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Re: Current market state (open/closed)

 

I had similar thoughts to the OP, but haven't found anything either, yet.?

But there must be some behaviour in order routing/execution for example, which differs between trading hours and out of trading hours, right?
Based on that one might draw conclusions about the state of the market

Sandro

Am Fr., 6. Aug. 2021 um 08:26?Uhr schrieb Despair <boris@...>:

To my knowledge parsing the contract details is the way to go.


Re: Current market state (open/closed)

 

To my knowledge parsing the contract details is the way to go.


Re: reqFundamentalData not working this week

 

sorry ... fat fingers ... what I wanted to still add:

Our TWS restarts every day at 16:45 Chicago time.
  • Just before restart, all of the 5x7 requests faled axcept for ReportsOwnership for IBM. Tried this several times in a row always with the same result.
  • Right after TWS restart, the 5x4=20 requests mentioned in the previous post succeeded in several tests, and the 5x3=15 mentioned fail all the time.
This is it for me on this topic. Fundamentals is just not a focus for our w


Re: reqFundamentalData not working this week

 

Quick update from my side, so I don't mislead you. After further research, RESC does not provide data for me either. I was looking for error messages yesterday but apparently 430 errors were suppressed in our test bed s, our testbed for some historic reasons.

Here is what I can contribute:
  • In a paper account, our testbed requests all seven types of fundamental data but currently receives data for only four of them: ReportsFinStatements, ReportsFinSummary, ReportSnapshot, ReportsOwnership
  • The other three receive an error 430: ReportRatios, RESC CalendarReport
  • For ReportRatios and RESC the 430 error message has "failed to fetch" attached to the end.
  • For CalendarReport the 430 error message has "Not allowed" attached to the end.
  • Via TWS API this is true for all tested stocks: AAPL, AMZN, IBKR, IBM, PCTY
  • BUT in TWS, FundamentalExplorer has data in all tabs for all of those stocks
One last thing. Our TWS restarts every day at 16:45 Chicago time. At around


Re: How do you deal with partial fills?

 

@ds-avatar Thanks, the commissions are a bit headache as far as whether to choose tiered or fixed. I switched to Tiered for now and will see how that works.

?

@J G Thanks, i think thats it. I just have to wait until the buy order filled completely and then create one sell order. Its as you say, IB does not care that the sell orders are coming from one buy order, it just sees multiple sell orders. So that is something i will have to implement, since it can essentially cut commissions to half ( for sell orders ). I think it means i will have to use openOrder or orderStatus,which i wanted to evade as i am currently creating all sell orders upon on execDetails when "BOT" happe


Re: reqFundamentalData not working this week

 

Same issue.? RESC has not been working since sunday for any ticker I try -- error 430, fundamentals not available.? The other fundamental reports (ReportsFinStatements, ReportSnapshot, ReportsFinSummary) are working fine.

So far I have tried switching gateway versions -- tried 978, 981 and 985 for gateway versions, but no luck so far.? Ditto with switching computers, but all on Windows machines.

Interesting that RESC apparently works fine for some people.? I wonder what is causi


Re: Timing of events

 

Sorry for reviving old thread, but i just wanted to ask if this how it actually works? ie volume in tickSize and price is fired only based on change? If i understand it correctly, that would mean that if trades would be happening in same price, then they are not reported by tickPrice? It seems like that would be the case, since tickPrice never reports same price in a row i think.

-That would mean that tickPrice is not receiving all trades but only when the price changes??
-So if tickPrice fires 1x and tickSize fires 1x, then only one trade at given price and volume occurred. If tickPrice fires 1x, but tickSize fires 2x, then two trades happened at different volumes, but at same price ( which would mean both should be saved ) and vica versa, if tickPrice fires 2x and tickSize fires 1x, then two trades happened both at same volume but different price and again both trades should be saved.

Hope its clear, i just realized, if this is the case, i am essentially missing trade data, if i am only subscribed to tickPrice ( same price, but d


does historical market depth data is available?

 


Current market state (open/closed)

 

I would like to check if the market for a contract is open before sending or modifying an order.

I see the contract specs have a trading hours attribute, but wanted to check if there is another way before parsing the strings and messing with timezones.


Re: best trading platform for IB

 

Thanks a lot Dave. I'll be looking into that concept you explained. It would be ideal if only I had to do my chart work on one platform and have it automatically transfer to my trading platform.


On Tuesday, 3 August 2021, 07:38:44 pm GMT-4, david.walker <david.walker@...> wrote:


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.??


Re: reqFundamentalData not working today

 

same issue, RESC in??reqFundamentalData not working since monday. Anyone has a solution ?


Re: reqFundamentalData not working this week

 

Just requested for AAPL for testing ,even that is not working


Re: reqFundamentalData not working today

 

WSH data works for me. I cant get the 'RESC' data since this week.


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')


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?

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?


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?

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:
Hi all,
?? For some reason, today reqFundamentalData started failing for me.? I have a subscription to the WSH data feed and yesterday was getting successful responses to reqFundamentalData.? Today however I started getting this error out of the blue:
?
INFO: error id=10333366 code=430 msg=The fundamentals data for the security specified is not available.Not allowed
java.lang.Exception: error id=10333366 code=430 msg=The fundamentals data for the security specified is not available.Not allowed
?
?? This seems to say I don't have access to the WSH feed anymore (which isn't the case, I'm still paying for it).? Let me know if anyone else is having this same problem.
?
thanx,
Hunter
?


Re: reqFundamentalData not working this week

 

yes, same issue here, it has stopped working for me for over a week


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?


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


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.