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You may want to check with the various exchanges as IB is just reporting.? The exchanges have pools that don't print during the day and only hit the tape after the close.? I'm not sure what time

I am sorry to be a bit stubborn but I prefer to start in Purebasic. Might change later eventually. However I am struggling using the TWSlib.dll. I can connect to this lib but I am having problems to

1- Not every stocks are traded after RTH even if traded premarket (unusual though) 2- Even if market is still open doesn't mean there are any trade done. 3- Look at your market data subscriptions 1-

Hi all In the groups experience what is the earliest time , eastern standard time, when it's reasonable to say that IB have printed ( immutable) the close for all symbols that will be the number of

isn't this exactly what useRTH=False supposed to mean?

Hi, I am trying to retrieve historical price data of a few FOREX currency pairs: mainly AUDCAD, EURUSD and EURGBP. Since November 25th, I am unable to retrieve historical TICK data via API. Before

I experimented some time ago with downloading daily data for 200 US stocks to see what worked best for me. I tried sequential versus parallel. With sequential I mean I submit a reqHistoricalData() for

Let's start with setting expectations. IBKR is a brokerage that handles your trades and not a specialized historical market data provider. While there is a lot of good historical data you can

*Batch request* Never heard of it on IBKR, - Look to me against the design pattern used by the API. Data callbacks do refer to a reqid, not to a symbol, so I don't see a way to resolve OHLC *Bar* for

Hi everyone, I’m working on a project that requires pulling *historical data* on *hundreds of stocks* using the *Interactive Brokers TWS API*. The data includes daily OHLC (Open, High, Low, Close)

Margin by itself is not additive as it is calculated under the maximum norm. The closest thing that works in real-time is CME's SPAN mechanism. There's some documentation on the client systems wiki if

Interesting! I didn't know that. I am going to check that out!

Richard wrote almost exactly what I wanted to reply. In a nutshell: go with python. Lots of support available, lots of sample code. If you have any kind of programming experience, the learning curve

No it won’t object to that. (But why don’t you just try it yourself with your paper-trading account?) But there IS a problem here: because current price is below the trigger price of that

Hello all, I would like to set an upper and lower limit for selling stocks I hold. For example, let's say that I hold 120 shares of SMCI and the current price is 32.50. I would like to SELL those 120

As Jürgen mentioned, you need to keep track of PnL yourself based on the executions. Reconciliating against reqPnl should be a governance / secondary check function and not be based on for

I am going to have a look on Python, but I am affraid that mastering all the subtleties of a new language could take a lot of time? (a bit lazy

As Richard suggest with reasons, Python is most probably the best choice for a programmer who need to switch to another language You can find a lot of support here in Python, and Java (and

Thank you for your detailed response. My first idea was to use VB6 that I have used in the past but it is no longer supported. Switching to VB.NET seems to be a step as large as to any other

You need to decide what your priorities are. If you just want a large challenge, by all means push ahead with PureBasic, but it will be difficult to say the least because you’ll be pretty much