开云体育

Hi Mark, Message code 430 clearly means "No fundamental data available". This means there is absolutely nothing wrong with the code. However, it is intriguing how GOOGLE's fundamental data can be

My CI testing follows what Mark outlines. My code is in Java.? I wrote a broker interface which limits the IB API pieces I use.? I then use a mock class framework (Mockito) to simulate responses.?

how is your docker image working out for you Alex? GREAT intel by the way. I was wondering about this and the github is EXCELLENT!! thanks so much

If fetching live market depth level 2 tick by tick data for a stock, does setting SMART for the exchange provide THE cheapest rate available in the market or should one consider querying all the

Sorry for the double post but I wanted to let you know that I finally found the cause of this issue. It was related to the added by me in Configuration > Presets > Stock > WMT record that in some

I think you should look at IBController - https://github.com/ib-controller/ib-controller Official from IBRK. Or check a docker image like this - https://github.com/mvberg/ib-gateway-docker I took the

Here is the error... 0? 1 2? ? ? ? ? 3 4 5? ? 6? ? ? ? ? ? ? ? ? ? ?7 0? 555? 0? ? 208813720? ? ? 0.0? [ISIN=US02079K1079;] 208813720 were at the loop for saving data press

Does anyone know why I'm getting an error unable to fetch fundamental data. This is the contract ID for google stock. def getnasdaqOPThistdata (): for index , row in DFcontractdata.iterrows():

Isolate the two parts, exchange connectivity is one part, and actually has a quite finite list of tests. The data processing and historical replication is a different problem that can be solved

Yes, fwogy.com is what I have on AWS already. It’s just so clumsy to have to login to an app manually. Awful restriction from interactive brokers. Grotesque.

I hate to say it but to do a robust job I think you would have to have a whole separate project that simulates TWS and the exchanges. You then connect to that for (most of) your testing. Anything your

Hi all. We are a group of developers working on an TWS API client in Typescript for node.js (if you do node.js Apps, might be worth having a look https://github.com/stoqey/ib ;)). Currently we look

Hello Graham, Did you find any workaround or the cause of this error? I get the same error for a particular stock (WMT) when trying to buy with a limit order on a live account even with round amount

Many IBKR API complications feel a bit frustrating and long in the tooth indeed. I see little reason to speculate why it's so and when it's about to change, even though I sure wish it did. If you need

Yes, you are limited by the throttling. One thread can easily reach the maximum throughput for retrieving historical data.

I am trying to collect a list of exchanges that trade options or future options priced in cents/pence instead of dollars/pounds. I have found issues when placing orders for options and future options

For those of you using "DelayedLast" tick for Excel RTD API because of missing market data subscription this might be useful... I have recently found that "PlPrice" tick provides the live last price

My sens is that the current nature of IB is to provide two tools which either can be run. One is a headful client cumbersmoe and poor UI called TWI and the other is a thinner client. But that NEITHER

May I ask which functions I should refer so I?can learn how to 1. get the last position opening time and 2. the last buy/sell action recorded?

Thanks Richard! I tried to test different versions of what you suggested. Still unable to get it to work. Giving me same exception "Specified cast not valid" on the starting line of For loop where