Re: Automatic chart on TWS
"Forrest King you're a god damn genius!" ;)
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Ace
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#45873
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Re: InteractiveBroker's instrument database
As I remember for only NYSE it's about 1TB data is used for exchanges,
financial products' prices etc for a day or an hour, it's not a good idea
to store all the data in one computer, but you can
By
AnerG corp
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#45872
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Re: Automatic chart on TWS
Try using the local symbol for the option. For the AAPL contract you mention, this would be:
AAPL 201127C00120000
You can see this symbol in TWS in the 'Symbol' column rather than the 'Fin
By
Richard L King
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#45871
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Automatic chart on TWS
Hi,
I algo trade with the Python API. The TWS platform displays the action and I found a simple way to have charts update to the stock symbol that got triggred by the algo using pyautogui.
With a
By
Ace
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#45870
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Re: Historical Market Depth?
Available, but only 6 months
By
Mikhail Ershov
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#45869
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Re: Historical Market Depth?
Unless something changed recently historical o/h/l/c data is available at 10, 5 and 1 sec bars.
By
Nick <news1000@...>
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#45868
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Re: Historical Market Depth?
I haven't tried that in practice, but looking at limitations with historical data https://interactivebrokers.github.io/tws-api/historical_limitations.html#non-available_hd I can suppose you can't get
By
Mikhail Ershov
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#45867
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Re: Historical Market Depth?
Sorry for necromancing this 2011.
In 2020...
...
The API provides real-time market depth but I don't think every change to the order book is sent since changes occur too frequently (multiple times
By
Smoothie Kate
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#45866
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Re: Level II market depth
Sorry for necromancing this. I have the same question.
By
Smoothie Kate
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#45865
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Re: InteractiveBroker's instrument database
I think it's very very large DB
and it's updating every trading day, so it's hard.
But you can get information for particular instrument ticker...
By
Mikhail Ershov
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#45864
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Re: Margin for generic orders basket, multiple legs
Dear Francois,
thank you for your reply.
Let me be more precise:
I know that *guaranteed* combos with up to 6? legs can be created ( https://ibkr.info/tag/combo-trader ) and used in whatif orders,
By
QuanTrader
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#45863
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InteractiveBroker's instrument database
Hello everybody,
Is there a way to dump somehow, complete IB's instruments database, together with all parameters (conID, supported exchanges, trading times, tick size etc.) ?
Regards,
Alex
By
markela_1987@...
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#45862
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SEDOL SecID support discontinued?
The release notes for IB API version 9.63 ( https://interactivebrokers.com/en/software/apiReleaseNotes/api963.php ) state that *SecIdType* supports ISIN, CUSIP, RIC and SEDOL.
ISIN, CUSIP and RIC seem
By
Yair Altman
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#45860
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Re: TWS API | Options market data request issue.
On Friday I've seen the same,
trial account have 10197 error sometimes on latest (now 981.2d) version.
Hope API team give some advices what to do,
I'll update here.
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Mikhail Ershov
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#45859
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Re: TWS API | Options market data request issue.
here is the log for stable version, no "model is not valid" error, but
still "competing live session" error
[image: image.png]
§ã§Ò, 21 §ß§à§ñ§Ò. 2020 §Ô. §Ó 14:57, LS <justgreey@...>:
By
LS <justgreey@...>
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#45858
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Re: TWS API | Options market data request issue.
Thanks for your reply.
I tried as you suggested, still nothing.
Now I downloaded IBGateway and tried it as well, still same error.
In the log tab I could see another weird message:
*"Model is not
By
LS <justgreey@...>
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#45857
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Understanding margin for option spreads
I'm just trying to understand the exact margin requirements to open (and hold) an option spread so my program can decide if there is margin to open the position or not.
I'm using a WHATIF-order to
By
Despair
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#45856
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Re: Margin for generic orders basket, multiple legs
Hi,
Margin for combo orders works fine. This is simply achieved by creating a combo order, and ask for whatif, exactly the same way as if the order was for a single leg.
In a generic coding language,
By
Francois G
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#45855
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Margin for generic orders basket, multiple legs
Hi,
I know how to get the margin impact for a single product order using whatif, but I need to compute the margin impact of an orders basket.
This is important for different trades such as multilegs
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QuanTrader
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#45854
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Re: Hoping for some help on individual lot information
Thank you.
I've added an orderref to test it out.
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Jonathan S
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#45853
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