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Hello, Only go as complex as you need to. CSV files are quick and easy to examine. If you implement the interface to the data-getting functionality as a class, you can always swap it out for another

Hi, 1)I know whatif orders can be used to check the margin impact of an order, but this depends on the open position before the trade, and is not what I need. I would like to check the margin of

Hi Edward, Portfolio optimisation, at least successful portfolio optimisation is the tricker cousin of successful trading - a very rare commodity. People are probably not going to tell you if they

Did you tried these code with different req_id?

*In short* - Untiil you need to manage more than 100 000 records and more than 20MB stay with file! CSV is the best (universal reader and humanly understandble) If you ask this question you probably

MySQL.? It's free.? It's optimized for any complex query you can dream up.? Connect to it with your favorite programming language.

Hi, I guess it is not directly related to our forum but I still want to ask since I didn't find any reasonable answer yet elsewhere. I'm trading tens of various strategies on various instruments via

I agree with Jens and Ed.? I get the IB data and store it to csv using python. Then another script reads the csv into a Pandas dataframe and that where the fun starts.

I concur with Jens. For a majority of purposes text files are sufficient. Unless you are going to perform very heavy queries I would go with that. If you are still thinking to use a database consider

Dear Hedgemoney, we are using MariaDB for large dataset. However, storing the data into SQL and retrieving it back is more complicated than using csv-files or Google Drive. I prefer storing the data

hi I didn't see any post that asked this directly so, I'll ask it. I'm trying to get time/sales of options data end of day(EOD) will use tws api and python. I think i should organize the data in a

It definitely works outside RTH before open at least for some ticks. Generally most of what you see in TWS you should see in RTD callbacks.

Can someone tell me why my request is getting an error? I'm trying to get historical data for a certain option contract. My request for contract details retrieves the data but my request for

Does reqMktData returns data for outside RTH? Cannot find anything specified in the docs. I have all the realtime subscriptions activated, and receive data. But looks like reqMktData is not returning

Hello, Can somebody point me on how to: 1. Scan for implied volatility of either CALL or PUT, or root symbol, i.e. AAPL PUT or AAPL CALL or both. 2. Scan for implied volatility for At The Money CALL

You should add some logs in EWrapper, theoretically you'll get calculation results into *tickOptionComputation* method

Hi all, Newbie to Python and to the TWS API, so pls go easy. I've written a basic script to get hourly option prices for say TSLA 420 Call options for the last day. I would like to add code to it

I got reply from IB: "We confirm the "errorCode: 481 errorMessage: Order size was reduced" call back is due to IB not having any shares for the customer to borrow for short selling, but you don't

Got same error today, also on FA. In my case I didn't get any shares on this order at all (all other orders executed fine). Also wonder what is means and how to avoid it. One thing I noticed, that

I finally figured this out.? The culprit was the latest patch of the IB Sync library.? I rolled that back today from 0.9.62 to 0.9.61 and it resolved the issue.? I'm sure this will be resolved soon