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The snapshots were actually developed in part to get around the limitations on simultaneous subscriptions when streaming data isn't needed. They do not have the same limitation of 50 messages per

Hi Shoofra, After the markets have closed try calling reqMarketDataType(2) first to receive frozen data: http://interactivebrokers.github.io/tws-api/top_data.html#market_data_type

Ok Josh, thanks again ... I have coded up throttling for the cancel messages and am testing it now. One more: I know how the snapshots are supposed to work and I use them for getting closing

Does anyone know how to manipulate TWS C# to receive the last quote when market is closed? All I get with the regular method is 0. Thank you.

I've just released the final version of the IBController 3.2.0 release, to replace the recent 3.2.0-beta release. You can download the zip file from

Mike I’m sorry to disappoint you, but this is certainly not very simple. Getting data from the TWS time and sales page is a complete non-starter. The only way to do this, as I’ve already

Josh, Many thanks and thoughtfulness for your reply. I do a LOT of trading with TWS. Now today I had a long, 2-hour talk with someone in their API dept. This guy was sure that there are NO ample

RWK, Thanks for your kind reply and time. I will look into this as I have opened the pages and am about to read them. If you have a few minutes time I will give you my contact details so we can both

Broom, Already getting some cooperative people who seem more interested in showing their communications side rather than the people phonies like you who want to make it clear that they are out to

BTW, Looks like some pretty complicated stuff for a person of my calibre. If you have a few minutes time I will give you my contact details so we can both better articulate. I will pay you for your

Richard, When I signed up for this group I read the dos and don't and all that academia. No I am not a programmer. Used to be one before you were born though. Never expected anything for free as we

Matt, I went to that link you sent me, It looks interesting, however it's ALL GREEK to me. If you havea few minutes time I will give you my contact details so we can both better articulate. Here is

Broom, Encouraging words and thanks, but just what on earth is the next step??????????????????????????????? Mike --------------------------------------------

Hi Mike, I think there may have been a little confusion when you contacted IB. All of IB's real time data consists of 'snapshots', whether from the Time & Sales Window in TWS or from the API, so it

Yes that's correct - the "50 messages/second" limitation actually refers to an average over a longer time frame. As far as I know , this is still 5 seconds, so it could be thought of as 250 messages

I was told by IB that I could NOT download historical data last week. SO that's off the table. HOWEVER, what I said I am TRYING to do is DOWNLOAD real-time data . After it is download and RECORDED is

Wow, Mike, you're really grumpy. 1. It's not our fault you weren't clear in your first communication. When multiple responders all understood your message to say one thing, and you meant another, the

I wrote a very simple program in java that will save data and replay it. You don't have to replay it, you can just import the csv file into excel. It uses java 8 with FX so you'll need that.

Maybe one of these will work for you. I have not used ether. http://www.tradingsoftwarelab.com/jtwsdata/ http://www.tradingsoftwarelab.com/jtwsdump/ [rwk]

Mike Yes lots of people know how to collect tick by tick data from the API (including me - I collect tick data all day 5 days a week). I told you as much in the very first reply to your post. I