开云体育

You have to call a reqMktData() for each strike you want the Bid/Ask for. You will set the contract used in this call with the relevant strike info. If you don't need streaming BID/ASK prices then

Thanks for your input Richard. I did some testing myself today as well. I modified my downloader to get up to 25 years history. It took 1hr 50mins to get 25 years for the S&P500 stocks. (Of course not

Hello everyone I'm French and I'm working on a project about options with TWS API. I would like to retrieve the list of option chains for a stock with date of contracts, strike, ask and bid that are

My downloader works rather differently, in that it uses a lot of asynchrony to get the data as fast as possible. I’ve just run it for daily S&P500 bars from 01/01/2005 to 01/0/2015. It went through

I, like many of you I am sure, have created a data downloader. I came across a problem recently with my code which has been running well for ages (years). The difference this time is I am trying to

I am using UNIX OS. Will debug when I have time. In Help->Data Connections, it never actually connects in the first place after the first time. If I add a disconnect, it disconnects immediately.

This is not a question of Bar size, it is a question of whether or not there was at least one transaction during the period you query. The bigger is the Bar, the more chance something did happen

1 second is the shortest barsize. Here’s the data leading up to 16:00 on 17 Feb: Sent: 20 February 2023 16:00 To: [email protected] Subject: Re: [TWS API] Can't query historical futures data i am

i am able to get the data by changing the bar size and duration, currently 1-year and 1-day barsize. what is the least possible barsize for historical data of futures ?

Hi, I've had various connection issues myself under Windows 10 with similar symptoms, apparently related to winsock. Since I've switched to running TWS/IB Gateway under Linux, I've stopped having

You should show the whole query you used for your historical request. Because the message , while labeled like an error, is explicit and say "no data" , i.e. that there is nothing to show for the

Its all same once you understand how to form a contract structure. Only changes would be the symbol, currency and exchange. If you have any confusion, better to use the tool Richard suggested. Trust

i am currently using the following contract-information. contract.symbol( "MYM" ) ; contract.secType( "FUT" ) ; contract.currency( "USD" ) ; contract.exchange( "CBOT" ) ;

okay, i am getting "No security definition has been found for the request" for us based futures as well, do you have a working example of a contract for us based futures?

You need to subscribe for NSE derivative market data from IBKR portal

"Historical Market Data Service error message:No market data permissions for NSE FUT" contract.primaryExch( "NSE" ) ; contract.exchange( "NSE" ) ; contract.secType( "FUT" ) ; contract.currency( "INR"

Thanks Richard. I have also spent lot of time to find right contract info. This tool would have saved lot of time. @Ram, Use this tool to find right details. Looking at the code, i believe you should

By the way, if you use my ContractInspector tool, freely available from the link below (Windows only), you can easily experiment with different contract parameters to see what they give you. This can

NIFTY50 and NIFTYIT with currency INR work fine for me. Please show your contract attributes again. Sent: 20 February 2023 09:53 To: [email protected] Subject: Re: [TWS API] Futures data for indian

tried NIFTY50 with INR, still the same issue.