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TBill Maturity date
I have scoured the API (C++) and am trying to figure out how to find the maturity date of a TBILL. I have stepped through the fields of ContractDetails in my Visual Studio IDE, but any fields such as
By dlinenbe@... · #53968 ·
Re: reqIds hangs when recereating IBClient - EWrapper
I have the same issue.? The reqIds didn't respond back anything.? Have you solved it?
By Robby · #53967 ·
Re: Long on the stock, want to exit but: Order rejected The contract is not available for short sale
I know this is an old post, but this happened to me today. I'm testing my code using a paper account and running TWS so I can see the positions in TWS. For testing it only opens positions of a single
By groups_io@... · #53966 ·
Re: two questions about the 50 msg/sec rate limit
To disable auto pacing, don't send "+PACEAPI" during client connection AND select the option "Reject messages above maximum allowed message rate vs applying pacing" in the global API configuration in
By Jürgen Reinold · #53965 ·
Re: two questions about the 50 msg/sec rate limit
Thanks Jurgen. This is very informative. So turning +PACEAPI off, gives me a little wiggle room. Got it. I am more interested in the ability to revise orders with placeOrder(), but as you mention
By tbrown122387@... · #53964 ·
reqMktData with snapshot = true delivers hours old data randomly
Dear Twsapi experts, I am calling reqMktData ( https://ibkrcampus.com/campus/ibkr-api-page/twsapi-doc/#watchlist-data ) with snapshot flag set to True reqMktData( orderId , contract , "" , True ,
By ajn · #53963 ·
Re: ISSUES WITH SMOOTH FAILOVER IN TWS APPLICATION - IBKR SERVER CONECTION DROP.
I went into the API Global Settings in TWS and IBGW today (I rarely need to go there) and that reminded me of an option you might be interested in. It allows you to control whether TWS/IBGW should
By Jürgen Reinold · #53962 ·
Re: two questions about the 50 msg/sec rate limit
Before we start, a few disclaimers and initial thoughts: * The actual implementation of the TWS/IBGW built-in API request pacing is undocumented and technically not part of the API. It can change at
By Jürgen Reinold · #53961 ·
Re: two questions about the 50 msg/sec rate limit
It sounds like you both are talking about the +PACEAPI thing. I want to turn that off and manage everything myself. 250/5 sounds promising. I’ll poke around and report back with my findings.
By tbrown122387@... · #53960 ·
Re: two questions about the 50 msg/sec rate limit
Have you seen how IBKR describes it themselves: https://www.interactivebrokers.com/campus/ibkr-api-page/twsapi-doc/#requests-limitations Nowadays you don't really need to worry about it any longer as
By J G · #53959 ·
Re: two questions about the 50 msg/sec rate limit
IIRC, the rate is calculated on a 5 sec interval: you can send a burst of 250 messages and then wait 5 seconds without incurring in a rate limit violation. This is consistent with my
By @lbilli · #53958 ·
two questions about the 50 msg/sec rate limit
Regarding the 50 msg/sec TWS rate limitation, is IBKR checking it by calculating a continuously sliding window, or are they doing a nonoverlapping time window? The first is stricter. If it's the
By tbrown122387@... · #53957 ·
Error using TWS scanner to filter stocks
Hi , I 've created a script that uses the TWS scanner to filter stocks for a strategy but I 'm receiving this error : "Error 162 , reqId 5 : Historical Market Data Service error m e s s a g e :API
By Rowan · #53956 ·
Re: VSTOXX daily settlement prices
Thanks Juergen. Great idea!
By Despair · #53955 ·
IB Gateway 10.30.1t
Does anyone have available the installation file(s) for IB Gateway 10.30.1t ? If possible for all operating systems. Thank you. -- https://www.tradingsoftwarelab.com
By Orionn · #53954 ·
Re: VSTOXX daily settlement prices
I don't know of a source for the settlement data either, and scraping web pages is never a reliable path. One approach could be to calculate/estimate the settlement price yourself. Both going forward
By Jürgen Reinold · #53953 ·
Re: VSTOXX daily settlement prices
I can get down the txt yes but the prices in the file are the daily closing prices of the index and not the settlement prices of the futures I'm afraid. You can see the daily settlement prices
By Despair · #53952 ·
Re: VSTOXX daily settlement prices
Well, it looks like their txt is just a csv (-: Did you examine it? Then, you can find the conid for V2TX and see if the ib history matches... it'll be fun. If you have any problems make sure to
By buddy · #53951 ·
Re: VSTOXX daily settlement prices
The csv-links are greyed out. You maybe need an account? This makes it difficult to download the data programmatically. :-/
By Despair · #53950 ·
Re: VSTOXX daily settlement prices
It seems as though everything you need shouldn't be far from [here](https://stoxx.com/index/v2tx/). What have you tried so far?
By buddy · #53949 ·