开云体育

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:

I need to get options chains for an underlying. Tws has a 50/sec limit on the data. The api loses connection also. What is the fix?

Perfect thank you!

In the reqMktData() EClient Socket Method, specify '258' as the third parameter. Then in the tickString() EWrapper Method, look for tick value 47 which should contain those fields, one per

Hi All, I have a simple c# program setup with the following code: Contract contract = new Contract(); contract.Symbol = "GE"; contract.SecType = "STK"; contract.Currency = "USD"; contract.Exchange =

I don't know about mac but I did it in Linux , so mac should be similar. Do you click on : IBControllerStart.sh or IBControllerGatewayStart.sh ? ? in IBControllerGatewayStart.sh I changed following

Hi. Is anybody using the IBController on a Mac? I have done everything as stated in the documentation, but when I try to launch the Controller it says "The Java JAR file IBController.jar could not be

Hello All Kurt wrote "You can't stop the full data from coming in on the socket however." Bear with me, I am missing the answer to the getting disconnected problem. If there is a

<TWSAPI@...> wrote: No. 1- you only have the choice to specify specific dates (or months, by omitting the two day digits, perhaps years--haven't tried) or not 2- you only have the

Can the options chain be limited to 1- Only expirations less than X days out 2- Only Strikes within Y points of current underlying price.

are you willing to finish my code this is what i do in VB ListBox1.Items.Add("getting chain") contractend = 0 AxTws1.reqContractDetailsEx(1, contract) While contractend = 0