As Richard says it, you most probably didn't spent enough time looking at the API.
And probably nobody here will answer such a huge question
Because That's a HUGE job! your dealing here, +1 man/year for professional outcome
This job it encompass a lot of different calls and methodology.
Exemple:
In order to receive News your first need to make calls to get info about the codes for the news system you look for then establish your preferred news feeder using appropriate news pseudo symbols, and susbcribe to it.
You also will need to never forget to cancel your subscriptions when you close windows or change ticker or you will rapidely hit call limits on wasted subscriptions.
?
Exemple:
"NBBO" that's another call system
"Buy/Sell"
Ordering system is pretty powerful but a Pandora box, so many different calls needed that it worth a full time engineer on it.
In general
1- You have to familiarize yourself with "ticks" to get fundamentals info and be ready to handle fact that not every fundamentals are available (456 for example (dividends) is not always available,
you will be notified trough the error handling system (not always but that's on some odd tickers)
2- Just see what is a "conid" and where it is used. That give a path to the job
If you don't know what is a conid don't even post a question :-)
3- You should also be ready to handle variety of answers from IBKR including error handling and exception handling,
that's NOT an option even for a evaluation code.
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Re: List all contracts for which an account has access to live data
Here is another URL that lists the contracts for an exchange.? The output is still HTML but the format is a bit easier to parse into objects.
?
?
To get a list of contracts:
Select a Market Center from the drop-down.
Enter an asterisk in Company Name/Index.
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Locked
Re: Looking for a technical resource to hire for some code help
If you want to follow up on this request, please reach out to Alan directly.
I'm locking this topic now as we did in the past.
闯ü谤驳别苍 Reinold, Moderator
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Locked
Re: Looking for a technical resource to hire for some code help
Hi, I’m interested in helping. I have experience with ibapi, python and c++.
?
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Re: TWS Gateway: Requested market data is not subscribed
works well for us and you read that table correctly. I see no reason why "IB Gateway" should act any different from TWS for the purpose of data sharing and believe the term "TWS" includes "IB Gateway".
I am wondering whether it just takes (took) a little time for your sharing setting change to propagate to the entire IBKR infrastructure. Certain subscription changes, for example, may not take place until after the nightly maintenance window.
闯ü谤驳别苍
toggle quoted message
Show quoted text
On Fri, May 20, 2022 at 11:36 AM, Kanda Bongo wrote:
Will use reqContractDetails as well.?
With regards to , I ran into some difficulties. If I understand the first table on the page correctly, both the paper and the live sessions should have access to live data simultaneously if run from the same device. That does not seem to work. My steps:
1) Logged into the client portal and set up sharing of live data with the paper account in Account Settings - Account Configuration - Paper Trading Account
2) Logged out of the client portal.
3) Started an instance of the IB gateway and used it to log into the live account.
4) Started another instance of the IB gateway (on the same device) and used it to log into the paper account.
5) Ran the script above against the live account and got live data.
6) Ran the script above against the paper account and got "Requested market data is not subscribed".
I then exited both instances and started a new one with the paper account. That session got access to live data without problems.
Am I reading the table wrong? Or has it got something to do with the IB Gateway? I see it is not mentioned in the notes at the bottom of .
Thanks.
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Re: TWS Gateway: Requested market data is not subscribed
Will use reqContractDetails as well.?
With regards to , I ran into some difficulties. If I understand the first table on the page correctly, both the paper and the live sessions should have access to live data simultaneously if run from the same device. That does not seem to work. My steps:
1) Logged into the client portal and set up sharing of live data with the paper account in Account Settings - Account Configuration - Paper Trading Account
2) Logged out of the client portal.
3) Started an instance of the IB gateway and used it to log into the live account.
4) Started another instance of the IB gateway (on the same device) and used it to log into the paper account.
5) Ran the script above against the live account and got live data.
6) Ran the script above against the paper account and got "Requested market data is not subscribed".
I then exited both instances and started a new one with the paper account. That session got access to live data without problems.
Am I reading the table wrong? Or has it got something to do with the IB Gateway? I see it is not mentioned in the notes at the bottom of .
Thanks.
|
Thank you for your kind words, Richard, JG and CP. As Richard said, it’s an hono(u)r and a privilege to? be closely associated with the group. I learn from pretty much every new topic since it makes me look at the API from an angle/question that we would ordinarily not ask ourselves. And we get exposed to functions we generally do not use. I even found issues and made improvements to our framework based upon group discussions.
But Richard deserves the bulk of the appreciation. Not only since he led, grew, and contributed significantly to the TWS API group for just about 20 years (and not to forget about IBC), but also for having developed robust procedures for the management and maintenance of a community of 6,000 members. It provided me a friction-less transition into the moderator role.
Looking forward to many more beneficial topics and discussion.
闯ü谤驳别苍
On Fri, May 20, 2022 at 04:40 AM, Richard L King wrote:
Thanks.
?
I presume that's the number of digests since the platform moved to the groups.io platform five years ago?
?
But the group history goes back much further than that in its Yahoo incarnation: I joined the group on 2 May 2003, and there were already some thousands of posts. The very first post was on 6 August 2002 (see /g/twsapi/message/1).
?
I'm very pleased with the way the group has provided so much help to so many TWS API users over the years, and it has, as they say, 'been an honour and a privilege' to have been so closely associated with it.
?
It would be nice to be able to buy every member a celebratory beer (or whatever), but with the current 6000-odd members spread around the globe that might be tricky logistically (and I can't afford it!).
?
The group will continue to provide value to its members, and I have absolutely no doubt that under 闯ü谤驳别苍's care it has a rosy future. I think this would be a good place to publicly thank him for taking over the majority of the moderation and management load from me, and doing it so well. You're probably fast asleep as I write this, but thanks 闯ü谤驳别苍!
?
Richard King
Moderator and Group co-Owner
|
Locked
Looking for a technical resource to hire for some code help
Hi there, I am in need of a python person that can help add a collecting VIX data to an existing trading program, and a few other python things.
If anyone out there knows of someone please let me know.
thanks
A.
--
Allan in Toronto.
|
A marvelous track record and I concur with your analysis of? 闯ü谤驳别苍's tenure
and prospects.
WELL DONE?
Richard, 闯ü谤驳别苍 and
group.
cp
On 5/20/22 04:39, Richard L King wrote:
toggle quoted message
Show quoted text
Thanks.
?
I presume
that's the number of digests since the platform moved to the
groups.io platform five years ago?
?
But the group
history goes back much further than that in its Yahoo
incarnation: I joined the group on 2 May 2003, and there
were already some thousands of posts. The very first post
was on 6 August 2002 (see /g/twsapi/message/1).
?
I'm very
pleased with the way the group has provided so much help to
so many TWS API users over the years, and it has, as they
say, 'been an honour and a privilege' to have been so
closely associated with it.
?
It would be
nice to be able to buy every member a celebratory beer (or
whatever), but with the current 6000-odd members spread
around the globe that might be tricky logistically (and I
can't afford it!).
?
The group
will continue to provide value to its members, and I have
absolutely no doubt that under 闯ü谤驳别苍's care it has a rosy
future. I think this would be a good place to publicly thank
him for taking over the majority of the moderation and
management load from me, and doing it so well. You're
probably fast asleep as I write this, but thanks 闯ü谤驳别苍!
?
Richard King
Moderator and
Group co-Owner
?
?
?
On achieving digest number 2000! Quite the
achievement.
Thank you to the moderators for your work in maintaining this
group.
|
Thanks. ? I presume that's the number of digests since the platform moved to the groups.io platform five years ago? ? But the group history goes back much further than that in its Yahoo incarnation: I joined the group on 2 May 2003, and there were already some thousands of posts. The very first post was on 6 August 2002 (see /g/twsapi/message/1). ? I'm very pleased with the way the group has provided so much help to so many TWS API users over the years, and it has, as they say, 'been an honour and a privilege' to have been so closely associated with it. ? It would be nice to be able to buy every member a celebratory beer (or whatever), but with the current 6000-odd members spread around the globe that might be tricky logistically (and I can't afford it!). ? The group will continue to provide value to its members, and I have absolutely no doubt that under 闯ü谤驳别苍's care it has a rosy future. I think this would be a good place to publicly thank him for taking over the majority of the moderation and management load from me, and doing it so well. You're probably fast asleep as I write this, but thanks 闯ü谤驳别苍! ? Richard King Moderator and Group co-Owner ? ?
toggle quoted message
Show quoted text
From: twsapi@groups.io <twsapi@groups.io> On Behalf Of J G via groups.io
Sent: 20 May 2022 04:54
To: twsapi@groups.io
Subject: [TWS API] Congratulations!? On achieving digest number 2000! Quite the achievement.
Thank you to the moderators for your work in maintaining this group.
|
On achieving digest number 2000! Quite the achievement.
Thank you to the moderators for your work in maintaining this group.
|
Re: TWS Gateway: Requested market data is not subscribed
Well, we do get market data for "IBM" on exchange "NYSE" and we do not have very special market data subscriptions. The only difference between our approach and the code snippet from Kanda Bongo is that we, as a matter of practice, never make Contract objects for requests ourselves. We rather make reqContractDetails queries with the smallest amount of information that uniquely identifies the instrument (such as symbol "IBM" on exchange "NYSE") and use the full featured contract object we receive from IBKR for subsequent requests (such as market data or order placement). The coontract we receive for "IBM" on "NYSE" below and it works great for requesting market data. 闯ü谤驳别苍
"contract" : {
??? "conid" : 8314,
??? "symbol" : "IBM",
??? "secType" : "STK",
??? "lastTradeDateOrContractMonth" : null,
??? "strike" : 0.0,
??? "right" : null,
??? "multiplier" : null,
??? "exchange" : "NYSE",
??? "primaryExch" : "NYSE",
??? "currency" : "USD",
??? "localSymbol" : "IBM",
??? "tradingClass" : "IBM",
??? "secIdType" : null,
??? "secId" : null,
??? "deltaNeutralContract" : null,
??? "includeExpired" : false,
??? "comboLegsDescrip" : null,
??? "comboLegs" : [ ]
}
On Thu, May 19, 2022 at 11:40 AM, Colin B Maharaj wrote:
Look and you'll see in the code... exchange = "NYSE", guess what , you and most people do not have market data from "NYSE".?
I consider that to be premium and its a paid for subscription to IB.
Try ... exchange = "BATS" instead.
?
|
I am sorry, I rushed to ask a question without a bit of research.
Not a good habit.
Thanks, I'll figure it out.
On 19/05/2022 05:22 am, Richard L King
wrote:
toggle quoted message
Show quoted text
Well, just a
glance at that image shows that you've got contract data,
real-time market data, and fundamentals data.
?
Armed with
the API documentation, why do you need to ask this question?
Please make a bit of an effort to work this out for
yourself, and then if you get stuck ask a more specific
question.
?
?
?
Hi all,
What API should I call to recreate one like this, it's in the
TWS..
Also if I have a list of symbols, how about a minimal set of
info to make a table of the following say.....
symbol, current price, low price, high price, volume, 200
dma, 50 dma etc...
?
|
Re: TWS Gateway: Requested market data is not subscribed
Look and you'll see in the code... exchange = "NYSE", guess what
, you and most people do not have market data from "NYSE".?
I consider that to be premium and its a paid for subscription to
IB.
Try ... exchange = "BATS" instead.
On 19/05/2022 11:49 am, Kanda Bongo
wrote:
toggle quoted message
Show quoted text
I am trying to get market data (reqMktData) for IBM. I define a
contract like this:
contract = Contract()
contract.symbol = "IBM"
contract.secType = "STK"
contract.currency = "USD"
contract.exchange = "NYSE"
contract.primaryExchange = "NYSE"
I then connect to the gateway I got running:
app = TwsApp()
app.connect(host='localhost', port=4002, clientId=23)
app.reqMktData(1, contract, '', False, False, [])
>From the gateway, I keep getting:
17:38:12:884 -> ---9-1-1-
17:38:12:945 -> ---54-2--1-2104-Market data farm
connection is OK:usfarm-
17:38:12:947 -> ---34-2--1-2106-HMDS data farm connection
is OK:ushmds-
17:38:12:951 -> ---84-2--1-2158-Sec-def data farm
connection is OK:secdefil-
17:38:12:970 <-
1-11-1-0-IBM-STK--0.0---NYSE-NYSE-USD---0--0-0--
17:38:13:408 -> ---54-2--1-2119-Market data farm is
connecting:usfarm.nj-
17:38:14:562 -> ---84-2--1-2104-Market data farm
connection is OK:usfarm.nj-
17:38:15:049 -> ---d4-2-1-354-Requested market data is not
subscribed.Delayed market data is available.IBM NYSE/TOP/ALL-
I'm logged in with the paper account on the gateway. Is that
what causes this? Or have I misunderstood something with
subscriptions? I am subscribed to?NYSE (Network A/CTA) - Trader
Workstation (in addition to all the GFIS subscription for which
fees have been waived for non-pros).
|
Re: TWS Gateway: Requested market data is not subscribed
Does the (real) account that holds the market data subscriptions share them with the paper account? Take a look at?
闯ü谤驳别苍
|
TWS Gateway: Requested market data is not subscribed
I am trying to get market data (reqMktData) for IBM. I define a contract like this:
contract = Contract()
contract.symbol = "IBM"
contract.secType = "STK"
contract.currency = "USD"
contract.exchange = "NYSE"
contract.primaryExchange = "NYSE"
I then connect to the gateway I got running:
app = TwsApp()
app.connect(host='localhost', port=4002, clientId=23)
app.reqMktData(1, contract, '', False, False, [])
From the gateway, I keep getting:
17:38:12:884 -> ---9-1-1-
17:38:12:945 -> ---54-2--1-2104-Market data farm connection is OK:usfarm-
17:38:12:947 -> ---34-2--1-2106-HMDS data farm connection is OK:ushmds-
17:38:12:951 -> ---84-2--1-2158-Sec-def data farm connection is OK:secdefil-
17:38:12:970 <- 1-11-1-0-IBM-STK--0.0---NYSE-NYSE-USD---0--0-0--
17:38:13:408 -> ---54-2--1-2119-Market data farm is connecting:usfarm.nj-
17:38:14:562 -> ---84-2--1-2104-Market data farm connection is OK:usfarm.nj-
17:38:15:049 -> ---d4-2-1-354-Requested market data is not subscribed.Delayed market data is available.IBM NYSE/TOP/ALL-
I'm logged in with the paper account on the gateway. Is that what causes this? Or have I misunderstood something with subscriptions? I am subscribed to?NYSE (Network A/CTA) - Trader Workstation (in addition to all the GFIS subscription for which fees have been waived for non-pros).
|
Well, just a glance at that image shows that you've got contract data, real-time market data, and fundamentals data. ? Armed with the API documentation, why do you need to ask this question? Please make a bit of an effort to work this out for yourself, and then if you get stuck ask a more specific question. ? ?
toggle quoted message
Show quoted text
From: twsapi@groups.io <twsapi@groups.io> On Behalf Of Colin B Maharaj
Sent: 18 May 2022 21:02
To: twsapi@groups.io
Subject: [TWS API] Fundamentals Explorer? Hi all,
What API should I call to recreate one like this, it's in the TWS.. Also if I have a list of symbols, how about a minimal set of info to make a table of the following say..... symbol, current price, low price, high price, volume, 200 dma, 50 dma etc... 
?
|
Hi all,
What API should I call to recreate one like this, it's in the
TWS..
Also if I have a list of symbols, how about a minimal set of info
to make a table of the following say.....
symbol, current price, low price, high price, volume, 200 dma, 50
dma etc...
|
I'm planning on going down this route and wondering how this works for paper trading.
Since paper trading accounts appear to be tied to live accounts - if one has 4 linked accounts and one login - would one have 4 paper trading accounts or just one?
|
Re: List all contracts for which an account has access to live data
Thanks, @Dan. Yup, it is a bit clunky but workable.
|
