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Re: reqFundamentalData not working today
this is error I got for PCTY, even AAPL I have the same problem, exact code worked 2 weeks ago
Error 430, reqId 8: The fundamentals data for the security specified is not available.failed to fetch, contract: Contract(secType='STK', conId=146404668, symbol='PCTY', exchange='SMART', primaryExchange='NASDAQ', currency='USD', localSymbol='PCTY', tradingClass='NMS') |
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Re: reqFundamentalData not working this week
RESC type data works fine for me, but which equity are your requesting for? Maybe there is just no data for it?
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Also, where does that error description come from? According to error 430 is "We are sorry, but fundamentals data for the security specified is not available." JR On Wed, Aug 4, 2021 at 01:36 PM, rajmahal wrote: Hi Everyone , for?reqFundamentalData function. I am geting this error since monday "Error 430, reqId 3: The fundamentals data for the security specified is not available.failed to fetch" . reportType='RESC'. Let me know if any one else are having this same problem? |
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Re: reqFundamentalData not working today
Works fine for me, but which datatype are you requesting for which equity? Maybe there is just no data for it?
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Also, where does that error description come from? According to error 430 is "We are sorry, but fundamentals data for the security specified is not available." JR On Wed, May 19, 2021 at 02:38 PM, Hunter C Payne wrote:
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reqFundamentalData not working this week
Hi Everyone , for?reqFundamentalData function. I am geting this error since monday "Error 430, reqId 3: The fundamentals data for the security specified is not available.failed to fetch" . reportType='RESC'. Let me know if any one else are having this same problem?
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Re: Blocked by Refinitiv?
TWS does establish an SSL encrypted connection to port 443 at api.ibkr.com when fundamentals need to be requested. So you might want to check whether your network security software, firewall, or ISP blocks those connections intermittently. Would surprise me, though, since this is is no different than your browser going to https::/google.com.
You can check with your browser whether the connection works from your system. Just type in the address bar (not the search bar). You will see just a white page (and no error message) and you can verify the established connection by clicking the padlock in the address bar. JR |
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Re: Blocked by Refinitiv?
Thanks for your reply. The Fundamentals Explorer was indeed not working once, but it is now back to normal. I tested several symbols. Occasionally in TWS something like 'the application requires api.ibkr.com connection which is blocked by your network' pops up. Other data requests like ReportSnaphot or?ReportsFinStatements?work fine. |
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Re: How do you deal with partial fills?
On Wed, Aug 4, 2021 at 04:15 AM, Luke wrote:
Also often the buy order has partial fills, my current system sends for each fill separate sell order, so if i got it right, i need to create one sell order with full position otherwise its treated as separate sell orders altho they were created based on one buy order?This explains it. You mention that for each partial fill on a buy order you generate a separate sell order. Each of these sell orders are treated by IB as separate and incur commission. Your IB account is a net account, so they don't link your sell orders to your buy orders. So IB won't think "this was one buy order, so we'll consider this bunch of sell orders as one order". IB sees that you have a current position of 246 shares, and that you are selling some portion of that position. They don't care how you came about to have these 246 shares. I can suggest two possible ways of handling the situation: (1) You wait until your entire buy order has been filled. So you wait until the quantity of "remaining shares" has gone down to zero. Then you place your one sell order for the entire position size you have in your account. Or, (2) If your buy order does not seem to fill completely you can cancel it after waiting a while. This will cancel the remaining portion which has not yet been filled. Then you can place one sell order for the total position quantity in your portfolio. |
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Re: best trading platform for IB
I have used MulitCharts quite a bit.? Charting is sophisticated and can do what you're asking above. It also has a powerful module for Portfolio trading (as part of their 'Advanced Strategy Pack'), but it doesn't quite handle thousands of instruments, which is why I moved to writing my own API client.? From an IB point of view you have to manually? map every instrument from your data source to IB broker (if you're not using IB for data) - this is incredibly time consuming (I had to write a screen based macro to do it for thousands of instruments).? MC also costs quite a bit of money, from memory about US$2k with the ASP.??
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Re: How do you deal with partial fills?
If this was a single sell order then separate executions should not have been subjected to the $1.00 minimums as they were, because this is a per-order minimum. You could raise this issue with IB support.
That said, with the fixed commissions schedule minimum commission of $1.00 for each order fulfilled, since there is a very limited number of ways you can control partial fills, you might end up selling your home to cover these minimums if you create matching orders for each execution of an initiating order. You will see odd lot executions just for a single or a few shares quite frequently because the execution algorithm just scans the market for all available best matches irrespective of size. One way to avoid the minimums without changing the method is to switch to the tiered schedule but it only has a pretty narrow sweetspot when trading small volumes, and the total cost per share is likely going to be higher than on optimized fixed schedule (optimized meaning NOT matching each execution with a separate order). As a half-measure you can configure the execution algorithm to maximize fill size by going into TWS configuration setting and tinkering with order routing settings, but it will only get you so far while impeding execution speed and possibly price. (There are also ways to optimize tiered costs but they are less than straightforward and are married to specific trading goals and strategies.) |
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Re: Option Model IV and Model Pricesvg
B On Fri, Jul 30, 2021, 4:31 PM Crow <aaroncook394@...> wrote:
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Re: Blocked by Refinitiv?
Well, according to error 430 is "We are sorry, but fundamentals data for the security specified is not available."
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Maybe the data you are requesting is just not available. Did you try the "Fundamentals Explorer" in TWS for that stock? JR On Tue, Aug 3, 2021 at 03:18 PM, inito wrote:
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Blocked by Refinitiv?
Hey, With this request I normally get EPS estimates. I would request this data for all SP500 components. fundamentals = ib.reqFundamentalData(stock, 'RESC') |
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Re: How do you deal with partial fills?
@ds-avatar Also often the buy order has partial fills, my current system sends for each fill separate sell order, so if i got it right, i need to create one sell order with full position otherwise its treated as separate sell orders altho they were created based on one buy order? That would rather complicate things :/ |
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Re: How do you deal with partial fills?
Each fill is a separate transaction for which commissions are separately accrued, but the sum thereof should not exceed the total for the entire order, with the minimum charge of 1.00 for the fixed commissions schedule going to the first execution if memory serves me right (I'm on tiered now). Judging by commissions, your screenshot suggests to me separate sell orders. With the fixed commissions schedule, the total for a single order of 246 shares should be $1.23, the same as for your buy order. If you placed just a single sell order, could it be that it was some kind of complex order that was interpreted by IB as multiple orders?
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Re: best trading platform for IB
Nick
NinjaTrader is the only platform I have used. I used it because the charts were way better for me than the TWS charts.
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I haven't researched this in a while but there used to be a handful of platforms that work with IB. On 8/2/2021 2:39 PM, conrad modica via groups.io wrote:
Thanks Nick. Have you tried other platforms? |
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forward adjustment factor
Hi, is there any way to query if there will be a split or dividend (maybe also buybacks, spin offs and merges) in a given name to build an adjustment factor database?
My goal is to save daily OHLC data on selected names and do backward adjustment as described in with the forward factors. |
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Re: After loss and regain of internet connection - login credentials are required
We have not seen this in a very long time. It happened before and for a few months after they introduced the automatic re-login between Sundays feature.
For how long was your TWS disconnected from IB? When did this happen? We do see disconnect (error 1100) and reconnect (1102) events pretty much every night during the maintenance window.but TWS properly reconnects and authenticates automatically. The disconnect period is about 90sec to 3 minutes and usually starts just after 23:20 Chicago time (see data table below). During that time, TWS makes relogin attempts every few seconds (10 to 30 times) and operation continues normally as soon as login succeeds.
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