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If you want/need realtime data to match historical data as close as possible then realtime bars is the only choice. If you don't care about that you can use market data (ticks) or realtime volume

Hi souqmate, thanks for your questions. It happened in the Real account. I did not subscribe to Realtime Ticks No SPY data appeared in the last 32 minutes. I did not look inside TWS to look for bars

Scary. I don't use 5sec (realtime) bars. Several questions come to mind: Paper or real account? Did you also subscribe to realtime ticks, and did your api get any for SPY in the last 32 minutes? Did

Hello, I have written a Java program to subscribe to the 5 sec. bars, but I had missing data, so I rewrote everything in Python, but I still have problems. For instance, 32 minutes before todays

Hi, Does anyone know how to interpret the "size" returned in tickSize(). What is "bid size", "ask size" etc? Its the number of shares that people are bidding/asking? Subash

Hi, I can run this script to download the option chain: http://www.quantacademy.com/2014/09/options-chain-download-from-interactive-brokers-with-python/

hi Dmitry, ? I have updated the table in the jTWSdump website: ? http://www.tradingsoftwarelab.com/jtwsdump/table.html ? showing increased limits of 5 Y (5 years) for 1M (1 month), 1W (1 week) and

I've looked into that, but the conditionals will be determined at market_open_time + 5 mins already. Doesn't seem to be useful it is better suited for single condition (time) orders instead of more

I was able to connect just now - 4pm on east coast.

Connectivity from the UK been fine all day - but was connected from just after midnight UK time -- Stewart Douglas sdouglas@... http://www.snowgold.com

I haven't been able to connect to IB for over 30 minutes with either the Gateway or the Workstation. Is anyone else having problems?

Is? GAT (Good After Time ) order type useful here ? ? https://www.interactivebrokers.com/en/index.php?f=587

Hello all, Thanks for all the tips and comments! I am adding them to the specifications. As fshsweden stated, We need a robust framework that can handle and recover from all the problems that can

Somewhat related to OP's requirements, i.e., placing orders after certain time in market. How do you do it in TWS (not API)? I can't seem to find conditional orders in TWS doing that. I am thinking

I haven't traded SPY option in awhile, but I noticed with ES options that market makers often pull bids and offers, usually both sides at once, for periods of a fraction of a second to several

You forgot to mention things like how to deal with and recover from an outage (either your app or internet connection or IB issue). Also you have to handle things like when to stay on the sidelines

This is a recent post to another forum. I am new to the automated trading world and writing code. My goal is to develop an algorithm that trades options credit spreads. I have been manually trading

So something strange, perhaps idiosyncratic for a particular day, but disturbing, nonetheless, suggesting an automated IB layer to the API L1 market data, at least for test accounts. Trading in paper,

If you are new to programming you have a long road ahead of you. I suggest you get an expert to at least set up a framework for you. I have such a framework which allows setting up a simple trading

I am trying to get the TickValue or the minimum price change based on a meta trader script. Do you know how can I get that? Any help would be appreciated.