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Thank you all very much for your responses. I will carefully study all the information received and try not to bother too much in the future.

You received a lot of valuable feedback, the task you are trying to take on is massive, it will be a nightmare to maintain as a single person over long periods of time, and will possibly be a massive

Sorry if blunt, no intent but IMHO and using my limited experience of IBKR I feel the need to share the feeling that you are "swimming against the flow". 1- Development should start easy and

I'm with the rest. Please consider using python. I can use julia but python is more fun. so in purebasic you'd ``` ; PureBasic example for connecting to IB API and requesting account details #PORT

I'll be completely honest, if you find you stumble here, then it is very likely that your journey will be a hard one and you will likely waste time getting going when you should be working on

Makes sense but the group would know, through experience, when it's reasonable to see that the US exchanges are printed. I am only interested in the PRINT after the close. It would be nice to think

You may want to check with the various exchanges as IB is just reporting.? The exchanges have pools that don't print during the day and only hit the tape after the close.? I'm not sure what time

I am sorry to be a bit stubborn but I prefer to start in Purebasic. Might change later eventually. However I am struggling using the TWSlib.dll. I can connect to this lib but I am having problems to

1- Not every stocks are traded after RTH even if traded premarket (unusual though) 2- Even if market is still open doesn't mean there are any trade done. 3- Look at your market data subscriptions 1-

Hi all In the groups experience what is the earliest time , eastern standard time, when it's reasonable to say that IB have printed ( immutable) the close for all symbols that will be the number of

isn't this exactly what useRTH=False supposed to mean?

Hi, I am trying to retrieve historical price data of a few FOREX currency pairs: mainly AUDCAD, EURUSD and EURGBP. Since November 25th, I am unable to retrieve historical TICK data via API. Before

I experimented some time ago with downloading daily data for 200 US stocks to see what worked best for me. I tried sequential versus parallel. With sequential I mean I submit a reqHistoricalData() for

Let's start with setting expectations. IBKR is a brokerage that handles your trades and not a specialized historical market data provider. While there is a lot of good historical data you can

*Batch request* Never heard of it on IBKR, - Look to me against the design pattern used by the API. Data callbacks do refer to a reqid, not to a symbol, so I don't see a way to resolve OHLC *Bar* for

Hi everyone, I’m working on a project that requires pulling *historical data* on *hundreds of stocks* using the *Interactive Brokers TWS API*. The data includes daily OHLC (Open, High, Low, Close)

Margin by itself is not additive as it is calculated under the maximum norm. The closest thing that works in real-time is CME's SPAN mechanism. There's some documentation on the client systems wiki if

Interesting! I didn't know that. I am going to check that out!

Richard wrote almost exactly what I wanted to reply. In a nutshell: go with python. Lots of support available, lots of sample code. If you have any kind of programming experience, the learning curve

No it won’t object to that. (But why don’t you just try it yourself with your paper-trading account?) But there IS a problem here: because current price is below the trigger price of that