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Though I haven’t used it for your specific application, I would be looking at Price Conditioning: https://interactivebrokers.github.io/tws-api/order_conditions.html Price conditioning allows

Though I haven’t used it for your specific application, I would be looking at Price Conditioning: https://interactivebrokers.github.io/tws-api/order_conditions.html Price conditioning allows

I believe if you do a bracket order then all is based on pricing of the contract that you buy, ie. the option, and that you can't have some order components based on the price of the contract and

Hi, I am developing an option buying strategy and right now, I am monitoring the underlying to get a signal for long(Call buy) or short(Put buy) Upon signal, the strategy picks the ATM strike and

Hi. Just a thought that came to mind. With sooo many people using IB TWS API and ib_insync, I thought it would be a good idea to start a new discord server. Is there any existing one that I can join?

Joachim, You mention in your message the request you submit: *reqHistoricalData("630345", "1328293", "20221215 17:39:47 UTC", "1 M", 1 day", "TRADES", 1,1, false, null")* I think that some double

Hi I am using the standard demo code from Interactive brokers using the IB Gateway. But all of a sudden it cannot parse the dates returned for a European asset. The data seem to be returned in as "

Give it a quick try with the 100 simultaneous instruments you can stream without boosters, Chris. I have the feeling you will be fine since we have members that stream 1,000 instruments and more.

General To give you a more elaborated answer require to know what is your time frame for trading. Also are you expecting to trade outside RTH ? 300 is a hybrid value, just between "too many"

Thanks Mike. So I am assuming that I will be selecting the 300 top volume US stocks (spread across sectors); I plan purchase blocks of 100 streaming level 1 capability based on my understanding of how

If your question is specific to IB:? This isn't going to work well.? Use an inexpensive data provider like polygon.io. The bandwidth required to consume 300 symbols will vary greatly depending on

Jürgen, Much appreciated for allowing to post and the detailed response. As you rightly pointed, these are newbie queries for someone trying to host a live algo and continue to develop using IB paper

Welcome, Souvik. Your first post is a little outside of our scope (the TWS API itself) but I have approved it since your questions are likely relevant for many newcomers. Having said that, I would

Friends, First of all I am feeling grateful to find this group and being part of it recently. I have developed a very simple EMA strategy for Option trading and need to run it live very soon. Experts

Hi, I am planning a North American Equity streamer app that will take in around 300 stock symbols. Does anyone have experience knowing whether reading that number of simulataneous symbols real-time

You must also set order.outsideRTH = True. Not sure if this works for simulated but definitely works for real orders.

I would like to continue simulating trades outside of regular trading hours (RTH). I changed configuration in TWS to allow trades outside RTH. I placed market order for SPY, but for some reason it did

Thank you for your reply! Im trying to place LMT orders before market opens. Very strange situation, because other strikes for same expiration returns correct margin requirements..

Congratulations Andy, this is great. Would you mind telling us in better resolution how did you achieve this? Cheers, Frank

Hi Andy, Will you be able to share more installation details? Derek