开云体育

I don't think the OP meant the GUI more the API. I'm wondering if the OP is right that they only provide a limited set of data points for IV even if you ask for 1Y. I can't see WHY they would do that but I haven't checked recently.

Take a look at the section of the API Reference Guide's chapter. Lots are 100 shares traditionally but IBKR recommends that you use #shares instead going foreward. The newer versions of TWS/IBGW have an API configuration option now where you can select lots or #shares for API market data.

I am not sure which TWS version you use and which screen you are looking at, but I was under the impression that TWS also is migrating away from lots.

闯ü谤驳别苍

From TWS 10.17.1w

Are you sure about the one month restriction? I would have thought the below would work.

 bars = ib.reqHistoricalData(
               contract,
               endDateTime=dt,
               durationStr='1 Y', # 1 D  5 D etc
               barSizeSetting='1 day',
               whatToShow='OPTION_IMPLIED_VOLATILITY',
               useRTH=True,
               formatDate=1)

can't test it out as I've shut down my machines.

From the outset I need to clarify I am a newbie to both python and the IBKR API. I can successfully connect to the platform and retrieve data on the last traded price and last traded size, code snippet below. What I'd like to retrieve but can't, is the timestamp of last trade, i.e. what time did the stock trade last.

I see in the documentation a references to Ticker Id 45, "Last Timestamp - Time of the last trade (in UNIX time)", but I don't know how to access this or a method which will give me this timestamp.

Python Code snippet below

from ib_insync import *

thisClientId = 101

def main():
    ib = IB()
    ib.connect(host='127.0.0.1', port=7496, clientId=thisClientId)
    ib.reqMarketDataType(4)

    contract = Stock('BHP', 'SMART', 'AUD')
    stock_data = ib.reqMktData(contract, 225)
    ib.sleep(1.5)

    print("225 stock_data.last: ", stock_data.last)
    print("225 stock_data.lastSize: ", stock_data.lastSize)
    

if __name__ == '__main__':
    try:
        main()
    except:
        print('Interrupted')

target=streamData()