开云体育

Brilliant. thanks very much. It's been very helpful.

Maths, it would be expected that tick High (type 6) lags tick LastPrice (type 4) most if not all the time since a trade at a higher price needs to take place before a new high can be determined. But

Thanks very much for your comprehensive answer. It all makes perfect sense. As a matter of fact, I don't need the accurate adjustments, and the historical data works perfectly fine for me. Thanks

I forgot to mention yet another potential opportunity to get the unadjusted?close tick by picking the last price of the liquid session using RTHOnly=1 in the watchlist request (reqMktData). This can

The documentation for the "Close Price" watchlist tick (#9) reads *The last available closing price for the previous* *day. For US Equities, we use corporate action processing to get the closing

Also I entered 15:45:00 as the time but I got this error, ERROR 162 391 The time or time-zone entered is invalid. The correct format is hh:mm:ss xxx where xxx is an optionally specified

I was reading about this but I don't understand how to create the 2 different groups.

The date and time format for the GoodTillDate field is documented in the Order Class ( https://interactivebrokers.github.io/tws-api/classIBApi_1_1Order.html ) section of the API Reference Guide (

ahh I see, thanks. do you know what format to enter the date and time for the orders? for the GTD for the trailing stop loss and the GAT for the market sell.

IF you specify a GTD for the trailing order it will be canceled at that time. It will not be canceled if you just close the position. If this was your question.

I am not sure if this is the right place to ask this but I am not sure where to ask as I can't find a place to ask questions about how IB implements the order logic on their side. I currently have

Hi all, I am taking open/low/high/close prices for a range of stocks?on my screener. I was trying to find out why my Change% calculation is not working, but I realised although open/low/high are

It can take many many seconds before high is updated as correct high price ( realtime data? for instance for OMX biggest companies (Sweden SFB) Any one know the reason? 05.01.2022

Ah, glad you figured it out!

Thank you Gilbert once again. I learned that the open interest is actually updated daily. So, it was not the code issue. Thank you.

See this thread, which includes a response from Josh at IB stating that access to queued orders is not available though the API. /g/twsapi/topic/36816324#43137

Hello All, I am trying to cancel orders that have been place by my application but that have not been transmitted (ie order.transmit = False).? I cannot use "reqGlobalCancel" because I am also

Yes, ds-avatar, Lightsail also can work! I thought about suggesting it but they're slightly more expensive than Vultr and Linode for the same machine specs. Having said that, I do put my servers on

I'm testing out the latest?twsapi_macunix.1011.01.zip, which replaces double with Decimal in some cases, using the pre-compiled libbid.a library. Using the C++ client, I'm downloading e.g.

Regarding AWS, they also have an offering named Lightsail which is advertized as a simplified virtual desktop solution targeted at small businesses and should be much easier to setup than EC2/AMI