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Hi all. This must be a very noob question... I was trying to track the delay of real time data I get. I use the *ib_insync* Python module which makes things much easier in Python. First of all, ping

My strategy requires access to large amounts of historical data - ~1000 symbols at 10 min bar resolution for 3 years that I save locally in csv.? I am pulling data through the reqHistoricalData

Trying to get current position (#'s of contracts) into a textbox. Working in c#. Added this to Form1.cs? "ibClient.ClientSocket.reqPositions();" Added this to EWrapperImpl.cs in the position method

A simple yet effective rate limiter (if you end up needing here) would be to push requests into a FIFO queue and have a thread pull them out and send them rate limited by a Leaky Bucket Rate Limiter.

Any ideas on these two items ’ accurate/exact meanings ? Could i use the?Stop Price as a profit taking order ?

I have not worked with FX instruments, but the reqHeadTimestamp() API call should give you an idea of the earliest data you can expect (according to the documentation). But don't expect to get data

There probably isn't data available any further back, at least not in a form that you can easily grab. For most things, IB only goes back to around then. You could also buy historical fx data and

Hi, I was trying to pull historical fx data yesterday and I was wondering if the data does not go back further than 2005 or if I did something incorrectly. I tried to pull all the fx data for around 7

I may be mistaken as to the ticker so do double check this. I'm also very dubious about Yahoo finance's data, it's generally deadly to rely upon it. The prices they serve may or may not be the

Thanks. That'll likely be it. I can see the split clearly in Yahoo. Looking at Google, there's no indication of the split - the price always appears as diluted, which would just imply they'd back

After some struggling, I think I finally understood why my orders weren't being updated with placeOrder: - If the order was initially created with a different software using a certain client id (e.g.

A bit more grubbing around shows a 15:19 split... M [email protected]> wrote:

I attached a png of the series I thought you were speaking of. It closed on the 12th north of 300, opened far lower. I'm still not certain whether you are reporting position or P&L, what was the P&L

Hey, Not sure where you're seeing that fall. My price stream shows me the close on Friday being around 239.3/245.2 and the open today being around 243.15/243.53. In any case, I didn't trade, so the

A quick Google showed a large fall over the weekend. Could it be that you are seeing the p&l change? M

Can you provide any more details? Best wishes, M

I held 2143 of TSCO.L last night (paper trading account) at the close. This morning on the open I have 1691 with the shortfall being booked in P&L as a loss (i.e. as though I'd just given them away).

If you want to capture most historical data available from ibkr make sure you specify SMART for the exchange in the contract object in you request. If you need to specify the exchange as part of the

Hello, This is the third error that I come across which is not documented in API documentation. Has anyone collected or listed these undocumented error codes somewhere? Following error code shows with

i'm working TWS API, trying to get get historical data of a stock using: date_time_obj = datetime.datetime.strptime( '14/11/19' , '%d/%m/%y' ) queryTime0 = date_time_obj.strftime( "%Y%m%d %H:%M:%S" )