Re: Python API. Getting historical data in paper trading but not in live account
Thank you for the information. I was testing them on 2 different computers I guess that's why. I have another question.? Last time I checked with an IB technical support they told me that only one peer can access living data feeding, and, if you try to access history data
with your script,? the?gateway (no matter it's tws or ib gateway) must have the living data access.? So,? can you access living data feeding on both TWS and Gateway?
simultaneously?? thanks??
On Mon, 30 Aug 2021 at 19:42, Richard L King < rlking@...> wrote: Yes you can login to your live account and paper trading account simultaneously. But you have to have both TWS/Gateways running on the same computer. ? I do this all day every trading day, and have done every since the paper trading account was introduced back in the mid-2000s. ? I've attached a screenshot showing this. ? ? ? Paper trading account shares same data feeding with a live account. you just can't login both account simultaneously
-- Best Regards, Annie Yang ------------------------------------------
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Re: Python API. Getting historical data in paper trading but not in live account
I should clarify I am not trying to log into both accounts at the same time. ?The python script is working on the paper trading account, but it is not working on the regular login. ?I have two accounts a margin account and a TFSA account, So I wonder if the program needs to specify a login account.
Allan in Toronto.
--
Allan in Toronto.
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Re: Python API. Getting historical data in paper trading but not in live account
I should clarify I am not trying to log into both accounts at the same time. ?The python script is working on the paper trading account, but it is not working on the regular login. ?I have two accounts a margin account and a TFSA account, So I wonder if the program needs to specify a login account.
Allan in Toronto.
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Re: Trade Log for the last 7 days
Thank you, Richard.? I do have the 'Last 7 days' checked in the TWS UI under Trade Log.? If I figure out how to get?reqExecutions to return something via python implementation, it would confirm that their documentation stating "only those executions occurring since midnight for that particular account will be delivered" is not accurate..
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Re: Trade Log for the last 7 days
Thank you, Jurgen!? I was not aware of the auto export feature.? I just got?trades.20210830.csv generated.
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Re: Trade Log for the last 7 days
You can get executions for up to the past 7 days via the API from TWS (but not the Gateway) by setting the 'Show trades for' dropdown in the Trades Log window to 'Last 7 Days'. ? Richard ? ?
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From: [email protected] <[email protected]> On Behalf Of 闯ü谤驳别苍 Reinold via groups.io
Sent: 31 August 2021 00:01
To: [email protected]
Subject: Re: [TWS API] Trade Log for the last 7 days? I am not aware of TWS API requests for trade executions that go back several days, Mark. But maybe the built-in TWS "Export Trade Reports Periodically" feature works for you. In TWS take a look at 'File -> Global Configuration -.> Configuration -> Export Trade Reports'. The default columns contain only the most basic fields (not even the execution ID) but you can add additional fields as needed. You will have one CSV file per day named "trades.YYYYMMDD.csv" and TWS does not delete any of these files. 闯ü谤驳别苍 On Mon, Aug 30, 2021 at 05:16 PM, Mark Dabrowski wrote: How does one get?Trade Log for the last 7 days programmatically,
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Re: Python API. Getting historical data in paper trading but not in live account
Yes you can login to your live account and paper trading account simultaneously. But you have to have both TWS/Gateways running on the same computer. ? I do this all day every trading day, and have done every since the paper trading account was introduced back in the mid-2000s. ? I've attached a screenshot showing this. ? ?
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From: [email protected] <[email protected]> On Behalf Of Annie Yang
Sent: 30 August 2021 21:55
To: [email protected]
Subject: Re: [TWS API] Python API. Getting historical data in paper trading but not in live account? Paper trading account shares same data feeding with a live account. you just can't login both account simultaneously
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Re: Trade Log for the last 7 days
I am not aware of TWS API requests for trade executions that go back several days, Mark. But maybe the built-in TWS "Export Trade Reports Periodically" feature works for you.
In TWS take a look at 'File -> Global Configuration -.> Configuration -> Export Trade Reports'. The default columns contain only the most basic fields (not even the execution ID) but you can add additional fields as needed. You will have one CSV file per day named "trades.YYYYMMDD.csv" and TWS does not delete any of these files.
闯ü谤驳别苍
On Mon, Aug 30, 2021 at 05:16 PM, Mark Dabrowski wrote:
How does one get?Trade Log for the last 7 days programmatically,
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Trade Log for the last 7 days
How does one get?Trade Log for the last 7 days programmatically, and are there any working examples in ruby or python?
1) TWS API
As per?
"Important:?only those executions occurring since midnight for that particular account will be delivered."
I have Positions, Balances, and trades inplemented, so the TWS API would be preferred.
2) I have been web scraping webtrader, but it's going away 10/1/2021
3) REST API
"Returns a list of trades for the currently selected account for current day and six previous days."
4) Set up "Daily Trade Report" in Client Portal, have posting to ftp enabled, parse the html once a day after it posts around 5:30 pm EST
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Re: Python API. Getting historical data in paper trading but not in live account
Paper trading account shares same data feeding with a live account. you just can't login both account simultaneously
Anyone running into this problem?
I have two IB accounts, and I’m thinking I need to declare the account number?
it is not a port number issue.
thanks.
a.
--
Allan in Toronto.
-- Best Regards, Annie Yang ------------------------------------------
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Python API. Getting historical data in paper trading but not in live account
Anyone running into this problem?
I have two IB accounts, and I’m thinking I need to declare the account number?
it is not a port number issue.
thanks.
a.
--
Allan in Toronto.
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Re: Slow response on TWS Desktop Application
Many find a stable TWS version and do not update until they are forced by IB. This reduces unplanned surprises.
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On 8/30/2021 3:11 PM, Obiwan23 wrote: anyone ? any ideas/suggestions to check ?
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Slow response on TWS Desktop Application
Hi,
Is anybody experiencing slow response even hangs today ? I'm suspicious about today's auto update which puts application to 10.10.2f level.
My API application, market data subscriptions/scanners running well but sometimes clicking is impossible on any stock/order on TWS screen.Stopping API and all subscriptions did not help a lot.
When I check Task manager I see TWS using really high amount of CPU(more than %30).
anyone ? any ideas/suggestions to check ?
Thanks in advance
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Re: Data Feed that is identical to IB tickByTick data
Denali data feed provided with Sierra Chart package 12 is also tick by tick.
The Denali Exchange Data Feed provides real-time and historical data for the CME, CBOT, NYMEX, COMEX, and EUREX exchanges.Up to 1400 levels of market depth data per side (bid/ask) is provided for CME, CBOT, NYMEX, and COMEX.
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Re: Data Feed that is identical to IB tickByTick data
Rithmic, that also delivers MBO
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Re: Data Feed that is identical to IB tickByTick data
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You will have to look very hard to find a tick by tick data feed that is as bad (identical as you call it) as Interactive Brokers 4 times per second filtered burst feed.
I have tested this for years. It's very simple, there is no retail unfiltered correct tick by tick data feed on the market. Not even sierracharts own datafeed, whatever the kiwis tell you.
Closest that I have seen compared to what I have worked with in Chicago is TT, and that's it.
If you are so worried about correct datafeeds and latency, then why are you even using python, it's 200 times slower than Java and C++ for example and totally not fit for purpose in this domain.
Good luck.
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Re: Data Feed that is identical to IB tickByTick data
You will have to look very hard to find a tick by tick data feed that is as bad (identical as you call it) as Interactive Brokers 4 times per second filtered burst feed.
I have tested this for years. It's very simple, there is no retail unfiltered correct tick by tick data feed on the market. Not even sierracharts own datafeed, whatever the kiwis tell you.
Closest that I have seen compared to what I have worked with in Chicago is TT, and that's it.
If you are so worried about correct datafeeds and latency, then why are you even using python, it's 200 times slower than Java and C++ for example and totally not fit for purpose in this domain.
Good luck.
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Re: TagValue Implementation, Java, Q: HistoricalData
闯ü谤驳别苍 Reinold,
?
Sorry, visibility on the github URL was earlier set as “private”. Now its set to public.
?
The “Collaboration” is an easy join.
?
I really hope to learn this TagValue thing.
?
?
Thank you,
Rv
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Re: Data Feed that is identical to IB tickByTick data
But i don't think you will find a better deal than at? ..
On Sat, Aug 28, 2021 at 8:28 PM Yair Altman < altmany@...> wrote: IQFeed costs ~$100/mo for a basic subscription + extra depending on your requested data. See?
Low-latency tick-by-tick data for multiple streaming symbols is provided via a locally-installed client (IQConnect) that is a native Windows program; on Linux/MacOS it can be used via emulators (e.g. wine).
API communication with IQConnect consists of socket-based comma-delimited text messages. I provide an off-the-shelf wrapper for Matlab (), and you can create a similar one for Python. Access to IQFeed API's documentation requires a developer license (I believe ~$300/yr but I'm not sure exactly, talk to them).?
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Re: Data Feed that is identical to IB tickByTick data
IQFeed costs ~$100/mo for a basic subscription + extra depending on your requested data. See?
Low-latency tick-by-tick data for multiple streaming symbols is provided via a locally-installed client (IQConnect) that is a native Windows program; on Linux/MacOS it can be used via emulators (e.g. wine).
API communication with IQConnect consists of socket-based comma-delimited text messages. I provide an off-the-shelf wrapper for Matlab (), and you can create a similar one for Python. Access to IQFeed API's documentation requires a developer license (I believe ~$300/yr but I'm not sure exactly, talk to them).?
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Annie Yang
Francois G
Yair Altman