agricole Structured Asset Mgmt', 'BMO Capital Markets Corp.', 'U.S. TRUST Co OF DELAWARE', 'Deutsche Asset Mgmt Invst Gesenschaft', 'Morgan Stanley Smith Barney LLC', 'Tontine Associates LLC', 'BMO Global Asset Management', 'Tennessee Consolidated Retirement System', 'Stifel Nicolaus Investment Advisors', 'PNC Wealth Management', 'ROCKEFELLER FINANCIAL LLC', 'ROSEDALE THOMAS B.', 'BOFA SECURITIES, INC.']
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I have the same problem but I could not tell the exact number of the lag. I sent order at 57 seconds then found it was filled at 56 seconds.
I have the same? problem ... IB log timestamp is 600 ms after my log so IB recieve order 600 ms before I send the order!
Any explanation or solution found?
Maths
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Re: The last bar delivered in intra-day historical data is complete
ps:?Levente, I forgot to mention - it is probably better to modify your decision-making logic to not completely ignore those "not complete bar" updates. If for example price went though some expected key-level, then your filtering would?make your algo to know about that news only "half bar later". Example: you have?stops,which you don't want to submit to broker until certain move against you, so those "not complete" bars can ring the bell on sharp market moves few seconds before your "complete bar" does.
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Re: The last bar delivered in intra-day historical data is complete
Hi?Levente,
There's no way to tell IB not to send incomplete bar, but there are 2 ways to solve this: ? 1) construct?endDateTime argument in your?reqHistoricalData to be the nearest timestamp multiple to 5-minutes interval starting at hour begin timestamp. ? 2) calculate time difference between time when you got the bar and the timestamp that bar carries and discard the bar with timestamp closer than 5 minutes
In case you set keepUpToDate to 'false' you only need to analyse the last received bar (and you'd drop on average 997 times of 1000 trials since hitting exact 1 second in 5 minutes window is?1/(5*60) = 0.00(3).? :) The second method can be useful also for cases when?keepUpToDate is set to 'true' and you're getting few updates per second even when you requested 5-minute bars.?
All the "incomplete" bars would be discarded and only when last update for current 5-sec bar is coming, which IB usually send with up to 1.5 seconds pass the actual closing time (example: bar carry timestamp 10:53:00, last update on that bar you? get around 10:53:06.042, which is 1.042 seconds pass the actual theoretical bar end). IB seems to be consistent sending those "last update" bars even for thin traded instruments. If you look at the chart while getting those "no events" filler bar updates you'll see chart just drawing yellow horizontal dash lines (like a flat bars with all 4 prices OHLC having the exact same value). I haven't seen more than one IB's bar to satisfy this way of filtering, but theoretically due to some network delays I guess you might see few times a day 2 bar updates passing this "filter" thus both would pretend to be "complete bar". If you ever go this road, let us know if you saw any!-)
Cheers, Dmitry Shevkoplyas
Gents
Below are the last few lines of a 5-minute historical data reply from IB:
2020-05-08 19:05:22,643 INFO? - IB -> HistoricalData -> requestId=[1794], time=[20200508? 18:45:00], open=[184.75], high=[184.87], low=[184.67], close=[184.7], volume=[1723], wap=[184.773], count=[750], hasGaps=[false]
2020-05-08 19:05:22,643 INFO? - IB -> HistoricalData -> requestId=[1794], time=[20200508? 18:50:00], open=[184.71], high=[184.82], low=[184.7], close=[184.8], volume=[1242], wap=[184.757], count=[543], hasGaps=[false]
2020-05-08 19:05:22,643 INFO? - IB -> HistoricalData -> requestId=[1794], time=[20200508? 18:55:00], open=[184.8], high=[184.94], low=[184.72], close=[184.92], volume=[2006], wap=[184.852], count=[788], hasGaps=[false]
2020-05-08 19:05:22,643 INFO? - IB -> HistoricalData -> requestId=[1794], time=[20200508? 19:00:00], open=[184.92], high=[184.96], low=[184.86], close=[184.94], volume=[1593], wap=[184.903], count=[700], hasGaps=[false]
2020-05-08 19:05:22,643 INFO? - IB -> HistoricalData -> requestId=[1794], time=[20200508? 19:05:00], open=[184.95], high=[184.96], low=[184.9], close=[184.91], volume=[119], wap=[184.931], count=[38], hasGaps=[false]
2020-05-08 19:05:22,643 INFO? - IB -> HistoricalData -> requestId=[1794], time=[finished-20200507? 19:05:22-20200508? 19:05:22], open=[-1.0], high=[-1.0], low=[-1.0], close=[-1.0], volume=[-1], wap=[-1.0], count=[-1], hasGaps=[false]
The last bar before the finished message, the one with time=[20200508? 19:05:00], is incomplete. The five minute period starting at 19:05 just started, I did the request at 19:05:22, and IB still delivered a 5 minute bar with starting timestamp 19:05:00.
Is there a way to tell IB not to send this incomplete candle? Or is there a good way to detect that it is incomplete?
Of course I can look at the timestamp,?but the incomplete bar could have been received just a second before the 5 min period closed, and my local clock could also be a little bit off, so I don't think this is a bulletproof solution.
Best,
Levente
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Re: Is there a way of knowing if the market is open?
Must be Euronext (Paris, Amsterdam, ...). There appear to be similar closing auction rules on Xetra and Swiss exchange but the closing auction ordering block is accounted for in the difference between liquid and trading hours in contract details. For some reason this is not the case for Euronext stocks (Dassault Avia, Unilever NV) as they have no liquid hours text per IB's website with contract details (.
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Re: Is there a way of knowing if the market is open?
Dominic, out of curiosity what exchange is it which you can't get an order traded on and would you mind confirming if it is during LiquidHours? Are there many exchanges like that?
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Re: The last bar delivered in intra-day historical data is complete
there is "keepuptodate" field in reqhistoricaldata() you can set to true / false to send unfinished candle or not.?
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Re: Is there a way of knowing if the market is open?
Yes, thats right. I always verify asset detailed times insted of market data?
En martes, 12 de mayo de 2020 13:18:47 CEST, <dominic.keeley@...> escribió:
So if I understand correctly we are looking at the same thing, the Trading Hours and Liquid Hours fields from the ContractDetails?
tradingHours = 20200512:0900-20200512:1740;20200513:0900-20200513:1740;20200514:0900-20200514:1740;20200515:0900-20200515:1740;20200516:CLOSED;20200517:CLOSED;20200518:0900-20200518:1740;20200519:0900-20200519:1740;20200520:0900-20200520:1740;20200521:0900-20200521:1740;20200522:0900-20200522:1740;20200523:CLOSED;20200524:CLOSED;20200525:0900-20200525:1740;20200526:0900-20200526:1740;20200527:0900-20200527:1740;20200528:0900-20200528:1740;20200529:0900-20200529:1740;20200530:CLOSED;20200531:CLOSED;20200601:0900-20200601:1740;20200602:0900-20200602:1740;20200603:0900-20200603:1740;20200604:0900-20200604:1740;20200605:0900-20200605:1740;20200606:CLOSED;20200607:CLOSED;20200608:0900-20200608:1740;20200609:0900-20200609:1740;20200610:0900-20200610:1740;20200611:0900-20200611:1740;20200612:0900-20200612:1740;20200613:CLOSED;20200614:CLOSED;20200615:0900-20200615:1740
liquidHours
If so the exchanges I am looking at don't have detailed times that includes the closing auction :-(
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Re: Is there a way of knowing if the market is open?
So if I understand correctly we are looking at the same thing, the Trading Hours and Liquid Hours fields from the ContractDetails?
tradingHours = 20200512:0900-20200512:1740;20200513:0900-20200513:1740;20200514:0900-20200514:1740;20200515:0900-20200515:1740;20200516:CLOSED;20200517:CLOSED;20200518:0900-20200518:1740;20200519:0900-20200519:1740;20200520:0900-20200520:1740;20200521:0900-20200521:1740;20200522:0900-20200522:1740;20200523:CLOSED;20200524:CLOSED;20200525:0900-20200525:1740;20200526:0900-20200526:1740;20200527:0900-20200527:1740;20200528:0900-20200528:1740;20200529:0900-20200529:1740;20200530:CLOSED;20200531:CLOSED;20200601:0900-20200601:1740;20200602:0900-20200602:1740;20200603:0900-20200603:1740;20200604:0900-20200604:1740;20200605:0900-20200605:1740;20200606:CLOSED;20200607:CLOSED;20200608:0900-20200608:1740;20200609:0900-20200609:1740;20200610:0900-20200610:1740;20200611:0900-20200611:1740;20200612:0900-20200612:1740;20200613:CLOSED;20200614:CLOSED;20200615:0900-20200615:1740
liquidHours
If so the exchanges I am looking at don't have detailed times that includes the closing auction :-(
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Re: Is there a way of knowing if the market is open?
contractDetails as you mentioned. Trading or liquid hours field of contract object returns a ; string value with Timeframes where trading is available. I then persist them? on a JSON value on database which is always validated before sending any order, please have a look below on my github just in case.
En martes, 12 de mayo de 2020 12:07:01 CEST, <dominic.keeley@...> escribió:
Oh really? What API call is that?
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Re: Is there a way of knowing if the market is open?
Oh really? What API call is that?
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Re: Is there a way of knowing if the market is open?
Well, intervals of available trading hours are available on callback response, in fact, futures? have some non trading hours (fifteen minutes) where orders cant be sent.?
En martes, 12 de mayo de 2020 11:29:09 CEST, <dominic.keeley@...> escribió:
A word of caution. We are trading stocks on some European exchanges. In some cases the trading hours reported in TWS (or from the API) don't reflect the full situation regarding whether you can get an order filled, e.g. the closing time is listed as 17:40 but the exchange has an auction period from 17:30 till 17:40 so you can't actually get a fill for normal orders after 17:30. I haven't so far found this information anywhere on IB...
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Re: Is there a way of knowing if the market is open?
A word of caution. We are trading stocks on some European exchanges. In some cases the trading hours reported in TWS (or from the API) don't reflect the full situation regarding whether you can get an order filled, e.g. the closing time is listed as 17:40 but the exchange has an auction period from 17:30 till 17:40 so you can't actually get a fill for normal orders after 17:30. I haven't so far found this information anywhere on IB...
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Re: Is there a way of knowing if the market is open?
David, You van do a reqContractDetails for An Asset on that exchange, the opening hours are returned in a callback. Best, Herman.
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IBApi.Execution (or otherwise) that details actual impacted account from trades in a Model Portfolio, rather than the FA Account?
Hey Everyone,
When an order is placed in a (FA) Model Portfolio, TWS can show which actual client accounts executed what trades as part of the trade.
But doing a reqExecutions against the API returns the master account code for the trades, rather than the client accounts.? Is there a way to know what the real executions were and against which real client accounts, via the API?
Cheers.
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Dmitry Shevkoplyas