开云体育

Yes its java, your tools sound quite interesting.. The time lag was simply the local time when I get a IB response, in milliseconds. The lag I meant was the time lag between when i get tickPrice and

Richard, Thank you for your detailed reply and for sharing your encoder 1. It seems to me that we get the last traded price(on a change as u say) and the all tickSize are useful and represent trade

Hi btw12342001, thanks so much for the tip! That actually helps me a lot. I still did not completely understood your earlier reply on how to handle returned data. In which method is the returned

I found that subscribing to Wall Street Horizon (2.5usd) there are available upcoming earnings dates in TWS. They are also available for the API. Though testing this shows it seems not really

The time in your log is from your computer and the RTV time is a timestamp, I'm guessing from the exchange. You have to have your clock accurate in order to measure the delay till when you get the

I would just add that the whole issue of timing under Windows is rather a mess. If you want to get resolution higher than the default you'll have to research a bit to find the implications and

rwk, your 'understanding' that Windows cannot accurately measure time intervals shorter than 65 msec is completely erroneous. If you're programming directly to the Windows API, you can

You should be able to get all options by calling reqContractDetailsEx(). Just leave strike, right, and possibly expiry blank/zero. [rwk] --- "andrewcmeier" <andrewcmeier@...> wrote:

Your original post (OP) makes more sense now. I was unfamiliar with TickUtils.jar because it appears to be Java, and I don't speak Java. It sounds like I am doing something similar to

I am not sure if anyone has answered your question to your satisfaction yet but I wanted to give you what I have figured out for options. using request market data you would have something like

Good news... the problem will be fixed on 7/18. We just need to include the full expiration in the format of YYYYMMDD when invoking the reqContractDeta ils( ) method.

I'm the author of the TickUtils.jar you're referring to. (For others reading this thread, this jar can be found in the Files section of this group. It provides encoding and decoding facilities to

Excellent, it worked, had to change a couple of other fields but it was definitely the contractID, thank you. The final code I used is: AAAA = new Contract(0, "AAPL", SecurityType.Option,

contractId is IB's own unique identifier for a contract. If you know this id for a specific contract, you can use it in a contract details request and not supply any of the other fields. Setting

1. I am making data request as: mClientSocket.reqMktData(id, contract, "", false); which returns the "last price and quantity in separate callbacks". So, using the post #24461 that you suggested I

I've given this a quick try, no luck yet, will try again when I get a chance.

I've tried both dates, no luck.

I've had a look, it looks great, however, I still can't seem to fix my problem. The way you set up a contract in VB is: contract.conId = Convert.ToInt32(ss(2))

It's not clear from your question what you're trying to accomplish. If you're interested in market microstructure, i.e. very short term, you might have a look at TickString. See this old

The expiry is as it always was, a friday for US stock options. The OSI symbol, introduced a couple years ago, is always one day later than the expiry. If you are using the OSI symbol use saturday;