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I don't think your idea with two client connections will work. ExecutionCondition decisions are most definitely made within IBKR's infrastructure and not by TWS/IBGW. And at that point, IBKR is only

Hi Is anyone working with Delphi (pascal) to connect to TWS? I can't connect at all. Thanks

I have a question about conditional orders, where the condition is an execution condition, per https://interactivebrokers.github.io/tws-api/order_conditions.html#execution_condition (

The "Volume" tick does seem to report the same value for @SMART and @NYSE and it includes "Unreportable Trades" since the value is identical to the totalVolume field of the "RtVolume" tick. But the

Good job Jürgen and AJ. I learnt this today and wanted to say Thank you to you both. This type of analysis is why we are in the forum. Daniel. [email protected]> wrote:

Thanks Jürgen, very serious work! Very appreciated! I guess the expectation that the difference between calling @SMART would give info from all exchanges yet @NYSE would give info specific for NYSE.

Some more stats from comparing real-time feeds for MTDR@NYSE and MTDR@SMART on 20250108 between 13:30 and 16:10 US/Central: * The NYSE feed did not get any 5 second real time bars * The SMART feed

I have never looked into this in the first place, but after a quick test with my data recorder I can confirm your observation for the Volume tick as well as all fields of the RtVolume tick. But the

In this answer ( /g/twsapi/message/53705 ) it was pointed out the importance of setting SMART as a contract exchange to get most of the information/volume while using *reqMktData*.

Thank you for the tip!

I was using databento.com to get historical data for various futures for periods that were not covered by IB. They provide data for various ticks and charge $28/GB. They also use to give some credit

Thanks anyway!

Hi Dale, unfortunately some data is not coming out well. Incomplete, chunks missing, some days not even work.

Oh ok, I haven't used less than 1 min for historical data.MelSent from my Galaxy

I don’t think we allowed to share data per our contract. Why don’t you just download it from IB? [email protected]> wrote:

Thank you Mel for your reply! Language is python. I have been using 5/10 second candlestick resolution, higher than that I am afraid it wont test well...

What language do you use?? If python I can probably help you fix your request if you just need daily.? Minute data would take a bit...Sent from my Galaxy

Hi everyone, I need to test something and I have been having a bit of trouble requesting data from IB. Does anyone have last year?s historical data for ES and NQ? doesn?t have to be tick data.

In the recent past I came across a hotkey that provided a detailed list of data lines (window, instrument, and exchange). It was updated dynamically. I link several windows together so clicking on a

For those who trade futures. IB support told to populate one of the fields below with custom ID that differentiates manual and ATS