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From this page ( https://interactivebrokers.github.io/tws-api/historical_bars.html ) : The time zone of returned bars is the time zone chosen in TWS on the login screen. KH

Hi All, Probably a dumb question, so apologies in advance: I don't see this reqCurrentTime being used in the latest 9.85 API (no callback). Is it to be deprecated with the EClient code left for

Thanks for the reply. I'm using .NET C# "yyyyMMdd HH:mm:ss" format for the endDateTime so I guess it is what you meant? As much as I remember Python (quite rusty) it is the same... Are you saying IB

The issue is how you set current time. Make sure you set your "endDateTime" variable in the following way using the datetime package, if you are using Python (script attached): endDateTime =

Hi, I'm trying to get historical 5 mins bars for US futures, like ES, NQ etc, for several days back. So I'm calling the reqHistoricalData(tickerId, contract, endDateTime, "2 D", "5 mins", "TRADES", 0,

Hi, What's the difference between using reqMktData() and reqTickByTickData() ? When using the latter, it seems you receive Bid Ask quotes a little faster. Doesn't it ? Best Eduardo Kremer

Nothing major changed on my end. All last week we had two situations: After TWS restart: * Requests for four of the seven data types succeed * Requests for ReportSnapshot, ReportsFinSummary,

Hey Guys, Is this still an issue for you all as well ?

Welcome to the group. As far as I know there is no one standard for exactly what is counted in volumes, number of trades, and even OHLC prices. Just like I am often surprised what is being sold as

Sorry, I'm new with IB API. Recently started experimenting with historical bar data via IBApi.EClient.reqHistoricalData (

We looked at quite a few of the financial data vendors using websockets it's certainly interesting. Coding it is simple enough and the one that piqued our interest was https://www.alphavantage.co/

Thank you for your kind words, CP. The group has definitely been valuable to us since many topics triggered reviews of our approaches and often helped us mature our environment. Many of the more

first of all, congratulations on your new role and thank you for taking the time. I "was" hoping that the sign on to the data vendor would be at level where I subscribed to their "account" with IB not

I am not aware of any such service and can come up with a long list of reasons why this would probably not be a good idea. One of them is security since that TWS would have to be logged into your IB

In the past I was looking at futures so I didn't have the lots/shares issue. Thanks for the heads-up about the change in reporting.

Since they are reporting individual trades, TickByTick always reported shares not lots. That is also true for RtTradeVolume, RtVolume, and Level II data feeds. The way I read the change is that it

Hi All I have been running a TWS mosaic session on a machine on my network for some 3 years and it's excellent. I get to see what is going on AND I can use it to get data when I need to using the api

With TWS 981.3c and Api 9.73 I am seeing stock bid/ask size for TickByTick data in shares but for MktData I'm seeing it in lots. I don't have any of the related TWS config settings. TWS 981.3c is the

You may have known this, but we did not. Apparently the US SEC updated some rules last year that lead to IBKR changing the way quote size data is displayed in TWS and reported to the API for US

Hi, Mij tws chart showed the same behavior, but the api kept delivering the correct price and volume data. But in the api, I use tickString for price and volume, so that may be the difference between