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Re: Problem retrieving option strings with TWS API
Hello Following on my last email, I managed to get the chain of an action options. Using the ReqMktdata function (, I can also get the bid and Ask for a given strike. But it only works once. If I
By GUY <guy.bonnardel@...> · #50750 ·
Re: Historical Data Download : Compare Experiences
I modified my auto downloading code to look for the Head Timestamp to prevent requesting data before that but I have found that it creates more problems than it solves. reqHeadTimestamp() suffers from
By David Armour · #50749 ·
Re: Historical Data Download : Compare Experiences
David Not sure it answer your request, seems you look for 10 years,. In my DB headStamp is 1508198412? this is October 17, 2017 12:00:12 AM Don't ask me where it come from, probably not IBKR,
By Gordon Eldest · #50748 ·
Re: reqHeadTimestamp and reqHistoricalMktData return Strange Error
Looks to me like an issue on IBKR side. BTW: using reqMatchingSymbols to get conid. on "VICI","SMART","STK" deliver 44 candidates, best match are: { "symbol":"VICI",
By Gordon Eldest · #50747 ·
Re: Historical Data Download : Compare Experiences
David First, regarding VICI, I find it returns data up to 5 years ago, but gives an error for anything older, as you discovered. No idea why. There are odd quirks like this here and there and it never
By Richard L King · #50746 ·
Re: reqHeadTimestamp and reqHistoricalMktData return Strange Error
Doubtful in this specific case since other stocks with the same exchanges listed work when specifying SMART (e.g. IBM). In addition, even asking for just NYSE (the primary exchange) of the stock in
By buddy · #50745 ·
Re: reqHeadTimestamp and reqHistoricalMktData return Strange Error
We have our tractor beam squarely focused on CME/CFE futures, so I have only little working experience with exchange selection for STK instruments I can share. Having said that, I recently detected
By J¨¹rgen Reinold · #50744 ·
Re: reqHeadTimestamp and reqHistoricalMktData return Strange Error
I agree it is possible to step thru' all the exchanges listed until you find one that works, but the problem with specifying anything but SMART is that you only get the data for that exchange rather
By David Armour · #50743 ·
Re: reqHeadTimestamp and reqHistoricalMktData return Strange Error
I wouldn't say it's **completely** trial and error... after all, there are [other exchanges listed](https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid
By buddy · #50742 ·
Re: Historical Data Download : Compare Experiences
Richard, Thanks for the reply. If I am reading your reply correctly, your code requires/expects a unique contract to successfully download data. My issue is slightly different. I am trying to identify
By David Armour · #50741 ·
Re: Historical Data Download : Compare Experiences
David The question you ask is not easy to answer succinctly, but I¡¯ll give it a go. The description I gave earlier is very much simplified, but it captures the main sequence of events. The first
By Richard L King · #50740 ·
Re: Problem retrieving option strings with TWS API
Hello everybody Thank's a lot for yours responses envoy¨¦ : 21 f¨¦vrier 2023 ¨¤ 16:31 de : "Gordon Eldest via groups.io" <hymagik@...> ¨¤ : [email protected] objet : Re: [TWS API]
By GUY <guy.bonnardel@...> · #50739 ·
Re: Connectivity issue.
Thanks J¨¹rgen, I had missed that post in my search! Ironically, immediately after my previous reply I ran into the problem again but for the first time my standard approach to simply manually restart
By Dan · #50738 ·
API v10 - updating code from float to decimals in Python
Hi Everyone, I've just upgraded to API version 10.19 from 9.8 and am updating my client code to handle the changes.? The change to Decimals for share size seems to be the big one.? There was some
By David Walker · #50737 ·
Re: Connectivity issue.
I just can't believe that unticking? 'Allow connections for localhost only' has anything to do with the issue. And, like you, I dislike that approach since it can lead to all kinds of security
By J¨¹rgen Reinold · #50736 ·
Re: Connectivity issue.
I have the same issue on Windows 9 server, My best guess is an edge case socket error introduced in a fairly recent version of the Gateway software since I started getting this issue late last year
By Dan · #50735 ·
Re: Connectivity issue.
Means you are using a Desktop, and BTW peoples saying Win10 too. Suggestion: Dig security/shields. If you have an antivirus, check antivirus rules for ports related to TWS, few antivirus default by
By Gordon Eldest · #50734 ·
Re: Problem retrieving option strings with TWS API
To emphase what David says: ContractDetails and Market Data are 2 very different beast. ContractDetails is a heavy call of rather static data. MarketData is small and highly dynamic. You can't expect
By Gordon Eldest · #50733 ·
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 ·