开云体育

It appears there is inaccurate Per Share data in the Company Overview > Ratios page. For example: IBKR shows Revenue / Share - TTM = 30.82 However, a simple calculation shows the correct number

Taylor, *[no sleep... ever]* Inside your processMessages() I see "sleep for 15 seconds". What does the rest of the code doing during that blocking sleep() call? Right - nothing. Any incoming quotes,

Hi Mark, This is normal to experience daily outages around midnight especially weekends. I also can not connect for the last 30-40 minutes. IB has this System Status

It's about 11:45 EST on a Friday night (2-5-21). I'm unable to connect through IB gateway or the mobile app. Is it normal for IB to be down during this time? Is there a schedule of times the server is

senescence ... so that's the word for when I don't recognize the man in the mirror in the bathroom in the morning but decide to wash him anyway .. No worries, Richard. From what I read on this end,

Oh dear me, you're dead right. I'm getting much too careless. Not so much Brexit as senescence… The stupid thing is that after making the (incorrect query), I thought I'd try it up to the latest

The default is 100 concurrent reqMktData streams but only 3 reqTickByTick streams. Also, market depth is limited to 3 concurrent. If you are getting the error for more than one request per 15 seconds

My historical TickByTick harvester also works fine for the time and instrument. Is your code prepared for more than 1000 ticks arriving. My initial request returned 1695 ticks, My time stamps are in

I'm having some trouble requesting both trade data and quote data from the same running client. I am after this information for the following futures tickers: MESH1, MNQH1, M2KH1 I have refactored

I don't think it's the case that the stop loss order 'inherits' the TIF of the parent order by default. I think any order uses the default TIF (DAY) if you don't explicitly set it to something else.

Oops, thanks for pointing that out. Must do better!... I'll edit it in the message archive, but of course all those who receive posts by email will have it in their Inbox. I doubt any harm

When I run your specified query I get 1000 ticks back. I've attached a file containing the results. Note that the timestamps are in my local timezone (UK), which is how the API returns the data,

Moderator, You missed an account number in the example. Best wishes, M

Good morning i 'm french . sorry for my english I'm working on the TWS API. Everything went very well until I got to the order with the PYTHON command app.placeOrder (app.nextorderId, FX_order

The OCA is set automatically by IB for bracket orders. You don't have to set the OCA explicitly.

According to my knowledge/experience, the size/quantity of a child order attached to a parent order must have the same size/quantity of the parent order. Hence my suggestion to use two sets of parent

I'm having a problem getting a great deal of historical trade ticks from TWS that are available in Time & Sales and this issue appears pretty frequent for the more liquid stocks. For certain days in

Newbie here - just starting out with IB. I have coded my own algo systems in the past but not with IB. Those have been in Python(even though C++ was also an offered interface) and I have never had

You've gotten some good answers, I'll give an answer from a different perspective. There are latencies you can't do anything about - quotes and orders traveling from exchanges to IB, within IB's

The max speed of interacting with TWS is NOT determined by the language you write in.? C++ is faster than Python but that doesn't matter as TWS's I/O is throttled (pacing violations).? Your code