开云体育

Nice, that works. Thanks a lot for the tip.

Try omitting local symbol and use expiration date of 201309 instead.

Trying to request NKD data, buy having a problem. Using the following info Symbol: NKD Type: FUT Exchange: GLOBEX Local Symbol: NKD SEP 13 This is the format that I used when requesting YM

here for example: http://stackoverflow.com/questions/1739259/how-to-use-queryperformancecounter

I don't think there is a strict correlation between tick price/size and RTV. They seem to be completely different streams to me, with different sampling/aggregation. Remember that IB does not

Thanks for the link, rwk and Robert. Below are the one-liners to scrape Yahoo calendars on linux; cut 'n paste in your xterm (tcsh). European stocks appear in earnings.csv (since 2011), confCalls.csv

Yes its java, your tools sound quite interesting.. The time lag was simply the local time when I get a IB response, in milliseconds. The lag I meant was the time lag between when i get tickPrice and

Richard, Thank you for your detailed reply and for sharing your encoder 1. It seems to me that we get the last traded price(on a change as u say) and the all tickSize are useful and represent trade

Hi btw12342001, thanks so much for the tip! That actually helps me a lot. I still did not completely understood your earlier reply on how to handle returned data. In which method is the returned

I found that subscribing to Wall Street Horizon (2.5usd) there are available upcoming earnings dates in TWS. They are also available for the API. Though testing this shows it seems not really

The time in your log is from your computer and the RTV time is a timestamp, I'm guessing from the exchange. You have to have your clock accurate in order to measure the delay till when you get the

I would just add that the whole issue of timing under Windows is rather a mess. If you want to get resolution higher than the default you'll have to research a bit to find the implications and

rwk, your 'understanding' that Windows cannot accurately measure time intervals shorter than 65 msec is completely erroneous. If you're programming directly to the Windows API, you can

You should be able to get all options by calling reqContractDetailsEx(). Just leave strike, right, and possibly expiry blank/zero. [rwk] --- "andrewcmeier" <andrewcmeier@...> wrote:

Your original post (OP) makes more sense now. I was unfamiliar with TickUtils.jar because it appears to be Java, and I don't speak Java. It sounds like I am doing something similar to

I am not sure if anyone has answered your question to your satisfaction yet but I wanted to give you what I have figured out for options. using request market data you would have something like

Good news... the problem will be fixed on 7/18. We just need to include the full expiration in the format of YYYYMMDD when invoking the reqContractDeta ils( ) method.

I'm the author of the TickUtils.jar you're referring to. (For others reading this thread, this jar can be found in the Files section of this group. It provides encoding and decoding facilities to

Excellent, it worked, had to change a couple of other fields but it was definitely the contractID, thank you. The final code I used is: AAAA = new Contract(0, "AAPL", SecurityType.Option,

contractId is IB's own unique identifier for a contract. If you know this id for a specific contract, you can use it in a contract details request and not supply any of the other fields. Setting