开云体育

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.

So I did some reverse engineering of TWS and found that the WhatToShow enum is just turned into a string in the protocol.? It seems that when open interest data is being requested, WhatToShow is set

I am not aware of a scanner that does what you are looking for. Please keep in mind the IB API is mostly for the support af TWS and if TWS does not need it, it's probably not there. If you are only

I think the list of tickers is around 800 (I am using ibinsync python api, but the general idea is the same). So, your suggestion is to just use regular market data (ex: reqMktData(conId, contract,

You can also think of using something like ZeroMQ as your messaging/concurency backbone. Python has a bindings module for it - pyzmq.

Hi, I get the error Error MSB8020 The build tools for v142 (Platform Toolset = 'v142') cannot be found. Do I need to make changes to project solution after downloading it? I did install v142, not sure

Can you be more specific what you consider huge? Did you buy quote boosters so that you can subscribe to more than 100 contracts? From what you are doing, I'd say you'd only need to subscribe to

Hi, I am trying to monitor a list of tickers (lets say the list is big). I want to know when one of the tickers reaches a certain price. The target price is generated by an algo so it's not just a