Collection of Historical Data
I'm working in pulling down a significant set of 1 min price data from the API using the following code:
https://gist.github.com/wrighter/dd201adb09518b3c1d862255238d2534
The code works well.? I
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wardloving@...
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#47347
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Re: TWS Historical Options Data - Python API code
This app works pretty well.??https://gist.github.com/wrighter/dd201adb09518b3c1d862255238d2534
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wardloving@...
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#47346
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Re: TWS vs Gateway at reconnections
Why do you think the gateway is insufficient? In my experience it is considerably faster than the TWS and works great. The only thing is that you don't see things like you do with the TWS.
And to
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Despair
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#47345
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Re: TWS vs Gateway at reconnections
The IB Gateway seems insufficient and you certainly wouldn¡¯t try it with the TWS app¡
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Stuart Cracraft <smcracraft@...>
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#47344
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Re: TWS vs Gateway at reconnections
I do not think it would be too difficult to spin up that linux command, no?
[email protected]> wrote:
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RobDawg35
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#47343
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Re: TWS vs Gateway at reconnections
Conversely a full on API without the intermediary step¡.
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Stuart Cracraft <smcracraft@...>
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#47342
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Re: TWS vs Gateway at reconnections
What is needed is a thin auto-restarting Linux client using systemctl with auto-login after outages, maintenances and whenever it disconnects.
Otherwise, this requires too much hand-holding.
My
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Stuart Cracraft <smcracraft@...>
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#47341
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Re: TWS vs Gateway at reconnections
I have not used Alpaca....would using Gateway over TWS be more beneficial
on an AWS instance?
[email protected]> wrote:
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RobDawg35
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#47340
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Re: TWS vs Gateway at reconnections
I run Ubuntu on AWS and twsapi on it plus check it daily as I think their client side automation is weak.
Clumsy, and in the case of IB, necessary.
Unfortunate!
Anyone used alpaca?
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Stuart Cracraft <smcracraft@...>
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#47339
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Re: TWS vs Gateway at reconnections
Hi all,
I have also had this problem and am currently switching to run this on a
server. I am going to be paying around $20-40/month.
I am in-between using "VULTR" or spinning up an EC2 instance
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RobDawg35
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#47338
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Re: the fields commission, max/min Commission in openOrder state are broken
hello josh,
thank you for considering my question.
there are 3 fields related to commissions: minCommission, maxCommission, and commission.
sys.float_info.max is not a reasonable number.
and it
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alexbodn@...
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#47337
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Re: TWS vs Gateway at reconnections
The problem is not the reconnection to the API. The problem is the TWS shuts down completely. So I have to restart the TWS manually before the client can connect to it again.
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Despair
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#47336
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Re: Handling -1.0 TickPrices?
When you look at processTickPriceMsg() deep in the API in EDecoder.java it seems that price and size actually arrive in the same message. Once decoded, tickPrice() is called right before tickSize()
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J¨¹rgen Reinold
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#47335
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Re: Handling -1.0 TickPrices?
Thanks JR, that does make sense.. I'm mostly doing algo work these days, so the size isn't something I've watched in quite some time..
I do wish they came in on the same event though, so I could
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Peter Drier
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#47334
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Re: Handling -1.0 TickPrices?
The way I read the IBKR API documentation ( https://interactivebrokers.github.io/tws-api/md_receive.html ) is that both price and size must be -1 to indicate missing data. That seems to be the
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J¨¹rgen Reinold
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#47333
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Handling -1.0 TickPrices?
IB gives a -1.0 price when there's no data available via tickPrice(tickerid, field, price, attribs).? I get how that may have seemed like an alright idea ~30 years ago, but bad designs live longer
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Peter Drier
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#47332
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Re: TWS vs Gateway at reconnections
Hi Despair
My answer is not the smartest and could help. I use TWS and its data disconnected due to internet disconnection, then it it was restored once internet was restablish,
I run TWS API
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Amine <hadjyoucef.amine@...>
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#47331
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Re: Historical bars and WAP
Hi Alex,
Thank you for sharing your experiment.
I have a question though, I tried to plot the WAP (thinking that it corresponds to VWAP) but this wasn't the case after confirming with TWS
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hadjyoucef.amine@...
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#47330
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Please help with 321-Error validating request.-'b8' : cause - Unified group name is invalid-
Hey,
I'm trying to place a Bracket order from the IBApi using C#.
My code is:
var bracket = BracketOrder_MKT(parentOrderId,
"BUY",
shares,
takeProfitLimitPrice,
stopLossPrice);
foreach (var order in
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Charles <cbrauer@...>
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#47329
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Re: back and glad for it
Each container runs one tws-instance.
Six different accounts, individual and (family)-advisor and my ATS-Software.
The GUI of the gateway is either visible on the desktop of the host or hidden in a
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Hartmut Bischoff
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#47328
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