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I've found that if I ask for contract details for today when the market is open (during the session), it will generally give back that today for m_liquidhours (which is different from m_tradinghours)

Actually you can use ContractDetails and look for m_tradingHours. 2015-12-25 8:42 GMT+01:00 Ed Gonen ed.gonen@... [TWSAPI] < TWSAPI@...>: -- Best regards, Chernikov

All, I did extensive work with this java client and found it very frustrating. I first added an expiration date to the contract definition and it began to work. This confirmed that the request

As far as I know there is no such method in the API. I suggest to keep as simple as possible and use a plain text file with the list of the market holidays times. You will update the file on a yearly

@Nick news1000, I'm not sure how important it is, but the above exercise with java demo app also shows that it is actually TWS who initiate the disconnect when client brakes some rules (number of

today market closed at 1pm, I had a trade fire at 2pm. How best can I tell that the market is open using the API, c# is what I'm using. Thanks,

It may not work for you but I ignore order status. After all, IB's inner workings are not my concern. All I care about is executions which I can get from exec or position messages.

I had the following sequence: 1. Submit order 2. Receive partial fill 45 ms later. 3. Change quantity 60 ms later 4. Receive three open order events with new quantity. ==>5. Receive three open order

Right- and based on other replies, my suggestion is that you separate out the functions into two steps: 1) Retrieving all of the contract ID's for all of the options series on a given underlying 2)

Confirming: java demo client loses connection when "Options" -> "Option Chains" tab used to get all calls/puts for "IBM". But it is just a poor design/implementation of java demo application

If you connect via IB Gateway instead of TWS, you will be able to make about 120 requests/sec (don't have the exact number right now).

I just requested the full option chain (all expiries) for the SPX. The system returned 7646 contracts with an elapsed time of about one minute. If you're getting timeouts or disconnects, I suspect

rholowczak I am using the Greeks for trade decisions.

Please read my post in topic "Building an options trading algo using TWS. Need help". It explains in detail what I am trying to achieve.

I found that 2 tws never disconnect tws also does not send all option data when requested lots of 0 on the bid /ask if 0 on the bid i usually take the strike -current + current or something like

Disconnects are caused by an error in your program. TWS does not disconnect for pacing violations. There is no limit on the amount or speed of data sent by TWS to the API program. Trying to create

Maybe I am not the only one with this question: When you say "option chains" are you only looking for the specifications (strike, expiration, right (call/put)) of options currently trading on an

Can I get the data from another source and use it in my TWS API.?

Can I filter by Delta and days till expiration to reduce the amount of data? Can I slow down the download of data. This roadblock is hard to believe. Options chains are basic info.

Limit requests to 50/sec. There is no other option. 2015-12-23 12:53 GMT+01:00 todell826@... [TWSAPI] < TWSAPI@...>: -- Best regards, Chernikov Aleksandr, e-mail: