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No, I manually (and quite tediously) scraped the symbols from a website and then edited them into a file in the format that my downloader command line program can use for input. You can get such a

It's vastly improved. There are still combinations of bar size and duration that cause lengthy waits, and my implementation takes care to avoid them. Though I've just realised that at least some of

Richard, did you manually enter every symbol into a list for the contract.symbol = “ticker” I don’t know if there is a way to scan all stocks in nasdaq in one go.

Yikes. Things have changed for the better. I know they relaxed the pacing limits but didn't think it was so dramatic for daily bars. Thanks for the info!

Nick, I think you're dismissing the historical data mechanism too easily. I downloaded 10 daily bars for each of the S&P 500 stocks using my downloader program, and it did the lot in just 30

Your best bet is the built-in scanners since you probably can't download history for those markets (around 6,000 stocks) in a timely manner with the tws api. The pacing limits are a moving target so

I am trying to build an advanced stock screener using tws API and I am not sure if what I am trying to do is possible. I want to scan the entire NYSE and NASDAQ for a set of historical criteria to

The required fields are incorrect.? Take a look at the samples in the API, in the ContractSample.cpp file from the C++ project, and the? FutureWithLocalSymbol() function. contract.secType =

The financial futures trade calendar quarter-end deliveries: March, June, September, December Commodity futures deliveries coincide with production or consumption cycles (e.g. growing season in

Hi, I am trying to get the FUTURE data of some indexes like ES,?NQ, so I write the following code: contract = Contract() contract.symbol = "ES" contract.secType = "FUT" contract.exchange =

Just for whoever finds this thread and because they had the same problem as me, to circumvent this issue I had to cancel the order and send it again with a new order Id, every day. Hope there will be

First of all, I hope this message finds you well. Here we go again with an issue related to price conditions. It seems that I'm the only one person in the world using these conditions on

I want to add my experience with combo orders. I also was at the beginning worried because they were not guaranteed. However it happened extremely seldom that not both legs filled almost

Thank you for your support, I had a read at this page:

I do use this type of orders for one special effect, which excludes trading in different securities (it's more of a simpler reversion trade). There are a some quirks to all of varieties of IB's

Hi all, I am using ib_insync to buy/sell NYSE stocks, and generally the script works fine. In some cases, when I buy or sell specific symbols - orders are not filled. This happens with those symbols

This is weird for sure.? I just call reqAllOpenOrders() and reqOpenOrders() and store everything that gets returned in the callbacks.? That seems to grab them all and I then have the correct

For context, the goal is pairs trading, but one of the two securities is somewhat less liquid than the other, hence the desired prioritization/conditionality of the most liquid order on the execution

Thank you very much both. With trial and error, I found that Transmit=False is of no use in this case, as I need the orders transmitted; the child order got blocked in the current format as not on

Thanks for the reply. I found the root cause of this. I used ‘reqAllOpenOrders’ instead of ‘reqOpenOrders’ and that does not receive the ‘orderBound’ callback. The confusing thing is that