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It seems fairly decent. If you want the best, DTN-IQ can't be beat. [email protected]> wrote:

Interesting, thank you. -- Best, DS

This really needs to be more specific as to which market data you are particularly interested in. Historical/real-time? Prices, quotes, earnings, ratings, news? For prices - every tick or OHLC bars

I believe that is all we have now and my only hope is that we will not need one day to pass references to the Wayback machine between each other in order to understand the workings of API beyond those

Hi all, I've been forced to update my code (thanks IB!) but I can't find an up-to-date version of https://interactivebrokers.github.io/tws-api/ which is what I used the first time. Any ideas where

Take a look at ThetaData https://http-docs.thetadata.us/

Why don’t you just ask IBKR? If anybody is likely to be able to provide you with chapter and verse, it’s them. Richard Sent: 07 February 2025 22:52 To: [email protected] Subject: [TWS

how long have you been using it? appreciate if you can share real experience, like telling me oh i have been extracting them daily, hourly for some years and found the data quality high and without

What would be timely for you? I found polygon.io to be a good source, especially as they provide flat file data downloads on a daily basis: https://polygon.io/flat-files [email protected]>

i have been using IB API for pacing order only. can anyone tell if the US equities/ETF data from IB clean and up-to-date? Recently i am looking for data source which provide data timely and clean. my

I'm trying to request midpoint data (for symbols such as SPY, QQQ, etc.) via reqTickByTickData() and this ( https://www.interactivebrokers.com/campus/ibkr-api-page/twsapi-doc/#tick-by-tick ) says "For

I always stumble on this thread every few years, haha. Note to future self: when your code throws an uncaught exception, stop expecting your own messages to appear and instead expect the 509.

The short answer is no. When you look at the data model, one Order is related to (or filled by) one or more Trades (executions). "filled" and "remaining" are attributes of Orders and not attributes

Hello Folks, Is is possible to get *Decimal remaining value* in the below callback //! [execdetails] void execDetails(int reqId, const Contract& contract, const Execution& execution)

I can't believe that the date/time format has any impact. I went with the "Date/Time in the instrument's time zone" approach a long time ago. The only major difference between our approaches is the

Hi Jurgen, How does that work when you get no data and no historicalDataEnd() callback? If you have no timeout then your code would just hang wouldn't it? I used to download backwards, but it gave

Hi Dale, Perhaps you missed it in the long discussion below, but that is exactly what was done. I am unable to get data before 5th June 2018. Somehow, Jurgen is able to though. I suspect there is

Hmm. I use no set timeouts and I do not cancel nor restart requests. But I perform historical data downloads in reverse time order (and I know several other members do that, too). When you make a

maybe get 1 day of data, 3 years ago, then 4 years ago...etc. to see where and how the timing starts to change? [email protected]> wrote:

I tried setting the wait up to 10mins when you suggested it before. It just timed out after 10mins. No data is being sent and frankly waiting 10mins is ridiculous. The first set of data is always sent