reqMktData works for all contracts on first run, then misses some until restarting TWS
I am trying to troubleshoot a problem I¡¯m having with reqMktData. After starting TWS, my first run of reqMktData for several hundred contracts successfully gets data for them all. However, on
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Gellidev
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#48912
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Re: backstesting challenge with ScannerSubscription()
Thanks Nick - I will go for your solution
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Robert Anglberger <mount.bertl@...>
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#48911
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Correct usage of cancelPositionsMulti()
In preparation for an expansion of my business, I'm adapting part of my code to deal with more than 50 client accounts. Therefore, I plan to use reqPositionsMulti() to get each account position
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Rational-IM
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#48910
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Re: backstesting challenge with ScannerSubscription()
Just get historical data for 13 weeks (from any date) and calc the high and low yourself. Do a little abstraction so a function Get13WeekHighLow will use a subscription when live and historical data
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Nick <news1000@...>
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#48909
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backstesting challenge with ScannerSubscription()
Hi, I have implemented a breakout strategy in python with following steps: * get stocks with class?ScannerSubscription() for a 13 weeks high or low * calculate support/resistance for result of above
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mount.bertl@...
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#48908
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trouble linking twsapi
Hello Folks, I have downloaded the tws-api 10.12 for Mac to a macbook pro running an intel i7 with macos 11.2.1. I get a link error when running IBJts/samples/Cpp/TestCppClient/make (see below) It
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go.habs.swanson@...
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#48907
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Re: reqHistoricalData() for OTC only works if first typed symbol in TWS
I was having the same problem with BAYRY (PINK.CURRENT).? Just adding the symbol to TWS didn't solve the problem.? I had to first add the symbol to TWS and then ask TWS to generate a chart.? I'm
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dlldollars@...
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#48906
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Re: Get Trading classes for a particular security?
Sometime I have to ask for help to figure it out myself... ReqSecDefOptParams has multiple (4) return calls for SPX, covering SPX/SPXW on the SMART/CBOE exchanges. I was only picking up the first one
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Peter Drier
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#48905
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Get Trading classes for a particular security?
Ultimately I'm trying to load various parts of an option chain, including weeklies and other special classes (e.g. post split..) I'd prefer to get a list of the expiries first, and then load the ones
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Peter Drier
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#48904
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Re: Attaching STP order with stop price as parent order actual traded price +/- amt in API
Re: Percentage Based Bracket Orders ( /g/twsapi/message/45166?p=%2C%2C%2C20%2C0%2C0%2C0%3A%3Arecentpostdate%2Fsticky%2C%2Crelative%2C20%2C2%2C0%2C76307291 ) It seems that the above
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kcfung2010@...
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#48903
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Attaching STP order with stop price as parent order actual traded price +/- amt in API
Hi fellows, In TWS order preset configuration the "Attached Stop Order" section, we can set Stop Price field as Parent Order +/- some amt, with the checkbox "Apply offset to parent" clicked. With this
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kcfung2010@...
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#48902
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TWS API Order Placement/Submit Time
Hello, I am new here and have some questions regarding TWS API order placement/submit time. 1. I can see "Submit Time" on TWS interface, but c an't find any information on order placement/submit time
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zhenliu66@...
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#48901
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Re: Placing trades outside regular trading hours
I think this behavior is expected. "Close" is for the closing previous trading day and is Thursday when you run the query on the weekend. It will be Friday's close if you run it on Monday. The "Close"
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zb3886@...
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#48900
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Re: Placing trades outside regular trading hours
You could request High Resolution Historical Data ( https://interactivebrokers.github.io/tws-api/historical_time_and_sales.html#reqHistoricalTicks ) both for Ask/Bid and Trades for the end of the
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J¨¹rgen Reinold
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#48899
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Re: Placing trades outside regular trading hours
I don't think you can do this via IBKR. You need a data broker. I use polygon.io but there are other. If you're just looking for the last price, on Fri Jan 21, 2022 7:59:57.463 PM There was a price
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Rob Tilley Jr.
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#48898
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Placing trades outside regular trading hours
I am trying to enter a trade for AMZN, to be placed as soon as possible, via the API. I don't think I can enter a market order, and wouldn't want to, fearing a terrible fill. So, how can I determine a
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Bennie
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#48897
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Re: Sync local database to portfolio
Bennie, You might also look at using Flex Query reports to get all of your transaction data in XML and load it into your database as a basis for reconciliation. You can automate the generation and
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Dan
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#48896
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Re: Sync local database to portfolio
Part of my algo prep process runs a reconcilliation between the local DB and IB to identify discrepancies that can be adjusted manually if necessary. Some corporate actions like splits are available
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Mike
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#48895
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Re: Sync local database to portfolio
How would you deal with edge cases such as stock split/merge, options exercise/assignment, etc. For those events I don't think execution information will be received via API, but the portfolio will
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zb3886@...
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#48894
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Re: Sync local database to portfolio
You might want to reread the API Guide section on Order Management ( https://interactivebrokers.github.io/tws-api/order_management.html ) , Bennie, specifically the sub section on Executions and
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J¨¹rgen Reinold
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#48893
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