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You should be able to download the code from [Intel](https://software.intel.com/en-us/articles/intel-decimal-floating-point-math-library) and build the library yourself. I needed to do this for a

This ( /g/twsapi/message/51303 ) fix works but only if I upgrade to Ubuntu 22.04.3 LTS. libintelrdfpmath-dev isn't available for older versions of Ubuntu.

API_Version=10.19.01 g++ (Ubuntu 9.4.0-1ubuntu1~20.04.2) 9.4.0

@amar I do not wait for anything, the only thing I do is my order send function is synchronized: static synchronized void sendOrderAndIncrement(Order order, EWrapperImpl wrapper, Contract contract,

Running make on the newly-downloaded TWS SDK produces the following: g++ -pthread -Wall -Wno-switch -Wpedantic -Wno-unused-function -std=c++11 -I../../../source/cppclient/client

Hi, Has there been some update to this limitation, or is there a way to get Uptick Status through API? Cheers, Erez

Sorry, I just realise that I misread your mail. I thought that you were asking about IV, but you are talking about historical volatility. You get the 21 trading trailing days return standard

Hi Bart D, I think there is an error there. HV stands for historical volatility, and historical volatility is calculated as the standard deviation of returns. So you get price data, for

Hi, It is returning the 30~DTE at the money IV, I haven’t found any confirmation but I’m pretty sure. It’s not the VIX calculation because the VIX calculation takes into account skew. Wha do

You can get IVs directly from the API and calculate any HV you want from that. Here is how I calculate various HVs, eg for S&P500 (I am using ib_insync so some calls may look different than the native

I get the margin delta with "Check Margin" in tws or??IBApi.Order.WhatIf. Also,?using a limit order I can get cash balance delta. My question was if the formula for excess_liquidity_delta was

Does the "Check Margin" feature in the TWS Order Entry form give you the information you are looking for? In that case, take a look at the documentation for Checking Margin Changes (

I would save options prices each week before they expire as well as the underlying prices. That way you should be able to get a historical IV over time using Black Scholes to back into to the IV. If

Hey, if you feel that strongly about it and have the time then go ahead and make the pull request. In the worst case scenario it'll be good practice, a learning experience and software development

@Gordon, @Buddy, "mountain"?? : hardly. There is no impact to existing code with this proposed change (tested). I am simply adding functionality that allows users to manually stop the thread that

Yeah, I see most of this as making a mountain out of a molehill. It strikes me, largely, as a misunderstanding; much like issuing a SIGKILL but expecting SIGTERM. If you are familiar with unix signal

Assuming that an order execution has $cash_balance_delta?impact on cash balance and $margin_delta?on margin, is it correct to assume that the impact on?excess liquidity is Is this accurate? Is

I like evolution, so I may be wrong but here I am not sure I would flag this as a bug. Just out of curiosity what undesirable side effect the current implementation generate? ? Some food for

Resurrecting an old thread as I have a similar question. I think I've convinced myself that the way the "IV of a specific chain" is calculated is the same way that the VIX is calculated as

Thanks, Jürgen, being less of a doofus with the contract definition seems to have helped. (I had seen that documentation -- I stand by my opinion that it could be better documented; I think that