Re: Late Prints don't show up when I call reqHistoricalTicks()
Set the useRth parameter to 0 in your call to avoid the liquid-hours cutoff.
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Best,
DS
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Re: Anyone has code to show all option chain names for a symbol?
On Sun, Mar 30, 2025 at 08:17 PM, <Alex@...> wrote:
retrieve the options chain.
Where do I find the Open Interest Field?
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Re: Anyone has code to show all option chain names for a symbol?
This is a good stuff.. thank you.. now i got homework
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Re: Anyone has code to show all option chain names for a symbol?
Hey, I use these functions to get the options chain:
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First, create a Contract for the underlying, as well as 2 vectors to capture options chain details (one of type std::string to retrieve expiry dates, and the other of type double to retrieve strike prices).
// Define a contract
Contract retContract = Contract();
// Define return data structures
std::vector< std::string > m_expiries;
std::vector< double > m_strikes;
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First, get the underlying contract ID to retrieve the options.
// Set the underlying contract data
retContract.symbol = symbol; // "SPY"
retContract.secType = secType; // "STK"
retContract.currency = currency; // "USD"
retContract.exchange = exchange; // "SMART"
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// Get the contract ID, for future use
m_pClient->reqContractDetails( ++m_requestId , retContract );
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std::this_thread::sleep_for( std::chrono::seconds( SLEEP_SEC ) );
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m_osSignal.waitForSignal();
errno =0;
m_pReader->processMsgs();
}
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In the callback for reqContractDetails, we retrieve the contract ID and assign it to our underlying contract.
void Strategy::contractDetails( int reqId , const ContractDetails& contractDetails ) {
retContract.conId = contractDetails.contract.conId;
}
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Once you have the conId, you can retrieve the options chain.
// Retrieve options chain
void Strategy::getOptionsChain() {
printf( ">> Getting options chain\n" );
printf( "\tContract Id: %d\n" , retContract.conId );
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m_pClient->reqSecDefOptParams( ++m_requestId , retContract.symbol , "" , "STK" , retContract.conId );
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// Returns in securityDefinitionOptionalParameter callback
std::this_thread::sleep_for( std::chrono::seconds( SLEEP_SEC ) );
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m_osSignal.waitForSignal();
errno = 0;
m_pReader->processMsgs();
}
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The response will be returned in the following callback:
// Callback for reqSecDefOptParams()
void Strategy::securityDefinitionOptionalParameter( int reqId , const std::string& exchange , int underlyingConId , const std::string& tradingClass , const std::string& multiplier , const std::set<std::string>& expirations , const std::set<double>& strikes ) {
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m_expiries = std::vector< std::string >( expirations.begin() , expirations.end() );
m_strikes = std::vector< double >( strikes.begin() , strikes.end() );
}
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Anyone has code to show all option chain names for a symbol?
Anyone has code to show all option chain names for a symbol?
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Late Prints don't show up when I call reqHistoricalTicks()
I am trying to download all tick data for SPY
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?m_pClient->reqHistoricalTicks(19001, ContractSamples::SPY_ETF(), TimeCode, "", 1000, "TRADES", 1, true, TagValueListSPtr());
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I am getting all the data for 9:30 -> 16:00 hours Using this method
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//! [tickbytickalllast]
void TestCppClient::tickByTickAllLast(int reqId, int tickType, time_t time, double price, int size, const TickAttrib& attribs, const std::string& exchange, const std::string& specialConditions) {
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BUT when I look they are some prints that are late but don't show up calling reqHistoricalTicks()? (beyond 16:00 hours) See attached image.
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Anyone know how I can get all the late prints that come after 16:00 hours???
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Re: is reqHistoricalData() returning partial trade bars?
It returns partial bars for daily bars. So if you request including today during the ongoing trading session the last bar will be for today until the current moment. So I'd assume it does the same for 2min bars.
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Re: How to programatically approve a transaction: Security is under Surveillance
Glad that worked, Pranav, and thank you for sharing the solution.
You asked about files where you can read TWS/IBGW settings from. Each account folder under the TWS/IBGW installation folder (the random looking folder names with 40 lower case characters) contains a file called tws.xml (for TWS), ibg.xml (for IB Gateway), or both depending on what you used for login. Those files contain all configuration and layout information. There are also daily backup copies such as tws.Wed.xml.
Unfortunately, those files are encrypted and, in order to decrypt them, you'd have to log into TWS/IBGW:
- In TWS you'd go to "File" -> "Layout Settings" -> "Save Decrypted Settings As". A window will pop up that warns about the fact that the file may contain personal information. The window asks whether you want to continue and has a Yes (left) and No (right) button. In case you select Yes, a file selector window opens where you can select the folder and file names for the decrypted information.
- In IBGW you'd go to "File" -> "Gateway/Layout Settings" and a text window with the decrypted XML content comes up. The window has three buttons called (from left to right) "Copy to Clipboard"m "Export Settings", and "Close".
The XML documents are length and have sections for many different layout and operational settings. Among them sections for API "Settings", "Precautions", and "News Configuration".
I always wanted to make some tools to automate the monitoring and changing of TWS/IBGW configurations as well as TWS tabs so that I can guarantee consistency between multiple accounts. Reading and updating the XML files once decrypted is not that hard, but the decryption and recovery steps have to be done manually at this point (as far as i know).
´³¨¹°ù²µ±ð²Ô
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On Thu, Mar 27, 2025 at 11:40 AM, Pranav Lal wrote:
Hi all,
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Problem solved. I had to use a key value pair when specifying the string in the advancedErrorOverride property.
advancedErrorOverride="8229,SURVEILLANCE"
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Pranav
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Re: How to programatically approve a transaction: Security is under Surveillance
Hi all, ? Problem solved. I had to use a key value pair when specifying the string in the advancedErrorOverride property. advancedErrorOverride="8229,SURVEILLANCE" ? Pranav
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Re: How to programatically approve a transaction: Security is under Surveillance
Hi ´³¨¹°ù²µ±ð²Ô, Thanks for the welcome. <smile ? I made the changes but no go. Here is the log output. ERROR -1 1743033608079 2104 Market data farm connection is OK:hfarm ERROR -1 1743033608080 2107 HMDS data farm connection is inactive but should be available upon demand.apachmds ERROR -1 1743033608080 2158 Sec-def data farm connection is OK:secdefhk 56989180,SRF,STK,,,0,,,NSE,NSE,INR,SRF,SRF,False,,,,combo: eason:Security is under Surveillance Measure - The scrip PE is greater than 50 for the previous 4 trailing quarters.<br><br><br>Would you like to continue?. {"rejects":[{"buttons":[{"options":[{"fixstr":"8229=SURVEILLANCE","text":"Yes, transmit the order."}],"style":"chk"}],"id":2,"text":"Security is under Surveillance Measure – The scrip PE is greater than 50 for the previous 4 trailing quarters. <br><br>Would you like to continue?","textsep":"125"}],"version":"1.0"} ? <snip I'd check that the option API -> Settings -> "Show advanced order reject UI always" is unchecked. PL] Is there a configuration file where I can check this value? ? I use a screen reader and given that TWS uses its own jvm, the screen reader is unable to talk to java unless I can put the java access bridge into the jvm.
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Re: How to programatically approve a transaction: Security is under Surveillance
Welcome Pranav!
I'd check that the option API -> Settings -> "Show advanced order reject UI always" is unchecked.
Also, select all bypass options you are comfortable with in API -> Precautions.
And your thought about the advancedErrorOverride field of the Order class may help. The documentation says that "advancedErrorOverride accepts a comma-separated list with parameters containing error tags. This list will override the mentioned errors and proceed with the order placement". From your log it sounds like you could try setting the field to "8229".
´³¨¹°ù²µ±ð²Ô
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On Wed, Mar 26, 2025 at 10:09 AM, Pranav Lal wrote:
Hi all,
Sorry about the poor subject line.
I am trying to buy a stock and am getting the following error in my logs.
56989180,SRF,STK,,,0,,,NSE,NSE,INR,SRF,SRF,False,,,,combo:
eason:Security is under Surveillance Measure - The scrip PE is greater than
50 for the previous 4 trailing quarters.<br><br><br>Would you like to
continue?.
{"rejects":[{"buttons":[{"options":[{"fixstr":"8229=SURVEILLANCE","text":"Ye
s, transmit the order."}],"style":"chk"}],"id":29,"text":"Security is under
Surveillance Measure – The scrip PE is greater than 50 for the
previous 4 trailing quarters. <br><br>Would you like to
continue?","textsep":"125"}],"version":"1.0"}
How do I get around this? Is the answer to use the advancedErrorOverride
property of the order object? If yes, what do I enter as its value?
Pranav
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How to programatically approve a transaction: Security is under Surveillance
Hi all,
Sorry about the poor subject line.
I am trying to buy a stock and am getting the following error in my logs.
56989180,SRF,STK,,,0,,,NSE,NSE,INR,SRF,SRF,False,,,,combo:
eason:Security is under Surveillance Measure - The scrip PE is greater than
50 for the previous 4 trailing quarters.<br><br><br>Would you like to
continue?.
{"rejects":[{"buttons":[{"options":[{"fixstr":"8229=SURVEILLANCE","text":"Ye
s, transmit the order."}],"style":"chk"}],"id":29,"text":"Security is under
Surveillance Measure – The scrip PE is greater than 50 for the
previous 4 trailing quarters. <br><br>Would you like to
continue?","textsep":"125"}],"version":"1.0"}
How do I get around this? Is the answer to use the advancedErrorOverride
property of the order object? If yes, what do I enter as its value?
Pranav
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Re: Improvements to Intraday Momentum Strategies Using Parameter Optimization and Different Exit Strategies
Hi.
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Looks very interesting, however I could not replicate you results in my implementation.?
can you provide a code example of how did you implement it?
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Thanks
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Amit
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is reqHistoricalData() returning partial trade bars?
Hi,
I seem to be witnessing the following behaviour: if I request historical data with a timestamp?that is not aligned with the trade bar size I'm requesting, the last trade bar will be a partial trade bar, 'up to' the requested timestamp. Is this a correct assumption?
To be a bit specific, for example requesting 2 minute trade bars with an endDateTime of 15:02:30 will return a trade bar for 15:02:00 but contain data only for the half minute period between 15:02:00 - 15:02:30.
An alternative would be that the API only returns complete trade bars, which?seems not to be the case.
?kos
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Re: FX/CASH Pegged to Midpoint Order
On Mon, Mar 24, 2025 at 10:08 PM, ´³¨¹°ù²µ±ð²Ô Reinold wrote:
I see PEGMID only in ContractDetails objects for STK instruments with exchange "SMART".
For what it's worth I've been able to use PEGMID with a some directly routed orders, e.g. to NYSE. I vaguely recall seeing IBKR documentation that says which exchanges support it, but I wasn't able to dig it up with a quick search.
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Re: FX/CASH Pegged to Midpoint Order
The ContractDetails class contains the orderTypes field that lists all valid order types for an instrument. PEGMID is not listed for the CASH instruments I monitor, so I guess "Pegged to Midpoint" is not available.
I see PEGMID only in ContractDetails objects for STK instruments with exchange = "SMART".
´³¨¹°ù²µ±ð²Ô
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On Mon, Mar 24, 2025 at 08:29 PM, John wrote:
Hello,
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As the title suggests, is there any way to send pegged to midpoint orders for CASH instruments?
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Regards,
John
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FX/CASH Pegged to Midpoint Order
Hello,
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As the title suggests, is there any way to send pegged to midpoint orders for CASH instruments?
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Regards,
John
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Re: Using Wall Street Horizon API w/ TWS-API
All,
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I am continuing to work with the Wall Street Horizon API but receiving the following error message.? ?
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Error. Id: 1101 1742678739416 Code: 10283 Msg: Failed to request WSH event data.Could not verify account AdvancedOrderRejectJson:
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--
? ? data = app.reqWshMetaData(1100)
? ? time.sleep(5)
? ? wsh_object = WshEventData()
? ? wsh_object.fillWatchlist = True
? ? wsh_object.fillPortfolio = True
? ? wsh_object.fillCompetitors = True
? ? wsh_object.filter = '{"country": "All","watchlist": ["8314"],"limit_region": 10,"limit": 10,"wshe_ed": "true"}'? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ??
? ? app.reqWshEventData(1101, wsh_object, app.serverVersion())
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?# Full output of error:
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Calling reqWshEventData....
2025-03-22 14:25:43,123 - INFO - REQUEST reqWshEventData {'reqId': 1101, 'wshEventData': 1696605632032: WshEventData. ConId: , Filter: {"country": "All","watchlist": ["8314"],"limit_region": 10,"limit": 10,"wshe_ed": "true"}, Fill Watchlist: 1, Fill Portfolio: 1, Fill Competitors: 1, 'MIN_SERVER_VER_WSH_EVENT_DATA_FILTERS_DATE': 199}
2025-03-22 14:25:43,124 - INFO - SENDING reqWshEventData b'\x00\x00\x00\x81102\x001101\x002147483647\x00{"country": "All","watchlist": ["8314"],"limit_region": 10,"limit": 10,"wshe_ed": "true"}\x001\x001\x001\x00\x00\x002147483647\x00'
Error. Id: 1101 1742678739416 Code: 10283 Msg: Failed to request WSH event data.Could not verify account AdvancedOrderRejectJson:
2025-03-22 14:25:48,126 - INFO - disconnecting
2025-03-22 14:25:48,127 - INFO - ANSWER connectionClosed {}
2025-03-22 14:25:48,129 - INFO - Disconnected from IB API.
2025-03-22 14:25:48,133 - INFO - Disconnected from IB API.
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Thank you for any info.
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Re: Upcoming stock earnings dates
I see that the subscription fee for the original poster was $2.50 USD back in 2013.? I signed up for the Wall Street Horizon API and the fee looks to be $50 / USD per month.? Does this sound right to everyone or are there different pricing tiers that I might be missing?? Thanks for any info on the current pricing.
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You don't have to adjust quantities manually.
As IBKR support already told you, you can request updates for all relevant information about the account, the positions, and open orders so that your client application can calculate quantities for orders as you see fit. You would probably monitor the value of a position as it increases or decreases, the available margin in the account, the required margin for a given order, the net liquidation value for the account and others.
Take a look at:
´³¨¹°ù²µ±ð²Ô
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On Fri, Mar 21, 2025 at 03:17 PM, donye wrote:
I mean that if I enter a trade for 1 lot and that trade goes so well that it doubles the value of the account. Like if I enter a long position and the value of the eur/usd skyrockets. "Doubling" the account is purely for a hypothetical. It looks like for now, I'll have to manually change the order quantity value as I see fit.
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Marluv
Despair
Pranav Lal