Re: TickByTick or TickPrice?
Thank you for your input. I have done some experimenting with both and reqTickByTickData generates much less callbacks which is good for me in Python. Strangely the timestamp they provide is up to a
By
bespalex
·
#52078
·
|
Re: Correlate orders and fills from the API to those in Flex Report
IBKR no longer fill the OrderRef field in flex reports. They certainly used to, some time ago. Now the field is still there but the content is not carried over from TWS to daily reports any more,
By
ds-avatar
·
#52077
·
|
Re: updateMktDepthL2 missing data points
J¨¹rgen, i really like that heart-beat idea and i will implement it too as it will simplify my commit-forcing logic and it will also provide some insights into the health of the system. it will also
By
fordfrog
·
#52076
·
|
Re: updateMktDepthL2 missing data points
Very nice, fordfrog, and it all makes a lot of sense to me. I think our approaches are identical on the "what" level, but there are minor implementation differences on the "how" level. For example, as
By
J¨¹rgen Reinold
·
#52075
·
|
Re: TickByTick or TickPrice?
IMHO reqTickByTickData ( https://interactivebrokers.github.io/tws-api/classIBApi_1_1EClient.html#a3ab310450f1261accd706f69766b2263 ) but as you may see other are ok too this is more a question of the
By
Gordon Eldest
·
#52074
·
|
Re: updateMktDepthL2 missing data points
@J¨¹rgen i mostly finished my implementation and i'm just reviewing the code, probably for the last time. in the text below i'll use word *commit* to indicate the supposed end of transaction (end of
By
fordfrog
·
#52073
·
|
Re: TickByTick or TickPrice?
For most purposes reqMktData works fine. I never needed tick by tick data.
By
Despair
·
#52072
·
|
Specific error message needs to be given for these requests!
Hi All, i have this problem on windows 2019 server: Sometimes i got this error: 2023-11-16 13:02:34.781|[ERROR]|Error. Id: -1, Code: -1, Msg: Specific error message needs to be given for these
By
Noisoli@...
·
#52071
·
|
Re: How to catch liquidation warnings and liquidation events?
I found the liquidation order flag by looking in here: https://www.interactivebrokers.com/php/whiteLabel/Interoperability/ActiveX_Other/activexevents.htm#execDetails
By
Ace
·
#52070
·
|
Re: How to catch liquidation warnings and liquidation events?
Hi J¨¹rgen, I was looking at it this afternoon and provoked the warning. I used ib_insync accountValues to see what was in there:
By
Ace
·
#52068
·
|
Re: How to get market data, specifying exchange=NASDAQ, when ssh to a server that the TWS application is running on
Very Good point, I hit that one too. Note: BTW was on IBM too! I wonder why IB isn't adding LSE to resolution under SMART as what LSE does trade as IBM have same ISIN as the NYSE one. (different
By
Gordon Eldest
·
#52067
·
|
Re: How to catch liquidation warnings and liquidation events?
I was just looking at that last week and did some data gathering. I found two sources of information to tap into: * A subscription to Account Updates (
By
J¨¹rgen Reinold
·
#52066
·
|
How to catch liquidation warnings and liquidation events?
Hi guys, I algo trade 0DTE option combos on ETFs and I would like to be able to take action when a liquidation warning happens or when a position is liquidated due to unsufficient margin. If these
By
Ace
·
#52065
·
|
Re: How to get market data, specifying exchange=NASDAQ, when ssh to a server that the TWS application is running on
Be careful that one day IB may ask you to switch to NASDAQ instead of ISLAND (I guess your good for 1 or 2 years) Also: SMART is Ok to fetch market data unless you look for very specific exchange
By
Gordon Eldest
·
#52064
·
|
Re: How to get market data, specifying exchange=NASDAQ, when ssh to a server that the TWS application is running on
Hi all. Thanks for helping me out. I tested with exchange=ISLAND and it worked on my server. I'm about using exchange=SMART and?primaryExch=NASDAQ but now I understand it is wrong setting. My TWS
By
dungtran0127@...
·
#52063
·
|
TickByTick or TickPrice?
What is the best way to obtain bid/ask real-time data in your experience? It looks like TickByTick answers are more concise, but then it is mentioned in the documentation that only 5 concurrent
By
bespalex
·
#52062
·
|
Re: How to get market data, specifying exchange=NASDAQ, when ssh to a server that the TWS application is running on
As I understand, primary exchange is the native exchange for the instrument, regardless where it could be trading. IBM is trading in USD on LSE, so a contract request for (symbol: IBM, currency: USD)
By
misantroop
·
#52061
·
|
Re: updateMktDepthL2 missing data points
thank you again J¨¹rgen for this great insight. it definitely makes sense to me. if i should paraphrase the issue, we get transaction items without transaction boundaries. it works fine for
By
fordfrog
·
#52060
·
|
Re: How to get market data, specifying exchange=NASDAQ, when ssh to a server that the TWS application is running on
I don't know. Not seen on TWS. The logical place should be under Configuration->API but nothing visible about that Whoever get a clue please share it, I am Interested to not be the last one to know
By
Gordon Eldest
·
#52059
·
|
Re: How to get market data, specifying exchange=NASDAQ, when ssh to a server that the TWS application is running on
So where is this ¡°Compatibility Mode: Send ISLAND for US Stocks trading on NASDAQ" setting? I can¡¯t find it anywhere (on 10.19 or 10.25). Sent: Tuesday, November 14, 2023 9:33 PM To:
By
Richard L King
·
#52058
·
|