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I'm experiencing pretty bad performance of TWS GUI on Linux (Mint 19). I've tried to upgrade Java version that TWS uses, thinking that will help. However I'm unable to change versions. Reading through

I'm no technology expert so would appreciate any help. I've downloaded the latest version of TWS API and ticked the "Enable ActiveX and Sockets Clients" box under API Settings in TWS. However, when

Hi all,?? I was wondering if anyone knew a way to get historical open interest data on equities from IB.? Is it buried in reqFundamentalData somewhere these days?? I know I can find it in TWS

I don't know how your overall design is structured, but indeed there are performance issues due to GIL of python. So you do need to use multiprocessing.? But I do believe you can get lot of

What would be the best way to do on-the-fly computations using Numpy, Pandas for trading using IB TWS API, writing to/from mySQL, and in the meanwhile receive and send data and orders? From

Thanks for your answers. That's what I thought at first, but when I ask for the underlying past quotes, I can see a discrepancy between historical data using reqhistoricaldata, and what is displayed

I'm also usng the underlying. Expired OTM options are 0$, price of ITM is the different from strike to underlying closing price (they have no more time value at expiry). Am Sa., 13. M?rz 2021 um

It would be easier to figure out official closing price for the underlying and calculate option prices yourself. [email protected]> wrote:

Hi, I try to get the expiration price of an option (let's say SPY) expired 2 months ago. I tried to get the Close of the last trading day using reqHistoricalData: IContract.exchange="SMART"

Hi Dan, did you get any solution to handle these Expired/Assigned option orders, initiated by IB?

Am I the only one here to try to automate ASSIGNED, or EXPIRED option prices retrieval?

Is there a way to retrieve Exchange Execution ID or to track by that (exists in TWS)? This of course only happens after transacted but should be a solid one.

Thanks Mark. That was a great suggestion that did give me insights into the real issue (that you alluded to subtly). There is strong correlation between IB prices and what I expect to so based on

I agree, this could easily be in the top 5 features on my wishlist, even though with the daily report mail-ins it would merely offer convenience rather than a full blown upgrade. I would even settle

This is why orderRef (or a similar customer-supplied field) should be int64 instead of string, then no issues with storage.

True but OrderRef reset is an exception I wouldn't blame them for. Didn't test its limits but obviously clients can stuff A LOT of data into this field at zero cost to them so I imagine it could

Since you are throwing situations there is another to add: Or that there is a business advantage for them to reset; Like playing the spreads or market at times they see fit by taking the opportunity

IB is all-in with daily resets. I don't know if they painted themselves into a corner long ago and would essentially have to start over, or if there is some kind of regulatory or legal explanation. It

Thanks for the reply. Already doing this, however reports are supposed to be self-sufficient. External tools may fail, mails may get lost, etc. It is very unfortunate that IB does not keep that info,

OrderRef will be in reports only for the most recent session. Workaround: configure the system to send daily reports by mail, then collect and collate them.