Re: 2024 NQ and ES futures historical data
Oh ok, I haven't used less than 1 min for historical data.MelSent from my Galaxy
By
Mel
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#53740
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Re: 2024 NQ and ES futures historical data
I don’t think we allowed to share data per our contract.
Why don’t you just download it from IB?
[email protected]> wrote:
By
Dale Joyce
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#53739
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Re: 2024 NQ and ES futures historical data
Thank you Mel for your reply! Language is python. I have been using 5/10 second candlestick resolution, higher than that I am afraid it wont test well...
By
IBmark
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#53738
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Re: 2024 NQ and ES futures historical data
What language do you use?? If python I can probably help you fix your request if you just need daily.? Minute data would take a bit...Sent from my Galaxy
By
Mel
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#53736
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2024 NQ and ES futures historical data
Hi everyone,
I need to test something and I have been having a bit of trouble requesting data from IB. Does anyone have last year?s historical data for ES and NQ? doesn?t have to be tick data.
By
IBmark
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#53735
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Hotkey for market data lines?
In the recent past I came across a hotkey that provided a detailed list of data lines (window, instrument, and exchange). It was updated dynamically. I link several windows together so clicking on a
By
Hilmar
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#53734
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Re: How to identify futures orders placed by ATS
For those who trade futures. IB support told to populate one of the fields below with custom ID that differentiates manual and ATS
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Andy Sanders
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#53733
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
Interestingly the documentation on what reqMktData (both old and new). Have this statement
"A tickPrice value of -1 or 0 followed by a tickSize of 0 indicates there is no data for this field
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ajn
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#53732
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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
jy.yngbld@... ,
1. first loop of the test not always gives the errors. If you run several loops, then it is more likelly to repeat the issue
*Program_get_bid.py -f symbols.csv -m REALTIME
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ajn
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#53731
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Problems with " error advancedOrderRejectJson" Using version API_Version=10.33.01 from December 2024.
Using version ?API_Version=10.33.01 ?from December 2024.
1. ? ? ? decoder.py uses ?" self.wrapper.error(reqId, errorTime, errorCode, errorString, advancedOrderRejectJson)"
Instead, it does not
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jbarbero100@...
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#53730
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How to identify futures orders placed by ATS
TWS sent a notification to complete a task saying that US futures exchanges require brokers to identify orders placed by automated systems.
How do you mark order as ATS?
Is there a field for this,
By
Andy Sanders
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#53729
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Re: Fee Rate via API
They really should be redirecting people away from the old docs (see attached).
By
buddy
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#53728
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About python threading
for example i want create one client, and request two or more contract history data, this is wrong way?
```
app = Client()
app.connect( '127.0.0.1' , 7497 , 0 )
threading.Thread( target
By
langziyang1982@...
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#53727
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Re: Fee Rate via API
Not sure whether it works for FEE_RATE (you could easily try it), but IBApi.EClient.reqHistoricalData (
By
Jürgen Reinold
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#53726
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Re: Fee Rate via API
Thanks for the pointer, I was able to get that to work. I was hoping I could just use a market data subscription to keep it up-to-date as with shares available to short. It seems very odd that they
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Scott Kister
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#53725
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Re: Fee Rate via API
https://www.interactivebrokers.com/campus/ibkr-api-page/twsapi-doc/#hist-fee-rate
By
buddy
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#53724
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Fee Rate via API
Is the hard to borrow fee available via the API? It is vieable in TWS under Short Selling -> Fee Rate
ib.reqMktData(contract, tick_list=236) returns the number of shares available to short, but
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Scott Kister
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#53723
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Re: reqMktData subscription is not continuous
Good to know that after the Holidays, the liver is still functioning fine!MelSent from my Galaxy
By
Mel
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#53722
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Re: reqMktData subscription is not continuous
Appeared to be that was some glitch with paper account. Liver data feed works fine.
By
Andy Sanders
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#53721
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Re: Question on nextValidId function
thanks again Jürgen,
everything is clearer now, complicated as you said, but clearer :)
BR,
Marco
<TwsApiOnGroupsIo@...> wrote:
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Marco
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#53720
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