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Re: Connectivity issue.
I thought I wrote it, but I use MacOS (UNIX) 12 and I've read about Mac-specific issues previously. Am looking into it still. Thank you.
By kosport02@... · #50732 ·
Re: Connectivity issue.
I run production under windows (Server flavor) and never had this issue, even on Win10, I use Unix too. So IMHO I doubt we can blame Windows OS itself. disconnect() does very little: close socket,
By Gordon Eldest · #50731 ·
Re: Connectivity issue.
In order to rule out some bug in your connection handling code, you could also try ib_insync and see if that works for you. In that case, you might be able to use that library's connection handling
By IBHero · #50730 ·
Re: Problem retrieving option strings with TWS API
You have to call a reqMktData() for each strike you want the Bid/Ask for. You will set the contract used in this call with the relevant strike info. If you don't need streaming BID/ASK prices then
By David Armour · #50729 ·
Re: Historical Data Download : Compare Experiences
Thanks for your input Richard. I did some testing myself today as well. I modified my downloader to get up to 25 years history. It took 1hr 50mins to get 25 years for the S&P500 stocks. (Of course not
By David Armour · #50728 ·
Problem retrieving option strings with TWS API
Hello everyone I'm French and I'm working on a project about options with TWS API. I would like to retrieve the list of option chains for a stock with date of contracts, strike, ask and bid that are
By GUY <guy.bonnardel@...> · #50727 ·
Re: Historical Data Download : Compare Experiences
My downloader works rather differently, in that it uses a lot of asynchrony to get the data as fast as possible. I¡¯ve just run it for daily S&P500 bars from 01/01/2005 to 01/0/2015. It went through
By Richard L King · #50726 ·
Historical Data Download : Compare Experiences
I, like many of you I am sure, have created a data downloader. I came across a problem recently with my code which has been running well for ages (years). The difference this time is I am trying to
By David Armour · #50725 ·
Re: Connectivity issue.
I am using UNIX OS. Will debug when I have time. In Help->Data Connections, it never actually connects in the first place after the first time. If I add a disconnect, it disconnects immediately.
By kosport02@... · #50724 ·
Re: Can't query historical futures data
This is not a question of Bar size, it is a question of whether or not there was at least one transaction during the period you query. The bigger is the Bar, the more chance something did happen
By Gordon Eldest · #50723 ·
Re: Can't query historical futures data
1 second is the shortest barsize. Here¡¯s the data leading up to 16:00 on 17 Feb: Sent: 20 February 2023 16:00 To: [email protected] Subject: Re: [TWS API] Can't query historical futures data i am
By Richard L King · #50722 ·
Re: Can't query historical futures data
i am able to get the data by changing the bar size and duration, currently 1-year and 1-day barsize. what is the least possible barsize for historical data of futures ?
By ram.bharadwaj.arya@... · #50721 ·
Re: Connectivity issue.
Hi, I've had various connection issues myself under Windows 10 with similar symptoms, apparently related to winsock. Since I've switched to running TWS/IB Gateway under Linux, I've stopped having
By IBHero · #50720 ·
Re: Can't query historical futures data
You should show the whole query you used for your historical request. Because the message , while labeled like an error, is explicit and say "no data" , i.e. that there is nothing to show for the
By Gordon Eldest · #50719 ·
Re: Futures data for indian market
Its all same once you understand how to form a contract structure. Only changes would be the symbol, currency and exchange. If you have any confusion, better to use the tool Richard suggested. Trust
By souvik.trader@... · #50718 ·
Can't query historical futures data
i am currently using the following contract-information. contract.symbol( "MYM" ) ; contract.secType( "FUT" ) ; contract.currency( "USD" ) ; contract.exchange( "CBOT" ) ;
By ram.bharadwaj.arya@... · #50717 ·
Re: Futures data for indian market
okay, i am getting "No security definition has been found for the request" for us based futures as well, do you have a working example of a contract for us based futures?
By ram.bharadwaj.arya@... · #50716 ·
Re: Futures data for indian market
You need to subscribe for NSE derivative market data from IBKR portal
By souvik.trader@... · #50715 ·
Re: Futures data for indian market
"Historical Market Data Service error message:No market data permissions for NSE FUT" contract.primaryExch( "NSE" ) ; contract.exchange( "NSE" ) ; contract.secType( "FUT" ) ; contract.currency( "INR"
By ram.bharadwaj.arya@... · #50714 ·
Re: Futures data for indian market
Thanks Richard. I have also spent lot of time to find right contract info. This tool would have saved lot of time. @Ram, Use this tool to find right details. Looking at the code, i believe you should
By souvik.trader@... · #50713 ·