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I'm trying to do calculations on live prices for two different contracts with IB Live data. What I'm trying to do, this is a newbie problem, is: request mktdata for two different contracts (not

I'm a month into Python development with IB and curious if anyone would like to collaborate. The work would involve a robust infrastructure platform for live trading. Currently I have the basics

There's nothing wrong with that spreadsheet, except that the code violates all rules of good programming and most rules of good VBA/Excel programming. That is, the basic TWS API stuff is all there

This is my first post here. Whilst I consider my Excel/VBA skills to be quite good, ActiveX has me drawing blanks. I have taken the TwsActiveX.xls file and attempted to separate the VBA from

Thanks MM. I’ll certainly be around on this list (I’m still the Moderator!), and you know where I live (electronically speaking). Can I please ask everyone else to refrain from posting

Richard, Thanks for all your effort over the years. I hope, we, I, can continue to maintain contact, in some form, into the future (probably on this list, unless Yahoo does something

I've been looking after IBController since 2003, maintaining the code, developing new features, and supporting users. My aim has always been to make it a useful tool that anyone can use to improve

Hi, Unfortunately no the 'short sale restriction' status in Tws isn't available programmatically from IB - either from the API or the ftp site. Josh

Hi Alice, Yes you just need to install a version of 'Offline TWS'. They will not update automatically. Josh

Hi, Is there a build of TWS that does not attempt to update every time you launch? I went online to InteractiveBrokers.com <http://interactivebrokers.com/> but it looked like all the builds

Thanks for the clarification, I'd been thinking order types like Edge's "Hide Not Slide" were facilitating sub penny pricing on lit venues, but was forgetting this was to adjust or hide the price of

Works perfectly, thanks! Andrew

Analyzing dates is more for strategy optimization, not replacing backtesting. For example, when analyzing a sample, you want to look or all the times the algorithm lost money. You then compare it to

Josh and all, Thanks a lot for your help. Yes I tried the code for both demo and real accounts. It gives the same message about zero. I also tried to specify 0 in the TotalQuantity and tried not to

Hi Ed, Are you testing this in an FA paper account? If you try to place this order in an individual account (account number starting with 'U' or 'DU') you will receive the error message: Error

I think more typically a backtesting engine would simply extract data from the Tws API and not using its charting capabilities, since there would is no way to plot arbitrary graphs in Tws- for

Hi Andrew, Try to smart-route rather than direct-route the request, i.e. Contract contract = new Contract(); contract.symbol("RIO"); contract.secType("STK"); contract.currency("GBP");

In the US we have SEC Rule 612. Here is a decent FAQ about what the rule covers: FAQ re: Rule 612 (Minimum Pricing Increment) of Regulation NMS

It is possible for market makers etc to quote improved prices in fractions of a cent on some venues but they're not shown in the NBBO AFAIK. For retail traders luck us, as Nick said, I don't think

Tick size means the smallest amount the price can change, as defined by the exchange. There is no point in a higher resolution as the extra digits will always be zero. I don't trade stocks but I