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I can recommend ProRealTime for that type of chart work. It will snap the beginning of the line to the price of the candle (or wick). [image: Screen Shot 2021-08-02 at 9.15.17 PM.png] It uses IBKR as

Thanks, that clears a lot!! I have some questions left. 1) Should I get the same values if I use the calculateImpliedVolatility? 2) Is this function (calculateImpliedVolatility) working and

Thanks Nick. Have you tried other platforms?

NinjaTrader is free for charting so you can give that a try for no risk. If you want to place orders from NinjaTrader you would need a paid version.

To All: I'm wondering if anyone can shed light on sharing their experiences with what they think is the best third party platform to trade using IB. I would really like a platform that has some great

because it's a feature, so you need to enable it explicitly

Hi, ib gateway 981 cannot auto restart by default jts.ini, but I add AutoRestart param and it works. [u:igmpicmnfljcdneooiecjhfedlhfbjeijomflgdo] AutoRestart=1 I am confused with why?default

One issue I have had with allornone orders, is the orders would take forever to fill or wouldn't fill on stocks or options that are not heavily traded. I have noticed that when my orders are filled in

Currently I use the TWS API, with wrapper classes surrounding that.? I went with this approach, so as bug fixes, enhancements, and?new versions of the TWS API (C++) SDK occur, I can simply do a drop

@JG Thanks a lot, it seems you are right. Yes, it is US shares. If it is how you say with commissions, then its all fine, but my impression was odd lot is getting separate commission. At least TWS

Super, thanks a lot!! I didn't know that. One question left. Can someone tell how reliable the Ctrl Alt = counter is? If I fetch an option chain only in TWS and chose SMART as exchange. It counts

From your above sentence I assume that you are talking about US shares? The default counter is one "lot", which consists of 100 shares. Often do institutional traders work with lots. So any multiple

Dave, Interesting approach ! To what extent do you use TWS API ? I figure out you must be deviating incoming data toward flatbuffers... so data no longer goes through the TWS API's signal/wait... I

Cool thread. I also just implemented the tws client protocol instead of using the IB libraries, it’s not too bad, as others mentioned.. Anyway, I cut the java api some slack since it seemed to be

These are essentially all the same - The volatility smile means there is not a single value across different strikes/expirations, see below. - IB and other sites will generally provide volatility in

Can someone give me some more information about the implied volatility? I have searched a lot but I'm stuck. I need the implied volatility of an option that I can use as an input for the binomial or

I have built a QT UI using the TWS API, so this is one person's model of how to do things... I have a server process which uses the TWS API and flatbuffers to encode results into a binary

Under the Options window in TWS, it's possible to add columns "Model IV %" and "Model". Does anyone know how these values are calculated? I suspect that they have a model for price and then simply

Currently i have setup for buy orders, where i set buy LMT order and i would say 50% of the time it fills only partially. It is also a bit strange to me, because it pretty much always fills at 100 and

My experience is that IB reports it a way that meets IRS requirements. Can you give a specific example where you think it is incorrect? Good luck, Carl