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As far as I’m aware “NASDAQ” doesn’t appear in the list of valid exchanges in the contactDetails() callback for any security. The list for MSFT is typical: validExchanges =

I agree with @ misantroop. I can't imagine anything reasons related to SSH or telco. However I idea popup in my mind: I read somewhere that IB is in the process of removing temptation to use ISLAND

I assume that was for me. The stats came from a small Ubuntu virtual server instance (Amazon AWS) that is located about 4ms away from IBKR's ndc1.ibllc.com entry point. But I don't think that there is

317 has been very shy lately, so that it may feel like a now code. A very quick peek at the logs suggests that I have not seen one since April 2021. Before that they happened infrequently but daily.

It’s not new at all, nor is 317. In my source control system I can see that they’ve been there since well before 2006. Easy to overlook though if you’re not actually using market depth. In my

with the new message 317 (book reset) which is related to market depth, i found a "minor" flaw in my design. currently, i put all the info messages in a general queue, but that is not correct. the

today i was writing some tests for my own tws api client implementation and i encountered a new message that i did not notice before (i don't work with market depth data for quite a long time though)

IB doesn't differentiate where you run the client, so the reason for your issue is somewhere else.

If I run TWS app and TWA API from my local machine, I could request market data when setting exchange=NASDAQ But when I ssh to a server where the TWS application is running, I get the error " *200 No

Where are you hosted if I may ask?

By gyrations I mean the value of app.msg_queue.qsize() oscillates from 0 to about 100 over 500ms readings in my case. Yeah, I know, just ain't confident/competent enough to rewrite in C++ yet:) Do you

If it's enough for you to view history, you can see iborrowdesk.com that is built upon short availability information.

Build your own using the FTP source.

I am looking for historical short/borrow data, but I'm not sure if it's provided by IB. I know that IB's public FTP gives the current fee, rebate and availability. However, it does not keep the

if you refer python code in queue.py *def qsize(self):* *'''Return the approximate size of the queue (not reliable!).'''* *with self.mutex:* *return self._qsize()* Then

Just accidentally I stumbled upon:?app.msg_queue.qsize(), which looks like exactly what I was looking for. Or does it not? I see this shows gyrations from 0 to 100 in a 500ms period. At least what I

I've been using reqHistoricalData successfully to get 0DTE SPX Put prices until recently, when it began returning prices that are incorrect (see attached screenshot).? The put prices are higher than

Atop design pattern Jurgen wisely suggest: - For sake of covering every bases: I would assume that what you called: stop my application does mean all sockets are closed at once. Otherwise a question

Hi, I receive pretty inconsistent responses from IB using this call: m_pClient->reqHistoricalData(1001, m_contract, "", "1 D", "1 min", "TRADES", 1, 1, true, TagValueListSPtr()); There seem to be no

There is no TWS API function to monitor the amount of unprocessed data in the socket that your client uses to connect with TWS API and I am not sure that would be a good approach in the first place.