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Hey Jürgen I'm trying ``` contract = Contract(symbol="ES", secType="CONTFUT" , exchange="GLOBEX" , currency="USD") yields Contract(0, "ES", "CONTFUT", "", 0.0, "", "", "GLOBEX", "", "USD", "",

Here are instructions for retrieving the daily file via ftp or doing one-time/one-ticker searches: https://ibkr.info/article/2024

I was referring to finding the borrow rate. I assume these borrow rates change daily.

Do you mean the borrow rate, or the price you can sell them at? I believe there's an ftp somewhere with a daily file containing the borrow rates.? I'd think it was also a tick in the API somewhere

Why don't you use Streaming Market Data ( https://interactivebrokers.github.io/tws-api/market_data.html ) instead of historical data? You'd subscribe any time before the market opens and you'll

I am looking to get the open price of today for around 30 symbols as early as possible. It can be done by the following process: - Wait until the market opens, time is after 9:30:00 - Use

Update/workaround: * Uninstalled 64-bit version of Microsoft 365 * Restarted computer * Installed 32-bit version of Microsoft 365 I realize that after v973.05 the API installer is supposed to work

Hi all!? I am new to this community and have been reading a ton of useful info on the TWS API.? However, as my (basic) VBA skills have been left unused over the past ten years and much has been

Peter, do you know if there is a way to retrieve the price to short these shares in advance of actually placing the order?

If IB has shares available to short, it's automatic.? Otherwise your order will be rejected. As martintanner notes, in release 974, there's a new tick type 236 which provides the shares available

That's because there are a zillion ways to calculate continuous futures prices and the continuous contract price may be far from the actual futures contract price. If you trade based on continuous

Excellent I will get on that immediately, seems like a GREAT solution and thank you so much for taking the time. cp

We do use CONTFUT with real time data, But not directly. As a matter of practice we follow this work flow: * Make a sparse contract object that describes the instruments we are interested in (such

Uh OH just found this https://interactivebrokers.github.io/tws-api/basic_contracts.html ``` Continuous futures are available from the API with *TWS v971* and higher. Continuous futures cannot be

No problem. Basic Contracts ( https://interactivebrokers.github.io/tws-api/basic_contracts.html ) has an overview of most (if not all) SecTypes as well as the contract object fields you want to set to

Hi jurgen I think you've spotted the flaw in my cunning plan. I hadn't AND when I did it I got ``` Error: 1 321 Error validating request.-'bW' : cause - Please enter a valid security type ``` ?I

Are you setting SecType = "CONTFUT" somewhere ? Jürgen

I want to get continuous futures and don't want to mess around with expiration et al. Basically what I see in the TWS watchlist. I tried ``` reqMktData with Symbol = "ES" Exchange =

Do you also get the message that they will stop the support for older versions after 31st March 2022? I'm still unsure what this actually means. It could be that starting from this day, this client

Sorry for my late reply, But I've opened several tickets about it. The IB development is investigating it. Hope they will patch it soon. I opened my first tickets about this issue more than 2 years