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IB will apply corrections they get from the exchange. Historical data can have corrections that occurred after the live bar was completed.

I've noticed that they're inconsistent with their own data.? I used to request minute data every minute during a live session.? Then at the end of the week, I would do the same except it's minute

You should double check the exact values you are passing and let us know what specific contract parameters, end time, and period parameters you are using.. When I make a simple contract like this:

Here are the Java functions that I use to pull option quotes on a single option contract: [cid:685021d9-353e-4b2c-8028-b52b18610ea0] public void getQuote(Option option) { Contract contract =

Hi, Pyton, API: Got this unwated message: Flow: Bracket with 3 legs, self.takeProfit.orderType = 'LMT' self.stopLoss.orderType = "TRAIL" self.GAT.orderType = 'MKT' I later submit a price apdate (once

Thank you Matthias, that's an interesting view, and has advantages as you say. I will have a look at it.

All, I am currently using 10 min bar data to determine order placement.? The following are my query parameters: self.reqHistoricalData(req_id , contract , params[ 'end' ].strftime( '%Y%m%d %H:%M:%S'

Leg 1 would have ratio 1 and leg 2 ratio 2.

My example was that 1:2 means, that first leg is in ratio 1:2 to second leg. Is this correct? Am 23.03.2021 um 11:44 schrieb Despair:

Simply think of the ratio of a leg as its quantity. And no your examples are not correct. The ratio can never be 1:2 for just one leg, this would mean that you want to buy a half option contract :-),

Thx, so the order is important in how the ratios relate to each other? And my examples are correct? I will test this as soon the markets open today and see the quantities in the trades tab for

Forget that in math a ratio is something like 1:2. Here is it simply how the quantities for each leg relate to each other. So yes, you could define a 4-legged spread with the ratio 1:2:3:2. You define

So, how is here the ratio defined with more than one legs? (In case we do not have an iron condor) To me the word 'ratio' was always associated with two parties invoved, but what if we have four? Is

If you look at an iron condor the ratio is 1 for every leg (the spread consists of for options and 1 iron condor is 1 option of each leg). The order of the legs for an option spread should not matter.

Not sure I got that right. Is there a documentation about that feature? What if I have an iron condor on options? How would I even specify ratios between *four* legs? I know 'ratio spreads' of

Yes, you need to specify the ratio when creating a combo-contract. Let's say you want to create a STK/STK combo with the stocks of Amazon and FB and want to buy 3 Facebook stocks for every Amazon

Hi, can someone explain or has a TWS documentation about what ratios are? Do I need to know this when constructing legs for a combo-order? Thx for explanation, Juergen

Hello, I am unable to trade with silver contract SIK1 in paper trading. I am also unable to access margins for this commodity. I can, however, get the "contract details", so the IB system recognizes

New version 0.61 is available at https://github.com/juxeii/ibtools , with bugfixes and the possibility to subscribing to entire option chain market data. This is new and has probably some yet to

I am trying to fetch multiple data types and drop them in a single dataframe as an ultimate goal, in particular I am interested in ADJUSTED_LAST, OPTION_IMPLIED_VOLATILITY and REBATE_RATE (code below