开云体育

You might have a JVM log file with more information in case the JVM fails or gives up on TWS for some reason. The file is called? hs_err_pidXXXXX.log with XXXX elaced with the JVM process ID. You

Put it in containers to reduce the number of apps contending for resources. Better.

It might be that simple, I run mine on virtual machines with a couple of gb ram each and one or two virtual cpus, I do have to raise this if I'm doing a lot with them though. Monitor the resource

Nothing in the logs. Not doing anything except letting it run. I suspect general memory starvation on the instance and will increase its capacity (memory + compute + network) for a tech refresh.

Check the logs for errors, because that's not normal behaviour. If there's no errors it could be getting terminated by the os if it's taking a lot of resources, but almost certainly it's something

I login, go away, come back and it’s exited. How do I make it not exit. All that happens every 30-60 minutes… Bizarre.

New version 0.5 is available, with new lookup functions and bugfixes. Check new README at https://github.com/juxeii/ibtools

Hi Michael, you might wanna try this little tool I have written, see /g/twsapi/topic/little_tool_for_option_chain/81408600?p=,,,20,0,0,0::recentpostdate%2Fsticky,,,20,2,0,81408600 It

Go into TWS and right click on any instrument (TRIN or TICK) and select Financial Instrument Info -> Description.? The correct information to put into the Contract object will be specified on the

Hi, I want to get the data stream for the index TICK and TRIN. I read around the group and saw that i need to create the contract with the name TICK-NYSE and TRIN-NYSE with secType as "IND". After

Filtering on SMART when dealing with US stocks is OK, but when you deal with foreign or commodities exchanges (MONEP, GLOBEX, NYMEX...), SMART doesn't work anymore. This is my algo, compliant with any

50 messages per second do not apply to this. However, there is some other limit, based on available market data lines. But polling snapshots have another problem (at least it had a couple of years

Thx Hartmut, that is a good source to enhance the one I am working on. I already have something working, which returns a pandas dataframe to do further analysis on the option data. Cheers Juergen

Hi, ib-ruby ( https://github.com/ib-ruby ) has the ability to work on atm, itm and otm-option-chains. documentation https://ib-ruby.github.io/ib-doc/atm_options.html implementation

You might have just solved that riddle for me, Bruce, why sometimes only four of the five TickByTick subscriptions succeed. I don't always subscribe to Level II data, so that seems to free up extra

Instead of subscribing, why not poll each ticker to get the last price? I think IB has a limit of 50 messages per second (correct me if I am wrong) For 800 tickers, that would be 16 seconds. So you

Thank you for the reference, that is good info to know.

That is correct, each ticker has its own trigger price. Criteria is not generic and is absolute (not in %).

So each of your ticker has its own trigger price or your trigger criteria is generic?

JR, You must have 8 market depth level 2 subscriptions. I seem to have 6 subscriptions and can pull 6 full book depth level 2 but if I use TickByTickBidAsk that also counts towards marketdepthlevel2.