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Re: C# reqHistoricalData, returns odd time spans
Matt, The Day unit is special in historical data requests, when used either as a bar size or duration. Instead of a calendar day, it returns data for a trading session. So for the EUR/USD pair for
By Josh · #40657 ·
Re: Latency of reqTickByTickData
Michael I’m interested in your rather dismissive assertion about timekeeping in Windows. Your experience seems to differ considerably from mine. The first thing to say is that Windows, out
By Richard L King · #40656 ·
Re: IB CUSIP Service
With stocks, you would use the fields contract.secId, contract.secIdType, as in the example below.
By Josh · #40655 ·
C# reqHistoricalData, returns odd time spans
Hello, I have not used any historical requests with the IB Api so far, but am experimenting right now and came across a weird anomaly. Perhaps someone could kindly shed some light into this?? I
By Dojo321 · #40654 ·
Re: IB CUSIP Service
Okay, got it working by trial and error. Even though this is a stock, specifying secType = 'BOND' makes this work. Wierd ...
By abbanerjee · #40653 ·
Re: IB CUSIP Service
Hi Josh, I purchased CUSIP subscription to try this out. However, I am still getting that no contract with this definition exists. Can you please help me? Specifically I am trying contract.symbol
By abbanerjee · #40652 ·
Re: Latency of reqTickByTickData
Dmitry, PPS on Pi has significant lag, variable lag, isn't a RT OS, is multi-core, jittery CPU, and then you're taking it as a reference delivered through variable Ethernet speeds as its under a USB
By michaelIC <michael.i.c@...> · #40651 ·
Re: Latency of reqTickByTickData
Thanks for the info, but that was for realtime volume timestamp. This thread concerns the arrival time of events in the new TickByTick data stream. I might be missing something but I don't see how to
By Nick <news1000@...> · #40649 ·
Re: Latency of reqTickByTickData
This topic was discussed back in September 2016, here's the time error pictures which I got (while local clock synchronized against Stratum-1 NTP server on Raspberry-Pi + GPS (PPS), which was a custom
By Dmitry Shevkoplyas · #40648 ·
Re: TWS.OCX + newer API DLL
It’s an easy mistake to make. When I was doing the changes I described, I mistakenly thought that the GUIDs for the type library, the Tws class, the ITws interface and the ITwsEvents interfaces were
By Richard L King · #40647 ·
Re: TWS.OCX + newer API DLL
My mistake ! Sorry. Thanks again Richard.
By Bruno Voisin · #40646 ·
Re: TWS API Error 2019: Order Event Warning - got when trying to submit Bracket order for execution outside RTH. Entry, profit OK. Stop NG.
The message is actually just a warning to let you know that for the designated order type and exchange there is no distinction between rth and 'outside rth'. It will not prevent an order from being
By Josh · #40645 ·
Re: TWS.OCX + newer API DLL
The same GUID twice? I don’t think so. The first two characters are reversed. Sent: 04 September 2018 20:28 To: [email protected] Subject: Re: [TWS API] TWS.OCX + newer API DLL Hi
By Richard L King · #40644 ·
Re: TWS.OCX + newer API DLL
Hi Richard, Thank you for your insight. I had completely overlooked the GUID issue ! You specified twice the same GUID above ? Was that intentional ? Anyway, I am going to give it a try. Thanks
By Bruno Voisin · #40643 ·
Re: TWS.OCX + newer API DLL
Bruno It wouldn’t be enough to simply recompile to a different dll name. This is because COM uses type library ids and class ids that must be different for different COM components, so they need
By Richard L King · #40642 ·
Re: TWS.OCX + newer API DLL
Thank you.? I suppose I could recompile the 973 C# source code into a different DLL name however I am not sure this is allowed by the API usage rules. My main motivation for coding around the API is
By Bruno Voisin · #40641 ·
Re: TWS.OCX + newer API DLL
If you were to try to run the installers for both API v971 and API v973, unfortunately the 973 installation process would interfere with the 971 installation. For one thing the TwsSocketClient.dll
By Josh · #40640 ·
Re: historical and live recording of tick data
No, it's available to everyone although I think it is only described in the beta release notes and has not made it to the main documentation (at least I couldn't find it). It is similar to the DOM
By Nick <news1000@...> · #40639 ·
Re: historical and live recording of tick data
Thanks. Is this TIckByTick thing really only for people who have a dedicated line to IB? -Kurt news1000@...> wrote:
By Kurt Bigler · #40638 ·
Re: historical and live recording of tick data
great overview, thats what i needed to understand. thank you. so tickbytick with timestamp is the way forward.
By hannnnny@... · #40637 ·