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Results from simulated trading in the paper account will be different from trading in a live account, but the basic principles tend to be correct and quite accurate. I think what you have experienced

I got it working on ARM64. Posted it on github, relevant details are in this commit: https://github.com/ykrasik/ib-gateway-docker-arm64/commit/99ae5b6a9b3f044c8e7edefec8749d5037f3afd2 The UI doesn't

The code is like this: and it returns Maintenance Margin: 1.7976931348623157E308:

Hello Yesterday, my bot was running in a paper trading environnement. It interacts with IB API and TWS. The bot bot 3 contracts NQ at 09:31:45 (15:31:45 in my french local time) at 14916.25 , and

Hello TWS API Group Members, I am reaching out because I am currently working on a Python trading algorithm using the TWS API, but I lack the necessary programming skills to complete it. I am willing

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